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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 | |
|---|---|---|---|---|---|---|
651
PUT
Trip.com Group
TCOM
$29.1B
| $8.48M | 0.01% |
361,600
-135,400
| -27% | -$4.22M |
|
|
ATVI
652
DELISTED
Activision Blizzard
ATVI
| $8.47M | 0.01% |
142,430
-261,099
| -65% | -$15.5M |
|
653
CALL
Madison Square Garden
MSGS
$9.39B
| $8.46M | 0.01% |
56,080
-21,030
| -27% | -$4.08M |
|
|
654
PUT
Madison Square Garden
MSGS
$9.39B
| $8.46M | 0.01% |
56,080
| – | – |
|
655
CALL
nVent Electric
NVT
$26.7B
| $8.44M | 0.01% |
+500,000
| New | +$11.7M |
|
656
PUT
Crown Holdings
CCK
$13.1B
| $8.42M | 0.01% |
145,000
+80,000
| +123% | +$5.57M |
|
657
CALL
Arista Networks
ANET
$238B
| $8.41M | 0.01% |
664,000
-377,600
| -36% | -$4.9M |
|
658
PUT
Corning
GLW
$143B
| $8.4M | 0.01% |
408,900
+101,900
| +33% | +$2.66M |
|
|
X
659
PUT
DELISTED
US Steel
X
| $8.38M | 0.01% |
1,327,600
+843,500
| +174% | +$7.07M |
|
660
CALL
Twilio
TWLO
$36.6B
| $8.37M | 0.01% |
93,400
-119,300
| -56% | -$13.1M |
|
|
FITB
661
CALL
Fifth Third Bancorp
FITB
$51.8B
| $8.36M | 0.01% |
562,900
-87,400
| -13% | -$2.18M |
|
662
CALL
Centene
CNC
$32.5B
| $8.35M | 0.01% |
140,600
-34,500
| -20% | -$2.09M |
|
663
PUT
Chemours
CC
$2.37B
| $8.33M | 0.01% |
939,400
+139,300
| +17% | +$2.01M |
|
664
PUT
Mattel
MAT
$4.23B
| $8.33M | 0.01% |
945,000
+255,000
| +37% | +$3.13M |
|
665
CALL
Cracker Barrel
CBRL
$1.29B
| $8.32M | 0.01% |
100,000
-223,500
| -69% | -$30.7M |
|
666
CALL
Teladoc Health
TDOC
$1.3B
| $8.32M | 0.01% |
53,600
+21,600
| +68% | +$2.51M |
|
667
CALL
Oracle
ORCL
$423B
| $8.28M | 0.01% |
171,500
-428,200
| -71% | -$22.1M |
|
668
SPDR Gold Trust
GLD
$142B
| $8.27M | 0.01% |
55,889
-30,700
| -35% | -$4.57M |
|
669
CALL
Amgen
AMGN
$222B
| $8.23M | 0.01% |
40,600
-289,300
| -88% | -$63.2M |
|
670
CALL
Marriott International
MAR
$92.3B
| $8.15M | 0.01% |
109,100
+92,900
| +573% | +$11.6M |
|
671
iShares Silver Trust
SLV
$30.9B
| $8.08M | 0.01% |
619,155
-607,840
| -50% | -$9.55M |
|
672
PUT
Masco
MAS
$15.3B
| $8.03M | 0.01% |
232,400
+206,600
| +801% | +$9.02M |
|
673
CALL
Guardant Health
GH
$22.6B
| $8M | 0.01% |
115,000
+32,500
| +39% | +$2.49M |
|
674
CME Group
CME
$94.8B
| $8M | 0.01% |
46,263
+12,055
| +35% | +$2.4M |
|
675
PUT
PNC Financial Services
PNC
$101B
| $7.92M | 0.01% |
82,800
-141,100
| -63% | -$19M |
|
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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.