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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 | |
|---|---|---|---|---|---|---|
401
PUT
Wayfair
W
$14.6B
| $20.5M | 0.03% |
383,700
+297,700
| +346% | +$22.8M |
|
402
PUT
Kraft Heinz
KHC
$30B
| $20.4M | 0.03% |
823,300
+144,700
| +21% | +$3.97M |
|
403
CALL
Danaher
DHR
$144B
| $20.3M | 0.03% |
165,252
+146,414
| +777% | +$19.7M |
|
404
Ulta Beauty
ULTA
$24.3B
| $20.2M | 0.03% |
115,231
+114,755
| +24,108% | +$28.6M |
|
405
PUT
United Parcel Service
UPS
$88.9B
| $20M | 0.03% |
213,600
-166,000
| -44% | -$17.2M |
|
406
CALL
Becton Dickinson
BDX
$48.2B
| $19.9M | 0.03% |
88,663
+83,230
| +1,532% | +$20.6M |
|
|
WTRU
407
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
| $19.7M | 0.03% |
176,935
+126,935
| +254% | +$7.87M |
|
|
CYBR
408
PUT
DELISTED
CyberArk
CYBR
| $19.6M | 0.03% |
228,900
+221,100
| +2,835% | +$25.5M |
|
409
PUT
Centene
CNC
$32.5B
| $19.3M | 0.02% |
324,500
-102,000
| -24% | -$6.19M |
|
410
O'Reilly Automotive
ORLY
$76.3B
| $19.2M | 0.02% |
955,500
+884,730
| +1,250% | +$22.6M |
|
411
Boston Scientific
BSX
$71.5B
| $19.2M | 0.02% |
587,293
+454,374
| +342% | +$17.8M |
|
|
CYBR
412
CALL
DELISTED
CyberArk
CYBR
| $19.1M | 0.02% |
223,600
+214,100
| +2,254% | +$24.7M |
|
413
Western Digital
WDC
$150B
| $19.1M | 0.02% |
607,483
+537,941
| +774% | +$23.8M |
|
414
CALL
Crown Castle
CCI
$32.2B
| $19M | 0.02% |
+131,600
| New | +$19.6M |
|
415
PUT
Zscaler
ZS
$27.3B
| $19M | 0.02% |
311,900
+209,700
| +205% | +$11.5M |
|
416
Baker Hughes
BKR
$61.1B
| $19M | 0.02% |
1,807,255
+1,730,431
| +2,252% | +$32.5M |
|
417
VanEck Gold Miners ETF
GDX
$27.4B
| $18.9M | 0.02% |
819,577
-328,059
| -29% | -$8.98M |
|
|
418
Kraft Heinz
KHC
$30B
| $18.8M | 0.02% |
761,341
-146,949
| -16% | -$4.03M |
|
419
HSBC
HSBC
$356B
| $18.5M | 0.02% |
661,145
+628,879
| +1,949% | +$21.8M |
|
420
PUT
Bilibili
BILI
$7.84B
| $18.5M | 0.02% |
+790,300
| New | +$19.1M |
|
421
CALL
Pinduoduo
PDD
$131B
| $18.5M | 0.02% |
513,700
-490,600
| -49% | -$17.9M |
|
422
PUT
Yum! Brands
YUM
$41.1B
| $18.5M | 0.02% |
269,400
+88,400
| +49% | +$8.25M |
|
423
CALL
McDonald's
MCD
$195B
| $18.3M | 0.02% |
110,600
+2,400
| +2% | +$473K |
|
424
CALL
Procter & Gamble
PG
$339B
| $18.1M | 0.02% |
164,500
-7,500
| -4% | -$900K |
|
425
PUT
Marriott International
MAR
$92.3B
| $18M | 0.02% |
240,800
+200,300
| +495% | +$24.9M |
|
Similar funds
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.