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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 | |
|---|---|---|---|---|---|---|
851
Verizon
VZ
$195B
| $8.57M | 0.01% |
155,393
+20,783
| +15% | +$1.17M |
|
852
PUT
Nutanix
NTNX
$17.5B
| $8.53M | 0.01% |
359,900
+315,900
| +718% | +$6.54M |
|
853
PUT
Mattel
MAT
$4.19B
| $8.53M | 0.01% |
882,000
-63,000
| -7% | -$572K |
|
854
RH
RH
$3.41B
| $8.51M | 0.01% |
34,179
-54,121
| -61% | -$9.81M |
|
855
Target
TGT
$69.9B
| $8.49M | 0.01% |
70,819
-702,787
| -91% | -$80.2M |
|
856
PUT
Equinix
EQIX
$105B
| $8.49M | 0.01% |
12,100
+8,800
| +267% | +$5.95M |
|
857
PUT
Albemarle
ALB
$15.1B
| $8.44M | 0.01% |
109,300
+34,700
| +47% | +$2.36M |
|
|
FTCH
858
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $8.41M | 0.01% |
487,000
-963,000
| -66% | -$13.1M |
|
|
AYX
859
CALL
DELISTED
Alteryx Inc
AYX
| $8.41M | 0.01% |
51,200
+35,200
| +220% | +$4.56M |
|
860
Carvana
CVNA
$79.7B
| $8.4M | 0.01% |
349,395
+95,345
| +38% | +$1.79M |
|
861
CALL
L3Harris
LHX
$54.1B
| $8.39M | 0.01% |
49,400
+43,600
| +752% | +$8.19M |
|
862
PUT
Yeti Holdings
YETI
$3.85B
| $8.37M | 0.01% |
195,800
+26,800
| +16% | +$805K |
|
863
PUT
T. Rowe Price
TROW
$23.8B
| $8.34M | 0.01% |
67,500
+52,000
| +335% | +$5.93M |
|
|
BHVN
864
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $8.3M | 0.01% |
113,509
+112,697
| +13,879% | +$6M |
|
|
WBA
865
DELISTED
Walgreens Boots Alliance
WBA
| $8.3M | 0.01% |
195,707
+166,261
| +565% | +$7.06M |
|
866
CALL
Prudential Financial
PRU
$42.3B
| $8.29M | 0.01% |
136,100
+45,600
| +50% | +$2.68M |
|
|
ABMD
867
CALL
DELISTED
Abiomed Inc
ABMD
| $8.26M | 0.01% |
34,200
+22,000
| +180% | +$4.42M |
|
868
Wynn Resorts
WYNN
$10.6B
| $8.25M | 0.01% |
110,695
-141,995
| -56% | -$11.4M |
|
869
ConocoPhillips
COP
$153B
| $8.24M | 0.01% |
196,027
-141,697
| -42% | -$5.73M |
|
870
PUT
DaVita
DVA
$11.6B
| $8.23M | 0.01% |
+104,000
| New | +$8.12M |
|
871
CALL
Energy Transfer Partners
ET
$72.1B
| $8.21M | 0.01% |
1,152,100
+527,600
| +84% | +$3.91M |
|
872
Lumen
LUMN
$6.49B
| $8.2M | 0.01% |
817,557
+51,626
| +7% | +$516K |
|
873
PUT
AB InBev
BUD
$156B
| $8.17M | 0.01% |
165,600
-65,800
| -28% | -$3.08M |
|
874
MetLife
MET
$61.4B
| $8.1M | 0.01% |
221,666
-81,069
| -27% | -$2.82M |
|
875
Capri Holdings
CPRI
$1.77B
| $8.08M | 0.01% |
516,950
+129,056
| +33% | +$1.91M |
|
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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.