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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 | |
|---|---|---|---|---|---|---|
126
CALL
JPMorgan Chase
JPM
$950B
| $87.9M | 0.11% |
976,800
-289,700
| -23% | -$35.2M |
|
127
CALL
Merck
MRK
$318B
| $87.9M | 0.11% |
1,197,445
-1,251,941
| -51% | -$98.4M |
|
128
CALL
Comcast
CMCSA
$90B
| $87.7M | 0.11% |
2,551,500
+1,979,500
| +346% | +$83.5M |
|
129
PayPal
PYPL
$50.5B
| $87.7M | 0.11% |
916,186
+488,589
| +114% | +$53.9M |
|
130
Boeing
BA
$185B
| $87.5M | 0.11% |
586,523
+269,934
| +85% | +$73.9M |
|
131
PUT
Salesforce
CRM
$158B
| $87.2M | 0.11% |
606,000
+290,900
| +92% | +$49.9M |
|
132
PUT
iShares MSCI Japan ETF
EWJ
$23B
| $85.4M | 0.11% |
1,729,900
+32,700
| +2% | +$1.8M |
|
133
PUT
Qualcomm
QCOM
$176B
| $85.4M | 0.11% |
1,262,600
-244,400
| -16% | -$20M |
|
134
PUT
Pinduoduo
PDD
$131B
| $85.1M | 0.11% |
2,361,100
+381,600
| +19% | +$13.9M |
|
135
CALL
Philip Morris
PM
$295B
| $83.8M | 0.11% |
1,148,400
+798,700
| +228% | +$65.7M |
|
|
136
PUT
JPMorgan Chase
JPM
$950B
| $83.3M | 0.11% |
925,200
-559,100
| -38% | -$67.9M |
|
137
PUT
CVS Health
CVS
$122B
| $83.2M | 0.11% |
1,403,000
+495,700
| +55% | +$33.1M |
|
138
CALL
Broadcom
AVGO
$2.04T
| $82.5M | 0.11% |
3,478,000
-1,321,000
| -28% | -$37.2M |
|
|
DTP
139
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
| $82.1M | 0.11% |
940,884
+814,059
| +642% | +$38.2M |
|
|
140
Broadcom
AVGO
$2.04T
| $81.4M | 0.1% |
3,434,980
+2,500,180
| +267% | +$70.4M |
|
141
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $81.3M | 0.1% |
3,903,900
+949,800
| +32% | +$26.1M |
|
142
PUT
Citigroup
C
$226B
| $80.3M | 0.1% |
1,907,800
-1,895,600
| -50% | -$127M |
|
143
CALL
3M
MMM
$94.3B
| $77.1M | 0.1% |
675,142
+568,100
| +531% | +$74.7M |
|
144
iShares China Large-Cap ETF
FXI
$4.31B
| $76.9M | 0.1% |
2,047,639
+1,301,854
| +175% | +$53M |
|
145
PUT
Coca-Cola
KO
$375B
| $76.4M | 0.1% |
1,726,500
+840,500
| +95% | +$45.4M |
|
146
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $74.4M | 0.1% |
2,685,400
-1,116,800
| -29% | -$35.7M |
|
|
XYZ
147
PUT
Block Inc
XYZ
$47.5B
| $74.3M | 0.1% |
1,417,800
-843,800
| -37% | -$57.7M |
|
148
PUT
AT&T
T
$163B
| $73.8M | 0.09% |
3,353,824
+310,345
| +10% | +$8.48M |
|
|
149
CALL
Citigroup
C
$226B
| $73.7M | 0.09% |
1,750,700
-478,000
| -21% | -$32.1M |
|
150
PUT
Intuitive Surgical
ISRG
$134B
| $73.4M | 0.09% |
444,300
+345,900
| +352% | +$63.4M |
|
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.