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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 | |
|---|---|---|---|---|---|---|
201
CALL
Starbucks
SBUX
$120B
| $51.3M | 0.07% |
779,600
+165,600
| +27% | +$13.4M |
|
202
PUT
FedEx
FDX
$75.4B
| $51.1M | 0.07% |
421,300
-583,900
| -58% | -$82.2M |
|
203
PUT
Nike
NKE
$61.9B
| $50.8M | 0.07% |
613,800
-496,700
| -45% | -$46.2M |
|
204
CALL
Lockheed Martin
LMT
$136B
| $50.6M | 0.07% |
149,300
-11,600
| -7% | -$4.56M |
|
205
Wells Fargo
WFC
$264B
| $50.6M | 0.07% |
1,761,805
+1,552,742
| +743% | +$66M |
|
206
PUT
Amgen
AMGN
$222B
| $50.5M | 0.06% |
249,200
-445,400
| -64% | -$97.3M |
|
207
Lam Research
LRCX
$390B
| $49.9M | 0.06% |
2,079,210
+1,201,590
| +137% | +$34.6M |
|
208
CALL
Target
TGT
$68B
| $49.8M | 0.06% |
535,800
+86,200
| +19% | +$9.57M |
|
209
PUT
Roku
ROKU
$22.7B
| $49.7M | 0.06% |
568,300
+4,000
| +0.7% | +$460K |
|
210
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $49.1M | 0.06% |
268,500
-277,900
| -51% | -$59.1M |
|
211
CALL
Qualcomm
QCOM
$176B
| $48.8M | 0.06% |
720,800
-1,892,400
| -72% | -$155M |
|
|
TWTR
212
PUT
DELISTED
Twitter, Inc.
TWTR
| $48.6M | 0.06% |
1,978,100
-1,868,900
| -49% | -$60.5M |
|
213
CALL
TAL Education Group
TAL
$6.87B
| $48.3M | 0.06% |
906,600
+876,000
| +2,863% | +$47.1M |
|
214
CALL
Applied Materials
AMAT
$428B
| $48.1M | 0.06% |
1,049,700
+3,100
| +0.3% | +$178K |
|
215
CALL
UnitedHealth
UNH
$370B
| $48.1M | 0.06% |
192,800
-58,600
| -23% | -$16.1M |
|
216
PUT
Okta
OKTA
$25.8B
| $46.8M | 0.06% |
383,100
+55,100
| +17% | +$6.91M |
|
217
PUT
Las Vegas Sands
LVS
$29.6B
| $46.3M | 0.06% |
1,089,700
+448,700
| +70% | +$27.2M |
|
218
CALL
AT&T
T
$163B
| $46M | 0.06% |
2,088,875
-3,909,375
| -65% | -$107M |
|
219
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $44.8M | 0.06% |
204,334
+151,621
| +288% | +$40.3M |
|
220
CALL
Dollar General
DG
$27.9B
| $44.5M | 0.06% |
294,400
+251,200
| +581% | +$38.8M |
|
|
CNP.PRB
221
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
| $44.3M | 0.06% |
573,970
+9,362
| +2% | +$391K |
|
222
PUT
lululemon athletica
LULU
$14.6B
| $43.7M | 0.06% |
230,600
-12,700
| -5% | -$2.84M |
|
223
CVS Health
CVS
$122B
| $43.7M | 0.06% |
736,626
+459,255
| +166% | +$30.7M |
|
224
CALL
Texas Instruments
TXN
$261B
| $43.3M | 0.06% |
433,300
-144,000
| -25% | -$17.3M |
|
225
CALL
Hershey
HSY
$36.6B
| $43.2M | 0.06% |
326,300
+281,200
| +624% | +$41.5M |
|
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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.