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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 | |
|---|---|---|---|---|---|---|
426
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $26.5M | 0.03% |
102,617
-101,717
| -50% | -$25M |
|
427
CALL
lululemon athletica
LULU
$14.3B
| $26.4M | 0.03% |
84,500
+60,200
| +248% | +$15.4M |
|
428
PUT
MongoDB
MDB
$35.3B
| $26.3M | 0.03% |
116,400
+1,000
| +0.9% | +$185K |
|
429
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $26.3M | 0.03% |
411,200
+159,200
| +63% | +$9.39M |
|
430
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $26.2M | 0.03% |
501,000
+249,400
| +99% | +$11.7M |
|
|
431
CALL
MongoDB
MDB
$35.3B
| $26.1M | 0.03% |
115,200
+27,100
| +31% | +$5.02M |
|
432
Adobe
ADBE
$105B
| $26M | 0.03% |
59,805
-264,620
| -82% | -$98M |
|
433
PUT
Honeywell
HON
$72.9B
| $26M | 0.03% |
190,450
-11,458
| -6% | -$1.52M |
|
434
CALL
Petrobras
PBR
$116B
| $25.8M | 0.03% |
3,117,500
+1,292,500
| +71% | +$9.37M |
|
435
CALL
Zillow
Z
$7.68B
| $25.7M | 0.03% |
446,200
+423,800
| +1,892% | +$21M |
|
436
PUT
General Mills
GIS
$20.2B
| $25.6M | 0.03% |
415,800
+130,100
| +46% | +$7.85M |
|
437
CALL
Agilent Technologies
A
$42.2B
| $25.5M | 0.03% |
289,000
+284,600
| +6,468% | +$23.3M |
|
438
CALL
Virgin Galactic
SPCE
$498M
| $25.5M | 0.03% |
78,015
+41,960
| +116% | +$13.8M |
|
439
PUT
State Street SPDR S&P Retail ETF
XRT
$645M
| $25.5M | 0.03% |
594,200
+170,800
| +40% | +$6.48M |
|
440
CALL
Marvell Technology
MRVL
$191B
| $25.5M | 0.03% |
726,100
+483,400
| +199% | +$14.2M |
|
441
CALL
Microchip Technology
MCHP
$44B
| $25.4M | 0.03% |
482,800
+227,800
| +89% | +$10.2M |
|
442
CALL
AstraZeneca
AZN
$246B
| $25.3M | 0.03% |
+239,000
| New | +$24.7M |
|
443
PUT
New York Times
NYT
$10.3B
| $25.2M | 0.03% |
+600,000
| New | +$21.8M |
|
|
CYBR
444
CALL
DELISTED
CyberArk
CYBR
| $25M | 0.03% |
251,600
+28,000
| +13% | +$2.72M |
|
445
Thermo Fisher Scientific
TMO
$224B
| $24.9M | 0.03% |
68,687
+44,265
| +181% | +$14.8M |
|
446
PUT
Etsy
ETSY
$7.29B
| $24.9M | 0.03% |
234,300
+222,200
| +1,836% | +$16.4M |
|
447
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $24.9M | 0.03% |
185,000
-638,900
| -78% | -$83.1M |
|
448
PUT
CenterPoint Energy
CNP
$26.5B
| $24.8M | 0.03% |
1,329,700
+1,329,500
| +664,750% | +$22.9M |
|
449
CALL
Intuitive Surgical
ISRG
$142B
| $24.7M | 0.03% |
130,200
-27,900
| -18% | -$5M |
|
450
Zoom
ZM
$31.1B
| $24.7M | 0.03% |
97,557
+89,904
| +1,175% | +$16.2M |
|
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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.