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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 | |
|---|---|---|---|---|---|---|
801
CALL
Under Armour
UAA
$2.26B
| $9.43M | 0.01% |
968,300
+427,000
| +79% | +$4.05M |
|
802
PUT
Synopsys
SNPS
$79B
| $9.41M | 0.01% |
48,200
+35,300
| +274% | +$5.83M |
|
803
CALL
Cognizant
CTSH
$26.2B
| $9.4M | 0.01% |
165,500
+14,800
| +10% | +$795K |
|
|
SAFM
804
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $9.4M | 0.01% |
81,100
+79,400
| +4,671% | +$10.2M |
|
805
CALL
Universal Display
OLED
$4.23B
| $9.39M | 0.01% |
62,700
+34,200
| +120% | +$5.02M |
|
806
iShares Biotechnology ETF
IBB
$9.86B
| $9.37M | 0.01% |
68,531
+63,567
| +1,281% | +$8.1M |
|
807
PUT
Chubb
CB
$132B
| $9.35M | 0.01% |
73,800
+71,200
| +2,738% | +$8.25M |
|
808
CALL
Veeva Systems
VEEV
$39.2B
| $9.31M | 0.01% |
39,700
+26,900
| +210% | +$5.33M |
|
809
PUT
Tyson Foods
TSN
$19.6B
| $9.3M | 0.01% |
155,700
-17,800
| -10% | -$1.08M |
|
|
BCOV
810
PUT
DELISTED
Brightcove, Inc.
BCOV
| $9.27M | 0.01% |
1,176,000
+205,000
| +21% | +$1.65M |
|
811
CALL
CF Industries
CF
$18.2B
| $9.24M | 0.01% |
328,200
+285,300
| +665% | +$8.12M |
|
812
VanEck Semiconductor ETF
SMH
$72B
| $9.22M | 0.01% |
120,686
+85,222
| +240% | +$5.86M |
|
813
Martin Marietta Materials
MLM
$32.7B
| $9.2M | 0.01% |
44,522
+26,962
| +154% | +$5.18M |
|
814
PUT
Live Nation Entertainment
LYV
$43.2B
| $9.18M | 0.01% |
207,200
+199,600
| +2,626% | +$8.75M |
|
815
CALL
Whirlpool
WHR
$2.79B
| $9.17M | 0.01% |
70,700
+50,900
| +257% | +$5.82M |
|
|
816
PUT
Veeva Systems
VEEV
$39.2B
| $9.16M | 0.01% |
39,100
+13,900
| +55% | +$2.76M |
|
817
PUT
Shake Shack
SHAK
$2.94B
| $9.15M | 0.01% |
172,900
+11,700
| +7% | +$592K |
|
|
CERN
818
DELISTED
Cerner Corp
CERN
| $9.13M | 0.01% |
133,213
+70,366
| +112% | +$4.84M |
|
819
CALL
Quest Diagnostics
DGX
$26.2B
| $9.13M | 0.01% |
80,100
-2,100
| -3% | -$223K |
|
820
PUT
Archer Daniels Midland
ADM
$38.4B
| $9.13M | 0.01% |
228,400
+100,900
| +79% | +$3.78M |
|
821
iShares US Real Estate ETF
IYR
$4.52B
| $9.13M | 0.01% |
115,792
-23,895
| -17% | -$1.81M |
|
822
PUT
Advance Auto Parts
AAP
$3.23B
| $9.1M | 0.01% |
63,900
+39,600
| +163% | +$5.03M |
|
823
PUT
Colgate-Palmolive
CL
$73.6B
| $9.05M | 0.01% |
123,600
-22,200
| -15% | -$1.58M |
|
824
Cummins
CMI
$87.8B
| $9.04M | 0.01% |
52,168
+15,153
| +41% | +$2.42M |
|
825
iShares MSCI Japan ETF
EWJ
$23.1B
| $9.03M | 0.01% |
164,460
-1,066,930
| -87% | -$56.6M |
|
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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.