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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 | |
|---|---|---|---|---|---|---|
1276
CALL
MSCI
MSCI
$40.9B
| $1.62M | ﹤0.01% |
+5,600
| New | +$1.59M |
|
1277
CALL
Teradyne
TER
$57.1B
| $1.62M | ﹤0.01% |
+29,900
| New | +$1.9M |
|
1278
PUT
Kimberly-Clark
KMB
$35.9B
| $1.61M | ﹤0.01% |
12,600
-2,300
| -15% | -$318K |
|
|
STMP
1279
PUT
DELISTED
Stamps.com, Inc.
STMP
| $1.6M | ﹤0.01% |
12,300
-7,700
| -39% | -$807K |
|
|
SCHW
1280
Charles Schwab
SCHW
$188B
| $1.59M | ﹤0.01% |
47,265
+3,320
| +8% | +$139K |
|
1281
Equifax
EFX
$21.3B
| $1.58M | ﹤0.01% |
+13,240
| New | +$1.93M |
|
|
FTCH
1282
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.58M | ﹤0.01% |
+200,000
| New | +$2.16M |
|
|
WW
1283
DELISTED
WW International
WW
| $1.57M | ﹤0.01% |
93,043
+35,177
| +61% | +$1.09M |
|
1284
nVent Electric
NVT
$26.3B
| $1.56M | ﹤0.01% |
+92,630
| New | +$2.16M |
|
1285
PUT
Upwork
UPWK
$1.21B
| $1.56M | ﹤0.01% |
242,300
-410,000
| -63% | -$3.52M |
|
1286
CALL
Phillips 66
PSX
$86B
| $1.56M | ﹤0.01% |
+29,100
| New | +$2.37M |
|
1287
PUT
Floor & Decor
FND
$6.3B
| $1.56M | ﹤0.01% |
+48,500
| New | +$2.26M |
|
1288
PUT
TripAdvisor
TRIP
$1.26B
| $1.56M | ﹤0.01% |
89,500
-22,800
| -20% | -$578K |
|
1289
Fortinet
FTNT
$120B
| $1.55M | ﹤0.01% |
76,820
+74,795
| +3,694% | +$1.6M |
|
1290
CALL
Sarepta Therapeutics
SRPT
$1.81B
| $1.55M | ﹤0.01% |
+15,800
| New | +$1.81M |
|
1291
PUT
Nucor
NUE
$62.5B
| $1.54M | ﹤0.01% |
43,000
-100,900
| -70% | -$4.48M |
|
1292
Williams-Sonoma
WSM
$29.5B
| $1.54M | ﹤0.01% |
72,330
+31,942
| +79% | +$1.02M |
|
1293
Allstate
ALL
$68.2B
| $1.53M | ﹤0.01% |
16,678
+14,567
| +690% | +$1.58M |
|
|
AYX
1294
CALL
DELISTED
Alteryx Inc
AYX
| $1.53M | ﹤0.01% |
16,000
-2,600
| -14% | -$323K |
|
1295
CALL
Ross Stores
ROST
$81.7B
| $1.52M | ﹤0.01% |
17,500
-221,600
| -93% | -$23.7M |
|
1296
TJX Companies
TJX
$175B
| $1.52M | ﹤0.01% |
31,834
+28,871
| +974% | +$1.66M |
|
1297
Levi Strauss
LEVI
$9.09B
| $1.51M | ﹤0.01% |
121,784
+71,006
| +140% | +$1.25M |
|
1298
PUT
T. Rowe Price
TROW
$24.3B
| $1.51M | ﹤0.01% |
15,500
+9,400
| +154% | +$1.15M |
|
1299
CALL
ABM Industries
ABM
$2.81B
| $1.51M | ﹤0.01% |
+62,000
| New | +$2.14M |
|
1300
Workday
WDAY
$45.5B
| $1.51M | ﹤0.01% |
11,596
-6,778
| -37% | -$1.14M |
|
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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.