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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 | |
|---|---|---|---|---|---|---|
326
CALL
Thermo Fisher Scientific
TMO
$220B
| $27.6M | 0.04% |
97,200
+96,800
| +24,200% | +$30.5M |
|
|
TWTR
327
CALL
DELISTED
Twitter, Inc.
TWTR
| $27.6M | 0.04% |
1,122,400
-790,600
| -41% | -$25.6M |
|
328
CALL
Cummins
CMI
$88.7B
| $27.5M | 0.04% |
203,500
+113,400
| +126% | +$17.7M |
|
329
PUT
Northrop Grumman
NOC
$81.2B
| $27.5M | 0.04% |
91,000
+46,000
| +102% | +$16M |
|
330
PUT
Union Pacific
UNP
$174B
| $27.5M | 0.04% |
195,100
+128,700
| +194% | +$21.3M |
|
331
PUT
O'Reilly Automotive
ORLY
$76.3B
| $27.5M | 0.04% |
1,369,500
+415,500
| +44% | +$10.6M |
|
332
Pfizer
PFE
$153B
| $27.4M | 0.04% |
884,056
+393,037
| +80% | +$13.4M |
|
333
CALL
Boeing
BA
$185B
| $27.2M | 0.03% |
182,100
-335,600
| -65% | -$91.9M |
|
334
CALL
AB InBev
BUD
$165B
| $27.1M | 0.03% |
613,800
+572,800
| +1,397% | +$37.4M |
|
335
CALL
Norfolk Southern
NSC
$75.1B
| $27M | 0.03% |
185,200
+143,100
| +340% | +$26.4M |
|
336
Deere & Co
DE
$168B
| $26.9M | 0.03% |
195,003
+140,791
| +260% | +$22.3M |
|
337
PUT
Boston Scientific
BSX
$71.5B
| $26.9M | 0.03% |
823,200
+730,600
| +789% | +$28.5M |
|
338
Roku
ROKU
$22.7B
| $26.7M | 0.03% |
304,726
+296,589
| +3,645% | +$34.1M |
|
339
Las Vegas Sands
LVS
$29.6B
| $26.6M | 0.03% |
625,863
+342,661
| +121% | +$20.7M |
|
340
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $26.3M | 0.03% |
1,141,800
+808,100
| +242% | +$22.1M |
|
341
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $26.2M | 0.03% |
1,802,000
+896,800
| +99% | +$21.3M |
|
342
CALL
Intuitive Surgical
ISRG
$134B
| $26.1M | 0.03% |
+158,100
| New | +$29M |
|
343
PUT
eBay
EBAY
$49.8B
| $26.1M | 0.03% |
868,600
+506,700
| +140% | +$17.6M |
|
344
CALL
United Airlines
UAL
$42.1B
| $25.9M | 0.03% |
819,900
-143,800
| -15% | -$9.51M |
|
345
PUT
Verizon
VZ
$196B
| $25.7M | 0.03% |
478,900
-585,700
| -55% | -$33.5M |
|
346
PUT
Wynn Resorts
WYNN
$10.6B
| $25.7M | 0.03% |
427,400
-165,600
| -28% | -$18.6M |
|
347
PUT
Medtronic
MDT
$112B
| $25.6M | 0.03% |
284,200
+86,300
| +44% | +$9.18M |
|
348
PUT
Honeywell
HON
$78B
| $25.5M | 0.03% |
201,908
+53,686
| +36% | +$8.29M |
|
349
CALL
Newmont
NEM
$119B
| $25.4M | 0.03% |
561,300
-412,200
| -42% | -$18.6M |
|
350
Merck
MRK
$318B
| $25.4M | 0.03% |
345,834
+155,847
| +82% | +$12.2M |
|
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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.