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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 | |
|---|---|---|---|---|---|---|
726
PUT
Whirlpool
WHR
$2.79B
| $11.1M | 0.01% |
85,600
+51,800
| +153% | +$5.93M |
|
727
CALL
Phillips 66
PSX
$90B
| $11.1M | 0.01% |
153,900
+124,800
| +429% | +$8.84M |
|
728
PUT
Delta Air Lines
DAL
$59.1B
| $11M | 0.01% |
393,800
-407,200
| -51% | -$10.4M |
|
729
Darden Restaurants
DRI
$25.9B
| $11M | 0.01% |
145,322
+128,500
| +764% | +$9.12M |
|
730
PUT
Ross Stores
ROST
$79.6B
| $11M | 0.01% |
129,100
+69,700
| +117% | +$6.31M |
|
|
DFS
731
DELISTED
Discover Financial Services
DFS
| $11M | 0.01% |
218,892
+97,081
| +80% | +$4.27M |
|
732
PepsiCo
PEP
$189B
| $11M | 0.01% |
82,891
-148,947
| -64% | -$19.6M |
|
733
PUT
iShares Biotechnology ETF
IBB
$9.86B
| $10.9M | 0.01% |
79,700
+17,700
| +29% | +$2.26M |
|
734
CALL
Alamos Gold
AGI
$14B
| $10.9M | 0.01% |
+1,160,000
| New | +$8.92M |
|
735
PUT
Corning
GLW
$144B
| $10.9M | 0.01% |
419,500
+10,600
| +3% | +$240K |
|
736
Visa
V
$671B
| $10.8M | 0.01% |
56,050
-267,115
| -83% | -$48.8M |
|
737
CALL
Alnylam Pharmaceuticals
ALNY
$30B
| $10.8M | 0.01% |
73,100
+67,400
| +1,182% | +$9.09M |
|
|
BNY
738
PUT
Bank of New York Mellon
BNY
$111B
| $10.8M | 0.01% |
279,900
+211,600
| +310% | +$7.74M |
|
739
American International
AIG
$39.8B
| $10.8M | 0.01% |
346,596
+189,916
| +121% | +$5.33M |
|
|
ZGNX
740
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $10.8M | 0.01% |
+400,000
| New | +$11M |
|
|
MNDT
741
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $10.8M | 0.01% |
887,200
+532,900
| +150% | +$6.18M |
|
742
PUT
Paychex
PAYX
$42.8B
| $10.8M | 0.01% |
142,400
+40,000
| +39% | +$2.77M |
|
743
CALL
Becton Dickinson
BDX
$50B
| $10.7M | 0.01% |
46,023
-42,640
| -48% | -$10.3M |
|
744
Autodesk
ADSK
$52.7B
| $10.7M | 0.01% |
44,829
+12,853
| +40% | +$2.53M |
|
745
CALL
Cheniere Energy
LNG
$55.4B
| $10.7M | 0.01% |
221,800
+52,300
| +31% | +$2.28M |
|
|
XLNX
746
DELISTED
Xilinx Inc
XLNX
| $10.7M | 0.01% |
108,755
-19,527
| -15% | -$1.73M |
|
747
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
| $10.6M | 0.01% |
79,119
+79,117
| +3,955,850% | +$10.3M |
|
748
PUT
RingCentral
RNG
$5.25B
| $10.6M | 0.01% |
37,200
+14,800
| +66% | +$3.74M |
|
749
CALL
Domo
DOMO
$184M
| $10.6M | 0.01% |
330,000
+157,800
| +92% | +$3.51M |
|
750
PUT
Zoetis
ZTS
$30.4B
| $10.6M | 0.01% |
77,300
+22,500
| +41% | +$2.94M |
|
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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.