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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 | |
|---|---|---|---|---|---|---|
426
PUT
Yum China
YUMC
$16.3B
| $17.9M | 0.02% |
420,600
+346,500
| +468% | +$15.5M |
|
427
PUT
Accenture
ACN
$108B
| $17.9M | 0.02% |
109,600
-38,100
| -26% | -$7.34M |
|
428
PUT
Royal Caribbean
RCL
$85.6B
| $17.8M | 0.02% |
554,800
+410,800
| +285% | +$37.5M |
|
429
CALL
HCA Healthcare
HCA
$89.5B
| $17.8M | 0.02% |
197,900
+153,000
| +341% | +$19.8M |
|
430
CALL
O'Reilly Automotive
ORLY
$76.3B
| $17.6M | 0.02% |
879,000
+160,500
| +22% | +$4.1M |
|
431
Amgen
AMGN
$222B
| $17.6M | 0.02% |
86,850
-67,080
| -44% | -$14.7M |
|
432
CALL
Expedia Group
EXPE
$37.3B
| $17.5M | 0.02% |
310,400
+77,500
| +33% | +$7.44M |
|
|
ATVI
433
CALL
DELISTED
Activision Blizzard
ATVI
| $17.4M | 0.02% |
293,300
-128,200
| -30% | -$7.61M |
|
434
CALL
Okta
OKTA
$25.8B
| $17.4M | 0.02% |
142,700
-195,000
| -58% | -$24.5M |
|
435
PUT
Elevance Health
ELV
$85.5B
| $17.3M | 0.02% |
76,100
+26,400
| +53% | +$7.19M |
|
|
XYZ
436
Block Inc
XYZ
$47.5B
| $17.2M | 0.02% |
328,253
-14,060
| -4% | -$962K |
|
437
PUT
PennyMac Financial
PFSI
$4.02B
| $17.1M | 0.02% |
+775,000
| New | +$24.9M |
|
438
Uber
UBER
$153B
| $17.1M | 0.02% |
613,279
+164,511
| +37% | +$5.41M |
|
439
CALL
Tractor Supply
TSCO
$18B
| $17.1M | 0.02% |
1,009,500
+660,500
| +189% | +$11.9M |
|
440
CALL
Abbott
ABT
$187B
| $17M | 0.02% |
215,700
-26,500
| -11% | -$2.21M |
|
441
PUT
Spotify
SPOT
$100B
| $17M | 0.02% |
140,200
-173,900
| -55% | -$24.6M |
|
442
CALL
Carlyle Group
CG
$17.2B
| $17M | 0.02% |
+785,000
| New | +$22.6M |
|
443
PUT
Thermo Fisher Scientific
TMO
$220B
| $16.9M | 0.02% |
59,700
+58,100
| +3,631% | +$18.3M |
|
444
CALL
BP
BP
$107B
| $16.9M | 0.02% |
693,300
+84,600
| +14% | +$2.74M |
|
445
PUT
American International
AIG
$41.3B
| $16.9M | 0.02% |
695,900
+434,900
| +167% | +$18.7M |
|
446
Mondelez International
MDLZ
$79.9B
| $16.8M | 0.02% |
336,199
+293,349
| +685% | +$15.9M |
|
447
CALL
Edison International
EIX
$26.4B
| $16.8M | 0.02% |
306,600
+196,600
| +179% | +$13.6M |
|
448
PUT
NXP Semiconductors
NXPI
$60.4B
| $16.7M | 0.02% |
201,300
-372,000
| -65% | -$43.6M |
|
449
PUT
Philip Morris
PM
$295B
| $16.5M | 0.02% |
226,100
-353,900
| -61% | -$29.1M |
|
450
Virgin Galactic
SPCE
$398M
| $16.5M | 0.02% |
55,665
+51,481
| +1,230% | +$19.6M |
|
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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.