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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 | |
|---|---|---|---|---|---|---|
|
DFS
826
PUT
DELISTED
Discover Financial Services
DFS
| $5.26M | 0.01% |
147,500
+144,500
| +4,817% | +$9.57M |
|
827
CALL
Valero Energy
VLO
$85.9B
| $5.26M | 0.01% |
115,900
-217,400
| -65% | -$15.8M |
|
828
CALL
Herbalife
HLF
$1.29B
| $5.25M | 0.01% |
+180,000
| New | +$6.7M |
|
829
Dollar Tree
DLTR
$25.2B
| $5.25M | 0.01% |
71,449
-103,763
| -59% | -$8.83M |
|
830
PUT
L3Harris
LHX
$53.4B
| $5.24M | 0.01% |
29,100
+22,800
| +362% | +$4.67M |
|
|
831
CALL
Palo Alto Networks
PANW
$297B
| $5.21M | 0.01% |
190,800
-1,573,200
| -89% | -$54.9M |
|
|
WORK
832
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $5.19M | 0.01% |
+193,300
| New | +$4.66M |
|
833
PUT
Ross Stores
ROST
$81.9B
| $5.17M | 0.01% |
59,400
-74,900
| -56% | -$8M |
|
|
SGI
834
PUT
Somnigroup International
SGI
$13.7B
| $5.12M | 0.01% |
468,800
+209,600
| +81% | +$3.98M |
|
835
CALL
Freeport-McMoran
FCX
$97.5B
| $5.1M | 0.01% |
755,600
+344,600
| +84% | +$3.61M |
|
|
TSG
836
DELISTED
The Stars Group Inc.
TSG
| $5.07M | 0.01% |
+248,189
| New | +$5.59M |
|
837
CALL
ConocoPhillips
COP
$141B
| $5.07M | 0.01% |
164,500
-324,800
| -66% | -$16.5M |
|
838
CALL
Prologis
PLD
$133B
| $5.06M | 0.01% |
63,000
+54,300
| +624% | +$4.74M |
|
839
PUT
Outfront Media
OUT
$5.5B
| $5.05M | 0.01% |
+380,991
| New | +$9.31M |
|
840
PUT
NetEase
NTES
$84.7B
| $5.04M | 0.01% |
78,500
-58,500
| -43% | -$3.85M |
|
841
PUT
Deckers Outdoor
DECK
$13.3B
| $5.03M | 0.01% |
+225,600
| New | +$6.28M |
|
842
Cummins
CMI
$88.7B
| $5.01M | 0.01% |
37,015
+36,895
| +30,746% | +$5.75M |
|
843
Autodesk
ADSK
$52.6B
| $4.99M | 0.01% |
31,976
-19,651
| -38% | -$3.61M |
|
844
CALL
Under Armour
UAA
$2.6B
| $4.99M | 0.01% |
541,300
+309,700
| +134% | +$4.98M |
|
845
CrowdStrike
CRWD
$218B
| $4.98M | 0.01% |
+357,816
| New | +$5.05M |
|
846
CALL
Monster Beverage
MNST
$88.5B
| $4.95M | 0.01% |
175,800
+109,200
| +164% | +$3.51M |
|
847
KLA
KLAC
$259B
| $4.92M | 0.01% |
342,210
+62,720
| +22% | +$1.01M |
|
848
PUT
Teradata
TDC
$2.55B
| $4.92M | 0.01% |
+240,000
| New | +$5.53M |
|
849
CALL
Edwards Lifesciences
EW
$51.7B
| $4.89M | 0.01% |
77,700
+75,000
| +2,778% | +$5.41M |
|
850
PUT
Lennar Class A
LEN
$21.2B
| $4.88M | 0.01% |
131,914
-35,845
| -21% | -$2.03M |
|
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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.