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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 | |
|---|---|---|---|---|---|---|
1726
PUT
Yelp
YELP
$1.35B
| $446K | ﹤0.01% |
24,700
-46,400
| -65% | -$1.41M |
|
1727
CALL
Aptiv
APTV
$10.3B
| $445K | ﹤0.01% |
+9,000
| New | +$706K |
|
|
CTRA
1728
DELISTED
Coterra Energy
CTRA
| $443K | ﹤0.01% |
+25,773
| New | +$408K |
|
1729
Neogen
NEOG
$2.49B
| $442K | ﹤0.01% |
13,188
-1,046
| -7% | -$34.3K |
|
1730
PUT
Aflac
AFL
$61.2B
| $441K | ﹤0.01% |
12,900
-200,500
| -94% | -$9.16M |
|
1731
PUT
CDW
CDW
$17.1B
| $439K | ﹤0.01% |
+4,700
| New | +$576K |
|
1732
PUT
Capri Holdings
CPRI
$1.75B
| $439K | ﹤0.01% |
40,700
-131,800
| -76% | -$3.46M |
|
1733
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $439K | ﹤0.01% |
30,242
-298,796
| -91% | -$7.09M |
|
1734
PUT
Roper Technologies
ROP
$39.9B
| $438K | ﹤0.01% |
1,400
+500
| +56% | +$177K |
|
|
SREV
1735
PUT
DELISTED
ServiceSource International, Inc.
SREV
| $438K | ﹤0.01% |
500,000
+250,000
| +100% | +$371K |
|
1736
Axsome Therapeutics
AXSM
$11.4B
| $436K | ﹤0.01% |
+7,418
| New | +$604K |
|
1737
CALL
Alkermes
ALKS
$8.29B
| $433K | ﹤0.01% |
+30,000
| New | +$536K |
|
1738
Agilent Technologies
A
$42B
| $432K | ﹤0.01% |
6,037
+5,991
| +13,024% | +$481K |
|
1739
CALL
Stellantis
STLA
$21B
| $428K | ﹤0.01% |
59,700
-815,500
| -93% | -$9.66M |
|
1740
CALL
CryoPort
CYRX
$747M
| $427K | ﹤0.01% |
25,000
+2,500
| +11% | +$43.8K |
|
|
1741
PUT
CryoPort
CYRX
$747M
| $427K | ﹤0.01% |
+25,000
| New | +$438K |
|
1742
PUT
SM Energy
SM
$7.55B
| $427K | ﹤0.01% |
350,000
| – | – |
|
|
CLR
1743
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $427K | ﹤0.01% |
+55,934
| New | +$1.25M |
|
1744
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.54B
| $424K | ﹤0.01% |
15,100
-31,800
| -68% | -$1.21M |
|
|
WIFI
1745
CALL
DELISTED
Boingo Wireless, Inc.
WIFI
| $424K | ﹤0.01% |
+40,000
| New | +$464K |
|
1746
CALL
Cadence Design Systems
CDNS
$91.4B
| $422K | ﹤0.01% |
+6,400
| New | +$444K |
|
1747
Hartford Financial Services
HIG
$38.7B
| $422K | ﹤0.01% |
+11,975
| New | +$624K |
|
|
TLRA
1748
DELISTED
Telaria, Inc.
TLRA
| $422K | ﹤0.01% |
70,266
+28,694
| +69% | +$284K |
|
1749
Cloudflare
NET
$111B
| $419K | ﹤0.01% |
+17,834
| New | +$347K |
|
1750
CALL
Upwork
UPWK
$1.21B
| $417K | ﹤0.01% |
+64,700
| New | +$555K |
|
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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.