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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 | |
|---|---|---|---|---|---|---|
1351
PUT
The GEO Group
GEO
$4.14B
| $2.51M | ﹤0.01% |
212,400
+58,600
| +38% | +$715K |
|
1352
MongoDB
MDB
$35.2B
| $2.51M | ﹤0.01% |
11,089
-22,515
| -67% | -$4.17M |
|
1353
CALL
Nutanix
NTNX
$17.5B
| $2.5M | ﹤0.01% |
105,500
+28,500
| +37% | +$590K |
|
1354
PUT
Keysight
KEYS
$60.6B
| $2.5M | ﹤0.01% |
24,800
+19,000
| +328% | +$1.87M |
|
1355
Ralph Lauren
RL
$23.6B
| $2.49M | ﹤0.01% |
34,289
-7,307
| -18% | -$537K |
|
1356
CALL
Elanco Animal Health
ELAN
$11.1B
| $2.48M | ﹤0.01% |
115,500
+41,600
| +56% | +$919K |
|
1357
American Airlines Group
AAL
$9.88B
| $2.47M | ﹤0.01% |
189,066
-572,080
| -75% | -$6.94M |
|
1358
Copa Holdings
CPA
$6.14B
| $2.47M | ﹤0.01% |
48,804
-685
| -1% | -$31.6K |
|
1359
CALL
SL Green Realty
SLG
$4B
| $2.46M | ﹤0.01% |
+51,651
| New | +$2.37M |
|
1360
PUT
IPG Photonics
IPGP
$3.71B
| $2.45M | ﹤0.01% |
15,300
+14,000
| +1,077% | +$1.99M |
|
1361
Beyond Meat
BYND
$214M
| $2.44M | ﹤0.01% |
18,188
-317,824
| -95% | -$37.6M |
|
1362
Occidental Petroleum
OXY
$58.5B
| $2.44M | ﹤0.01% |
133,154
+101,267
| +318% | +$1.6M |
|
1363
Qorvo
QRVO
$8.67B
| $2.44M | ﹤0.01% |
22,041
-13,320
| -38% | -$1.32M |
|
1364
CALL
NetApp
NTAP
$39.6B
| $2.42M | ﹤0.01% |
54,700
-6,500
| -11% | -$279K |
|
|
CATM
1365
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $2.42M | ﹤0.01% |
101,000
| – | – |
|
1366
PUT
Infosys
INFY
$49.7B
| $2.42M | ﹤0.01% |
250,000
+150,000
| +150% | +$1.34M |
|
1367
CALL
Keurig Dr Pepper
KDP
$40.2B
| $2.41M | ﹤0.01% |
85,000
-84,000
| -50% | -$2.28M |
|
|
TMHC
1368
CALL
DELISTED
Taylor Morrison
TMHC
| $2.41M | ﹤0.01% |
125,000
| – | – |
|
1369
CALL
Agios Pharmaceuticals
AGIO
$2.04B
| $2.41M | ﹤0.01% |
+45,000
| New | +$2.08M |
|
1370
Enterprise Products Partners
EPD
$81.9B
| $2.4M | ﹤0.01% |
132,111
+79,443
| +151% | +$1.42M |
|
1371
CALL
Genmab
GMAB
$19.3B
| $2.4M | ﹤0.01% |
+70,800
| New | +$1.93M |
|
1372
PUT
eHealth
EHTH
$39.7M
| $2.4M | ﹤0.01% |
24,400
+9,800
| +67% | +$1.14M |
|
1373
Paycom
PAYC
$9.52B
| $2.38M | ﹤0.01% |
7,688
-9,080
| -54% | -$2.42M |
|
|
CERN
1374
CALL
DELISTED
Cerner Corp
CERN
| $2.38M | ﹤0.01% |
34,700
-81,100
| -70% | -$5.57M |
|
1375
Vale
VALE
$61.4B
| $2.37M | ﹤0.01% |
230,020
-682,082
| -75% | -$6.24M |
|
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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.