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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 | |
|---|---|---|---|---|---|---|
2226
PUT
FMC
FMC
$1.27B
| $180K | ﹤0.01% |
1,800
-2,100
| -54% | -$194K |
|
2227
PUT
Packaging Corp of America
PKG
$22.9B
| $180K | ﹤0.01% |
+1,800
| New | +$171K |
|
2228
Ametek
AME
$58.7B
| $179K | ﹤0.01% |
2,003
+576
| +40% | +$48.3K |
|
2229
PUT
Leidos
LDOS
$17.9B
| $177K | ﹤0.01% |
1,900
-7,000
| -79% | -$689K |
|
|
CXO
2230
DELISTED
CONCHO RESOURCES INC.
CXO
| $177K | ﹤0.01% |
+3,445
| New | +$190K |
|
2231
CALL
Arthur J. Gallagher & Co
AJG
$65B
| $175K | ﹤0.01% |
+1,800
| New | +$159K |
|
2232
PUT
Ambarella
AMBA
$3.6B
| $175K | ﹤0.01% |
3,700
+900
| +32% | +$46.4K |
|
|
PLAN
2233
PUT
DELISTED
Anaplan, Inc.
PLAN
| $172K | ﹤0.01% |
3,800
-12,000
| -76% | -$502K |
|
2234
Carrier Global
CARR
$52.2B
| $171K | ﹤0.01% |
+7,679
| New | +$143K |
|
2235
PUT
Neurocrine Biosciences
NBIX
$15.3B
| $170K | ﹤0.01% |
+1,400
| New | +$155K |
|
2236
PUT
Rollins
ROL
$17.4B
| $170K | ﹤0.01% |
+6,000
| New | +$161K |
|
|
RDUS
2237
CALL
DELISTED
Radius Health, Inc.
RDUS
| $170K | ﹤0.01% |
+12,500
| New | +$172K |
|
2238
Napco Security Technologies
NSSC
$1.37B
| $169K | ﹤0.01% |
+14,434
| New | +$151K |
|
2239
Targa Resources
TRGP
$57.2B
| $169K | ﹤0.01% |
8,412
+2,453
| +41% | +$36.9K |
|
2240
CALL
Marriott Vacations Worldwide
VAC
$4.17B
| $169K | ﹤0.01% |
+2,100
| New | +$171K |
|
2241
Pulmatrix
PULM
$5.51M
| $168K | ﹤0.01% |
4,896
| – | – |
|
2242
PUT
Xylem
XYL
$28.1B
| $168K | ﹤0.01% |
2,600
+300
| +13% | +$19.8K |
|
|
OPTU
2243
PUT
Optimum Communications Inc
OPTU
$228M
| $165K | ﹤0.01% |
+7,300
| New | +$179K |
|
2244
PUT
Ingersoll Rand
IR
$32.7B
| $163K | ﹤0.01% |
5,808
-2,728
| -32% | -$77.1K |
|
2245
Gaotu Techedu
GOTU
$401M
| $162K | ﹤0.01% |
+2,706
| New | +$107K |
|
2246
Genuine Parts
GPC
$18.7B
| $160K | ﹤0.01% |
+1,842
| New | +$145K |
|
2247
CALL
Nutrien
NTR
$32.2B
| $160K | ﹤0.01% |
+5,000
| New | +$174K |
|
2248
CALL
AerCap
AER
$23.5B
| $159K | ﹤0.01% |
+5,200
| New | +$149K |
|
2249
Unum
UNM
$14.7B
| $159K | ﹤0.01% |
+9,608
| New | +$152K |
|
2250
BILL Holdings
BILL
$5.11B
| $158K | ﹤0.01% |
+1,748
| New | +$113K |
|
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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.