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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
+25.51%
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
$85.5B
AUM Growth
+$7.65B
(+9.8%)
Cap. Flow
-$10.1B
Cap. Flow
% of AUM
-11.82%
Top 10 Holdings %
Top 10 Hldgs %
37.96%
Holding
3,004
New
586
Increased
1,139
Reduced
848
Closed
321
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$166M |
| 2 |
SPDR Gold Trust
GLD
|
+$126M |
| 3 |
Berkshire Hathaway Class B
BRK.B
|
+$48.2M |
| 4 |
NextEra Energy
NEE
|
+$39.8M |
| 5 |
Bank of America
BAC
|
+$33.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$347M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$211M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$210M |
| 4 |
Palo Alto Networks
PANW
|
+$152M |
| 5 |
Amazon
AMZN
|
+$152M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.35% |
| 2 | Consumer Discretionary | 1.02% |
| 3 | Communication Services | 0.78% |
| 4 | Financials | 0.65% |
| 5 | Healthcare | 0.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Texas Instruments
TXN
$257B
| $34.6M | 0.04% |
272,132
-781,134
| -74% | -$91.1M |
|
352
PUT
Take-Two Interactive
TTWO
$46.8B
| $34.4M | 0.04% |
246,700
-38,400
| -13% | -$5.02M |
|
|
COUP
353
PUT
DELISTED
Coupa Software Incorporated
COUP
| $34.4M | 0.04% |
124,100
+69,900
| +129% | +$14.1M |
|
354
CALL
Lyft
LYFT
$6.64B
| $34.2M | 0.04% |
1,034,700
+146,300
| +16% | +$4.63M |
|
355
CALL
New Oriental
EDU
$8.84B
| $34.1M | 0.04% |
262,000
+224,700
| +602% | +$27.4M |
|
356
CALL
Wheaton Precious Metals
WPM
$61B
| $34M | 0.04% |
771,300
+418,700
| +119% | +$16.5M |
|
357
Quest Diagnostics
DGX
$26.2B
| $33.8M | 0.04% |
296,967
+285,378
| +2,462% | +$30.3M |
|
358
PUT
Zscaler
ZS
$28.9B
| $33.8M | 0.04% |
308,200
-3,700
| -1% | -$307K |
|
359
PUT
General Motors
GM
$78.4B
| $33.7M | 0.04% |
1,330,500
-180,600
| -12% | -$4.39M |
|
360
CALL
RH
RH
$3.46B
| $33.6M | 0.04% |
134,800
+48,500
| +56% | +$8.79M |
|
|
COUP
361
CALL
DELISTED
Coupa Software Incorporated
COUP
| $33.4M | 0.04% |
120,500
+87,200
| +262% | +$17.6M |
|
362
Broadcom
AVGO
$1.98T
| $33.3M | 0.04% |
1,056,580
-2,378,400
| -69% | -$66.6M |
|
363
CALL
Johnson Controls International
JCI
$93.7B
| $33.1M | 0.04% |
970,500
+119,900
| +14% | +$3.69M |
|
364
PUT
Elevance Health
ELV
$84.7B
| $33.1M | 0.04% |
125,900
+49,800
| +65% | +$13.3M |
|
365
CALL
Expedia Group
EXPE
$38.5B
| $33M | 0.04% |
401,100
+90,700
| +29% | +$6.6M |
|
366
CALL
Northrop Grumman
NOC
$81.8B
| $32.8M | 0.04% |
106,800
+62,600
| +142% | +$20.5M |
|
367
PUT
Spotify
SPOT
$103B
| $32.8M | 0.04% |
126,900
-13,300
| -9% | -$2.28M |
|
368
PUT
Marvell Technology
MRVL
$191B
| $32.5M | 0.04% |
925,300
+371,000
| +67% | +$10.9M |
|
369
CALL
Teladoc Health
TDOC
$1.24B
| $32.4M | 0.04% |
169,600
+116,000
| +216% | +$20.3M |
|
370
PUT
D.R. Horton
DHI
$42.2B
| $32.4M | 0.04% |
583,600
+266,700
| +84% | +$12.9M |
|
371
CALL
TSMC
TSM
$2.19T
| $32.1M | 0.04% |
566,100
-771,200
| -58% | -$40.6M |
|
372
CALL
CME Group
CME
$93.2B
| $32.1M | 0.04% |
197,300
+37,500
| +23% | +$6.72M |
|
373
PUT
EOG Resources
EOG
$75.2B
| $32.1M | 0.04% |
633,300
+506,300
| +399% | +$24.5M |
|
374
PUT
Carvana
CVNA
$79.2B
| $31.9M | 0.04% |
1,329,000
+497,500
| +60% | +$9.32M |
|
375
CALL
Kraft Heinz
KHC
$29.2B
| $31.6M | 0.04% |
989,500
+756,800
| +325% | +$22.7M |
|
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HF
Parallax Volatility Advisers's Q2 2020 Portfolio in Review
As of Q2 2020, Parallax Volatility Advisers held 3,004 positions worth $85.5B, up 9.8% from $77.8B the previous quarter. Its ten largest holdings account for 38% of the portfolio.
Parallax Volatility Advisers withdrew a net $10.1B in Q2 2020, closing 321 positions and reducing 848 holdings. Its most notable exit was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6, an estimated $109M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.4% of assets, down from 2.7% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in iShares TIPS Bond ETF worth $18.9M.
- Parallax Volatility Advisers's largest Q2 2020 buy was iShares TIPS Bond ETF: 153,257 shares worth $18.9M.
- Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q2 2020, an estimated $166M increase.
- Parallax Volatility Advisers's biggest Q2 2020 reduction was Apple, cutting an estimated $347M.
- Parallax Volatility Advisers fully exited Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6 in Q2 2020, selling an estimated $109M.
- Parallax Volatility Advisers's ten largest holdings make up 38% of its $85.5B portfolio in Q2 2020.
- Parallax Volatility Advisers opened 586 new positions and closed 321 in Q2 2020.
- Parallax Volatility Advisers's portfolio value rose 9.8% quarter-over-quarter to $85.5B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2020, filed 14 Aug 2020.