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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 | |
|---|---|---|---|---|---|---|
1476
PUT
Air Products & Chemicals
APD
$68.6B
| $899K | ﹤0.01% |
+4,500
| New | +$1.03M |
|
1477
PUT
MarketAxess Holdings
MKTX
$5.72B
| $898K | ﹤0.01% |
+2,700
| New | +$941K |
|
1478
PUT
Agnico Eagle Mines
AEM
$91.4B
| $896K | ﹤0.01% |
22,500
-221,400
| -91% | -$11.7M |
|
|
WBA
1479
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $889K | ﹤0.01% |
19,400
-16,900
| -47% | -$858K |
|
1480
CALL
eHealth
EHTH
$40.4M
| $884K | ﹤0.01% |
+6,300
| New | +$722K |
|
1481
KB Home
KBH
$3.47B
| $883K | ﹤0.01% |
48,762
+46,373
| +1,941% | +$1.49M |
|
1482
CALL
Zimmer Biomet
ZBH
$18.7B
| $878K | ﹤0.01% |
+8,961
| New | +$1.17M |
|
1483
PUT
APA Corp
APA
$14.4B
| $872K | ﹤0.01% |
209,000
-331,500
| -61% | -$7.39M |
|
|
DCH
1484
PUT
Dauch Corp
DCH
$1.58B
| $866K | ﹤0.01% |
240,000
| – | – |
|
1485
CALL
Huntsman Corp
HUN
$1.82B
| $866K | ﹤0.01% |
+60,000
| New | +$1.17M |
|
|
MPT
1486
Medical Properties Trust
MPT
$2.48B
| $866K | ﹤0.01% |
+50,082
| New | +$1.05M |
|
1487
American Water Works
AWK
$26.9B
| $864K | ﹤0.01% |
+7,227
| New | +$933K |
|
1488
Vipshop
VIPS
$7.4B
| $864K | ﹤0.01% |
+55,430
| New | +$788K |
|
1489
CALL
ASML
ASML
$666B
| $862K | ﹤0.01% |
3,300
+1,300
| +65% | +$370K |
|
|
NVTA
1490
CALL
DELISTED
Invitae Corporation
NVTA
| $862K | ﹤0.01% |
63,200
-116,100
| -65% | -$2.12M |
|
1491
PUT
Agilent Technologies
A
$42B
| $860K | ﹤0.01% |
12,000
-78,000
| -87% | -$6.27M |
|
|
JWN
1492
PUT
DELISTED
Nordstrom
JWN
| $860K | ﹤0.01% |
56,100
-20,800
| -27% | -$693K |
|
1493
Gilead Sciences
GILD
$165B
| $859K | ﹤0.01% |
11,490
-33,696
| -75% | -$2.33M |
|
1494
Cameco
CCJ
$42.4B
| $856K | ﹤0.01% |
+112,049
| New | +$919K |
|
|
PYX
1495
PUT
DELISTED
Pyxus International, Inc.
PYX
| $856K | ﹤0.01% |
275,100
| – | – |
|
1496
CALL
Albemarle
ALB
$15.5B
| $851K | ﹤0.01% |
15,100
+6,100
| +68% | +$468K |
|
|
GOOS
1497
Canada Goose Holdings
GOOS
$849M
| $851K | ﹤0.01% |
42,799
+20,473
| +92% | +$573K |
|
1498
International Paper
IP
$21.9B
| $848K | ﹤0.01% |
28,753
+25,117
| +691% | +$932K |
|
|
1499
Agnico Eagle Mines
AEM
$91.4B
| $845K | ﹤0.01% |
21,226
+16,529
| +352% | +$871K |
|
1500
PUT
nVent Electric
NVT
$26.3B
| $844K | ﹤0.01% |
+50,000
| New | +$1.17M |
|
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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.