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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 | |
|---|---|---|---|---|---|---|
|
AAN.A
2001
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $154K | ﹤0.01% |
6,758
-324
| -5% | -$7.38K |
|
2002
Realty Income
O
$59.1B
| $153K | ﹤0.01% |
3,167
+1,970
| +165% | +$137K |
|
2003
CALL
Annaly Capital Management
NLY
$17.4B
| $150K | ﹤0.01% |
+7,400
| New | +$260K |
|
2004
PUT
Xylem
XYL
$28.1B
| $150K | ﹤0.01% |
+2,300
| New | +$181K |
|
2005
Alkermes
ALKS
$8.25B
| $149K | ﹤0.01% |
+10,311
| New | +$184K |
|
2006
Alaska Air
ALK
$5.58B
| $147K | ﹤0.01% |
5,178
+1,863
| +56% | +$101K |
|
2007
PUT
JB Hunt Transport Services
JBHT
$25.2B
| $147K | ﹤0.01% |
+1,600
| New | +$166K |
|
2008
KKR & Co
KKR
$92.3B
| $147K | ﹤0.01% |
6,284
+6,276
| +78,450% | +$180K |
|
2009
CALL
The Mosaic Company
MOS
$7.33B
| $147K | ﹤0.01% |
13,800
+11,900
| +626% | +$202K |
|
2010
PUT
Zions Bancorporation
ZION
$10.3B
| $147K | ﹤0.01% |
+5,500
| New | +$227K |
|
2011
PVH
PVH
$4.04B
| $146K | ﹤0.01% |
3,873
-4,686
| -55% | -$358K |
|
2012
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $146K | ﹤0.01% |
300
-36,000
| -99% | -$14.8M |
|
|
MMP
2013
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $146K | ﹤0.01% |
4,000
-50,800
| -93% | -$2.73M |
|
2014
CoreCivic
CXW
$3.19B
| $145K | ﹤0.01% |
+13,012
| New | +$195K |
|
2015
CALL
Itaú Unibanco
ITUB
$87.5B
| $145K | ﹤0.01% |
44,116
-9,071
| -17% | -$46.5K |
|
|
CYOU
2016
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $144K | ﹤0.01% |
13,420
-2,729
| -17% | -$28.8K |
|
2017
PUT
IPG Photonics
IPGP
$3.84B
| $143K | ﹤0.01% |
+1,300
| New | +$170K |
|
|
IRBT
2018
CALL
DELISTED
iRobot
IRBT
| $143K | ﹤0.01% |
3,500
-52,600
| -94% | -$2.52M |
|
|
BERY
2019
DELISTED
Berry Global Group, Inc.
BERY
| $143K | ﹤0.01% |
4,612
-278,720
| -98% | -$10.2M |
|
|
PE
2020
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $143K | ﹤0.01% |
25,000
| – | – |
|
2021
Bunge Global
BG
$20.8B
| $142K | ﹤0.01% |
3,458
-108,081
| -97% | -$5.29M |
|
|
GRMN
2022
CALL
Garmin
GRMN
$60B
| $142K | ﹤0.01% |
+1,900
| New | +$172K |
|
2023
PUT
O-I Glass
OI
$1.08B
| $142K | ﹤0.01% |
20,000
| – | – |
|
|
RETA
2024
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $142K | ﹤0.01% |
+1,000
| New | +$193K |
|
|
TIF
2025
DELISTED
Tiffany & Co.
TIF
| $142K | ﹤0.01% |
1,098
+837
| +321% | +$110K |
|
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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.