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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 | |
|---|---|---|---|---|---|---|
576
PUT
Dell
DELL
$301B
| $16.8M | 0.02% |
604,725
-12,035
| -2% | -$270K |
|
577
CALL
Sturm, Ruger & Co
RGR
$597M
| $16.8M | 0.02% |
+221,400
| New | +$13.5M |
|
578
CALL
Aptiv
APTV
$10B
| $16.8M | 0.02% |
215,400
+206,400
| +2,293% | +$14.2M |
|
579
CALL
VanEck Oil Services ETF
OIH
$1.97B
| $16.8M | 0.02% |
+137,845
| New | +$15.4M |
|
580
PUT
Teva Pharmaceuticals
TEVA
$42.6B
| $16.7M | 0.02% |
1,354,900
-55,400
| -4% | -$627K |
|
581
CALL
DuPont de Nemours
DD
$19.5B
| $16.6M | 0.02% |
248,560
+167,419
| +206% | +$9.78M |
|
582
CALL
TJX Companies
TJX
$170B
| $16.5M | 0.02% |
327,000
+121,900
| +59% | +$6.12M |
|
583
American Express
AXP
$230B
| $16.5M | 0.02% |
172,840
+55,220
| +47% | +$5.08M |
|
584
PUT
Best Buy
BBY
$17.6B
| $16.4M | 0.02% |
187,700
+6,200
| +3% | +$470K |
|
|
SPLK
585
CALL
DELISTED
Splunk Inc
SPLK
| $16.3M | 0.02% |
82,200
-27,800
| -25% | -$4.4M |
|
586
Expedia Group
EXPE
$38.6B
| $16.3M | 0.02% |
198,270
-296,331
| -60% | -$21.5M |
|
587
VanEck Gold Miners ETF
GDX
$27.7B
| $16.3M | 0.02% |
443,009
-376,568
| -46% | -$12.4M |
|
|
DISH
588
PUT
DELISTED
DISH Network Corp.
DISH
| $16.2M | 0.02% |
470,600
+12,000
| +3% | +$334K |
|
589
Ulta Beauty
ULTA
$23.1B
| $16.2M | 0.02% |
79,795
-35,436
| -31% | -$7.62M |
|
590
PUT
Dow Inc
DOW
$22.1B
| $16.1M | 0.02% |
396,100
+276,000
| +230% | +$10.1M |
|
591
PUT
Hilton Worldwide
HLT
$72.6B
| $16.1M | 0.02% |
219,400
+177,400
| +422% | +$13.2M |
|
|
592
PUT
DuPont de Nemours
DD
$19.5B
| $16M | 0.02% |
240,514
+191,599
| +392% | +$11.2M |
|
593
CALL
Royal Caribbean
RCL
$82.2B
| $15.8M | 0.02% |
314,400
-58,500
| -16% | -$2.65M |
|
594
PUT
Seagate
STX
$199B
| $15.8M | 0.02% |
326,200
+45,200
| +16% | +$2.27M |
|
595
CALL
DexCom
DXCM
$34B
| $15.8M | 0.02% |
155,600
+136,000
| +694% | +$12.2M |
|
596
CALL
Darden Restaurants
DRI
$25.3B
| $15.7M | 0.02% |
207,700
+187,600
| +933% | +$13.3M |
|
597
CALL
Valero Energy
VLO
$94.6B
| $15.7M | 0.02% |
266,400
+150,500
| +130% | +$8.99M |
|
|
PXD
598
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $15.6M | 0.02% |
159,900
+107,000
| +202% | +$9.43M |
|
599
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.63B
| $15.6M | 0.02% |
553,400
+290,800
| +111% | +$7.65M |
|
600
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $15.6M | 0.02% |
95,000
-912,751
| -91% | -$150M |
|
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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.