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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-17.35%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$77.8B
AUM Growth
-$8.84B
(-10%)
Cap. Flow
+$7.56B
Cap. Flow
% of AUM
9.71%
Top 10 Holdings %
Top 10 Hldgs %
42.33%
Holding
2,937
New
511
Increased
992
Reduced
821
Closed
514
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$236M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$187M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$164M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$157M |
| 5 |
Palo Alto Networks
PANW
|
+$152M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$413M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$214M |
| 3 |
NVIDIA
NVDA
|
+$144M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$66.8M |
| 5 |
Fidelity National Information Services
FIS
|
+$44.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.68% |
| 2 | Consumer Discretionary | 1.59% |
| 3 | Communication Services | 1.42% |
| 4 | Industrials | 0.74% |
| 5 | Financials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
CALL
Lowe's Companies
LOW
$125B
| $29.9M | 0.04% |
347,600
-359,000
| -51% | -$39.2M |
|
302
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $29.8M | 0.04% |
906,400
+541,275
| +148% | +$35.8M |
|
303
Citigroup
C
$226B
| $29.7M | 0.04% |
704,660
-318,310
| -31% | -$21.4M |
|
304
PUT
Intuit
INTU
$89B
| $29.5M | 0.04% |
128,300
+5,700
| +5% | +$1.54M |
|
305
FedEx
FDX
$75.4B
| $29.3M | 0.04% |
241,341
+15,684
| +7% | +$2.21M |
|
306
Salesforce
CRM
$158B
| $29M | 0.04% |
201,731
+128,712
| +176% | +$22.1M |
|
307
SLB Ltd
SLB
$75B
| $29M | 0.04% |
2,150,324
+1,536,204
| +250% | +$44.5M |
|
308
CALL
Uber
UBER
$153B
| $29M | 0.04% |
1,036,700
+618,500
| +148% | +$20.4M |
|
309
CALL
Eli Lilly
LLY
$1.06T
| $28.9M | 0.04% |
208,300
+11,300
| +6% | +$1.55M |
|
310
CALL
JD.com
JD
$44.5B
| $28.8M | 0.04% |
710,400
-1,856,700
| -72% | -$74.2M |
|
311
PUT
Automatic Data Processing
ADP
$108B
| $28.5M | 0.04% |
208,900
+117,700
| +129% | +$19M |
|
312
McDonald's
MCD
$195B
| $28.5M | 0.04% |
172,583
+24,904
| +17% | +$4.91M |
|
313
CALL
Nike
NKE
$61.9B
| $28.4M | 0.04% |
343,300
-526,600
| -61% | -$49M |
|
314
PUT
Cigna
CI
$74.6B
| $28.4M | 0.04% |
160,100
+15,560
| +11% | +$3.02M |
|
315
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $28.3M | 0.04% |
367,059
+209,193
| +133% | +$17.7M |
|
316
Blackrock
BLK
$176B
| $28.1M | 0.04% |
63,780
+60,916
| +2,127% | +$30M |
|
317
PUT
HSBC
HSBC
$356B
| $27.9M | 0.04% |
997,300
+510,900
| +105% | +$17.7M |
|
318
Sea Limited
SE
$69.5B
| $27.9M | 0.04% |
629,186
+21,037
| +3% | +$943K |
|
319
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $27.9M | 0.04% |
472,100
+213,500
| +83% | +$16.1M |
|
320
PepsiCo
PEP
$190B
| $27.8M | 0.04% |
231,838
+124,434
| +116% | +$16.8M |
|
321
Expedia Group
EXPE
$37.3B
| $27.8M | 0.04% |
494,601
+453,937
| +1,116% | +$43.6M |
|
322
CALL
CME Group
CME
$94.8B
| $27.6M | 0.04% |
159,800
+143,200
| +863% | +$28.5M |
|
323
CALL
Lam Research
LRCX
$390B
| $27.6M | 0.04% |
1,150,000
-1,360,000
| -54% | -$39.2M |
|
324
CALL
Elevance Health
ELV
$85.5B
| $27.6M | 0.04% |
121,500
+80,200
| +194% | +$21.9M |
|
325
PUT
Abbott
ABT
$187B
| $27.6M | 0.04% |
349,300
+108,300
| +45% | +$9.04M |
|
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HF
Parallax Volatility Advisers's Q1 2020 Portfolio in Review
As of Q1 2020, Parallax Volatility Advisers held 2,937 positions worth $77.8B, down 10% from $86.7B the previous quarter. Its ten largest holdings account for 42% of the portfolio.
Parallax Volatility Advisers deployed $7.56B of net new capital in Q1 2020, opening 511 new positions and adding to 992 existing holdings. Its largest new stake was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6: 971,812 shares worth $109M.
By sector, the portfolio is most concentrated in Technology at 2.7% of assets, up from 1.7% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $413M trimmed.
- Parallax Volatility Advisers's largest Q1 2020 buy was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6: 971,812 shares worth $109M.
- Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q1 2020, an estimated $236M increase.
- Parallax Volatility Advisers's biggest Q1 2020 reduction was Invesco QQQ Trust, cutting an estimated $413M.
- Parallax Volatility Advisers fully exited Change Healthcare Inc. Tangible Equity Units in Q1 2020, selling an estimated $39.4M.
- Parallax Volatility Advisers's ten largest holdings make up 42% of its $77.8B portfolio in Q1 2020.
- Parallax Volatility Advisers opened 511 new positions and closed 514 in Q1 2020.
- Parallax Volatility Advisers's portfolio value fell 10% quarter-over-quarter to $77.8B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2020, filed 15 May 2020.