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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 | |
|---|---|---|---|---|---|---|
1501
CALL
Thor Industries
THO
$4.14B
| $844K | ﹤0.01% |
+20,000
| New | +$1.39M |
|
1502
PUT
PENN Entertainment
PENN
$2.53B
| $840K | ﹤0.01% |
+66,600
| New | +$1.67M |
|
|
MGP
1503
PUT
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $840K | ﹤0.01% |
+35,500
| New | +$1.01M |
|
1504
Ciena
CIEN
$54.9B
| $836K | ﹤0.01% |
21,003
+15,017
| +251% | +$616K |
|
|
GWPH
1505
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $836K | ﹤0.01% |
9,500
+6,500
| +217% | +$688K |
|
|
WWE
1506
PUT
DELISTED
World Wrestling Entertainment
WWE
| $830K | ﹤0.01% |
24,500
+17,000
| +227% | +$824K |
|
1507
CALL
Vale
VALE
$63.4B
| $827K | ﹤0.01% |
99,600
-2,243,700
| -96% | -$24.4M |
|
1508
CALL
Liberty Global Class A
LBTYA
$3.46B
| $826K | ﹤0.01% |
50,000
| – | – |
|
1509
United States Natural Gas Fund
UNG
$497M
| $823K | ﹤0.01% |
16,385
-26,390
| -62% | -$1.53M |
|
1510
PUT
Infosys
INFY
$50.9B
| $821K | ﹤0.01% |
+100,000
| New | +$1.01M |
|
1511
CALL
ZTO Express
ZTO
$18.2B
| $820K | ﹤0.01% |
31,000
| – | – |
|
1512
PUT
Leidos
LDOS
$17.5B
| $814K | ﹤0.01% |
+8,900
| New | +$898K |
|
1513
CALL
Motorola Solutions
MSI
$76.5B
| $811K | ﹤0.01% |
6,100
+5,100
| +510% | +$855K |
|
1514
Banc of California
BANC
$3B
| $807K | ﹤0.01% |
100,895
+23,595
| +31% | +$346K |
|
1515
CALL
Zillow
Z
$7.59B
| $807K | ﹤0.01% |
22,400
-14,600
| -39% | -$674K |
|
1516
Sunrun
RUN
$2.38B
| $804K | ﹤0.01% |
79,632
+24,724
| +45% | +$406K |
|
1517
PUT
Trane Technologies
TT
$105B
| $803K | ﹤0.01% |
9,700
-29,000
| -75% | -$3.52M |
|
|
MPT
1518
CALL
Medical Properties Trust
MPT
$2.48B
| $799K | ﹤0.01% |
+46,200
| New | +$966K |
|
1519
Digital Realty Trust
DLR
$70.8B
| $798K | ﹤0.01% |
+5,743
| New | +$730K |
|
1520
CALL
Stratasys
SSYS
$769M
| $798K | ﹤0.01% |
50,000
| – | – |
|
1521
PUT
Tanger
SKT
$4.44B
| $795K | ﹤0.01% |
158,900
+78,100
| +97% | +$955K |
|
1522
CALL
Tandem Diabetes Care
TNDM
$1.59B
| $793K | ﹤0.01% |
12,400
-40,900
| -77% | -$2.87M |
|
1523
Advance Auto Parts
AAP
$3.36B
| $792K | ﹤0.01% |
8,485
+5,752
| +210% | +$745K |
|
1524
CALL
International Paper
IP
$21.9B
| $792K | ﹤0.01% |
26,822
+8,236
| +44% | +$306K |
|
1525
PUT
Copart
CPRT
$27.4B
| $783K | ﹤0.01% |
+45,600
| New | +$1.01M |
|
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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.