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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 | |
|---|---|---|---|---|---|---|
|
DHR.PRA
1251
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
| $3.12M | ﹤0.01% |
+2,500
| New | +$2.95M |
|
1252
PUT
Bath & Body Works
BBWI
$3.81B
| $3.12M | ﹤0.01% |
258,286
+214,001
| +483% | +$2.39M |
|
1253
CALL
Gaming and Leisure Properties
GLPI
$12.1B
| $3.11M | ﹤0.01% |
+90,000
| New | +$2.8M |
|
1254
CALL
CrowdStrike
CRWD
$215B
| $3.11M | ﹤0.01% |
124,400
-78,800
| -39% | -$1.58M |
|
1255
Entergy
ETR
$51.9B
| $3.1M | ﹤0.01% |
+66,072
| New | +$3.21M |
|
1256
CALL
Nokia
NOK
$59.6B
| $3.09M | ﹤0.01% |
703,400
+85,700
| +14% | +$324K |
|
1257
CALL
Haemonetics
HAE
$4.68B
| $3.09M | ﹤0.01% |
+34,500
| New | +$3.48M |
|
1258
CALL
ACM Research
ACMR
$5.36B
| $3.08M | ﹤0.01% |
+148,200
| New | +$2.43M |
|
1259
ASML
ASML
$678B
| $3.07M | ﹤0.01% |
8,346
-3,579
| -30% | -$1.12M |
|
1260
Hilton Worldwide
HLT
$68.5B
| $3.07M | ﹤0.01% |
41,739
+11,506
| +38% | +$854K |
|
1261
CALL
PG&E
PCG
$32.6B
| $3.06M | ﹤0.01% |
345,300
-329,700
| -49% | -$3.59M |
|
1262
Edwards Lifesciences
EW
$50B
| $3.06M | ﹤0.01% |
44,317
-26,987
| -38% | -$1.92M |
|
1263
PUT
Walker & Dunlop
WD
$1.44B
| $3.05M | ﹤0.01% |
+60,000
| New | +$2.45M |
|
1264
Cardinal Health
CAH
$55.9B
| $3.05M | ﹤0.01% |
58,378
+21,384
| +58% | +$1.1M |
|
1265
DexCom
DXCM
$31.9B
| $3.05M | ﹤0.01% |
30,064
+5,512
| +22% | +$493K |
|
1266
PUT
Enbridge
ENB
$110B
| $3.04M | ﹤0.01% |
100,000
-100
| -0.1% | -$3.07K |
|
|
HAYN
1267
PUT
DELISTED
Haynes International, Inc.
HAYN
| $3.04M | ﹤0.01% |
130,000
| – | – |
|
1268
Etsy
ETSY
$6.68B
| $3M | ﹤0.01% |
28,249
+20,176
| +250% | +$1.49M |
|
1269
CALL
Sphere Entertainment
SPHR
$5.11B
| $3M | ﹤0.01% |
+40,000
| New | +$3.07M |
|
|
1270
PUT
Sphere Entertainment
SPHR
$5.11B
| $3M | ﹤0.01% |
+40,000
| New | +$3.07M |
|
1271
Lennar Class A
LEN
$19.4B
| $3M | ﹤0.01% |
50,255
-57,271
| -53% | -$2.93M |
|
1272
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$302M
| $3M | ﹤0.01% |
188,491
-4,650
| -2% | -$74.4K |
|
1273
Centene
CNC
$31.9B
| $3M | ﹤0.01% |
47,146
-42,095
| -47% | -$2.74M |
|
1274
Kinder Morgan
KMI
$71.2B
| $3M | ﹤0.01% |
197,449
+66,553
| +51% | +$1.01M |
|
1275
PUT
Vipshop
VIPS
$6.2B
| $2.99M | ﹤0.01% |
150,000
| – | – |
|
Similar funds
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.