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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+25.51%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$85.5B
AUM Growth
+$7.65B
(+9.8%)
Cap. Flow
-$4.5B
Cap. Flow
% of AUM
-5.27%
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 | Miscellaneous | 94.56% |
| 2 | Technology | 1.37% |
| 3 | Consumer Discretionary | 1.02% |
| 4 | Communication Services | 0.78% |
| 5 | Financials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
651
PUT
Bausch Health
BHC
$2.4B
| $13.3M | 0.02% |
727,800
+20,200
| +3% | +$356K |
|
652
AbbVie
ABBV
$440B
| $13.3M | 0.02% |
135,054
-975
| -0.7% | -$85.8K |
|
653
Edison International
EIX
$22.8B
| $13.2M | 0.02% |
243,483
+112,458
| +86% | +$6.47M |
|
654
CALL
Boston Scientific
BSX
$65.2B
| $13.2M | 0.02% |
375,800
+315,800
| +526% | +$11.4M |
|
655
CALL
Eaton
ETN
$164B
| $13.2M | 0.02% |
150,700
+65,000
| +76% | +$5.35M |
|
656
PUT
Alerian MLP ETF
AMLP
$13.6B
| $13.1M | 0.02% |
532,000
+530,000
| +26,500% | +$13M |
|
|
ZEN
657
PUT
DELISTED
ZENDESK INC
ZEN
| $13.1M | 0.02% |
148,300
+78,900
| +114% | +$6.07M |
|
|
658
Boston Scientific
BSX
$65.2B
| $13.1M | 0.02% |
372,565
-214,728
| -37% | -$7.73M |
|
659
PUT
Paycom
PAYC
$9.88B
| $13.1M | 0.02% |
42,200
+6,100
| +17% | +$1.62M |
|
660
PUT
Vale
VALE
$66.2B
| $13M | 0.02% |
1,265,500
-428,300
| -25% | -$3.92M |
|
661
CALL
Take-Two Interactive
TTWO
$39.9B
| $13M | 0.02% |
93,100
+12,600
| +16% | +$1.65M |
|
662
PUT
RTX Corp
RTX
$268B
| $13M | 0.02% |
211,053
+13,254
| +7% | +$827K |
|
663
eBay
EBAY
$46.5B
| $13M | 0.02% |
247,102
-2,182,289
| -90% | -$92.3M |
|
664
Wayfair
W
$13.7B
| $12.9M | 0.02% |
65,453
-343,880
| -84% | -$51.4M |
|
665
CALL
KLA
KLAC
$247B
| $12.9M | 0.02% |
663,000
+537,000
| +426% | +$9.18M |
|
666
CALL
Peloton Interactive
PTON
$2.21B
| $12.9M | 0.02% |
222,600
+56,400
| +34% | +$2.33M |
|
|
CONN
667
CALL
DELISTED
Conn's Inc.
CONN
| $12.9M | 0.02% |
1,275,000
| – | – |
|
668
Charter Communications
CHTR
$17.4B
| $12.9M | 0.02% |
25,219
-64,422
| -72% | -$32.7M |
|
669
CALL
Halliburton
HAL
$30.7B
| $12.9M | 0.02% |
990,200
+431,800
| +77% | +$4.65M |
|
670
Marriott International
MAR
$85.7B
| $12.8M | 0.02% |
149,466
+32,153
| +27% | +$2.79M |
|
671
Under Armour
UAA
$2.17B
| $12.8M | 0.01% |
1,309,146
+153,204
| +13% | +$1.45M |
|
|
DISH
672
DELISTED
DISH Network Corp.
DISH
| $12.7M | 0.01% |
367,419
+349,758
| +1,980% | +$9.73M |
|
673
PUT
CarMax
KMX
$8.6B
| $12.7M | 0.01% |
141,400
+29,700
| +27% | +$2.33M |
|
674
Lowe's Companies
LOW
$113B
| $12.7M | 0.01% |
93,770
-362,230
| -79% | -$41.4M |
|
|
DOCU
675
CALL
DocuSign
DOCU
$12.2B
| $12.7M | 0.01% |
73,600
-41,500
| -36% | -$5.23M |
|
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TI
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 $4.5B 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 Miscellaneous at 95% of assets, up from 91% a quarter earlier, followed by Technology and Consumer Discretionary.
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.