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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 | |
|---|---|---|---|---|---|---|
926
Valero Energy
VLO
$95.1B
| $6.88M | 0.01% |
117,003
-360
| -0.3% | -$21.5K |
|
927
PUT
Align Technology
ALGN
$12.4B
| $6.86M | 0.01% |
25,000
-300
| -1% | -$67.6K |
|
|
B
928
Barrick Mining
B
$67.9B
| $6.86M | 0.01% |
254,668
-71,780
| -22% | -$1.79M |
|
929
PUT
Waste Management
WM
$90.5B
| $6.84M | 0.01% |
64,600
+39,000
| +152% | +$3.94M |
|
930
CALL
T. Rowe Price
TROW
$23.8B
| $6.83M | 0.01% |
55,300
-16,500
| -23% | -$1.88M |
|
931
CALL
Invitation Homes
INVH
$17.7B
| $6.83M | 0.01% |
+248,000
| New | +$6.21M |
|
932
Prudential Financial
PRU
$42.3B
| $6.79M | 0.01% |
111,462
+45,200
| +68% | +$2.65M |
|
933
CALL
Lennar Class A
LEN
$20.5B
| $6.75M | 0.01% |
113,320
+84,809
| +297% | +$4.33M |
|
934
PUT
NetApp
NTAP
$39.6B
| $6.75M | 0.01% |
152,200
-107,600
| -41% | -$4.62M |
|
935
PUT
Datadog
DDOG
$86.5B
| $6.75M | 0.01% |
+77,600
| New | +$4.72M |
|
936
ServiceNow
NOW
$129B
| $6.7M | 0.01% |
82,675
-158,240
| -66% | -$11.2M |
|
937
CALL
Kimberly-Clark
KMB
$36.2B
| $6.69M | 0.01% |
47,400
+44,300
| +1,429% | +$6.12M |
|
|
938
Palo Alto Networks
PANW
$315B
| $6.69M | 0.01% |
174,756
-4,317,882
| -96% | -$152M |
|
939
CALL
Delta Air Lines
DAL
$59.1B
| $6.67M | 0.01% |
237,600
-602,700
| -72% | -$15.3M |
|
940
CALL
Consolidated Edison
ED
$39.9B
| $6.66M | 0.01% |
92,600
+58,300
| +170% | +$4.48M |
|
941
CALL
Iron Mountain
IRM
$37B
| $6.65M | 0.01% |
254,700
+154,700
| +155% | +$3.91M |
|
942
CALL
Vulcan Materials
VMC
$36.3B
| $6.62M | 0.01% |
57,100
+4,500
| +9% | +$493K |
|
943
CALL
GDS Holdings
GDS
$6.56B
| $6.61M | 0.01% |
83,000
+81,400
| +5,088% | +$5.04M |
|
944
Conagra Brands
CAG
$7.16B
| $6.59M | 0.01% |
187,424
-321,222
| -63% | -$10.7M |
|
|
CLDR
945
PUT
DELISTED
Cloudera, Inc.
CLDR
| $6.58M | 0.01% |
517,500
+4,500
| +0.9% | +$43.2K |
|
|
AVLR
946
DELISTED
Avalara, Inc.
AVLR
| $6.58M | 0.01% |
+49,408
| New | +$4.86M |
|
947
CALL
American Water Works
AWK
$26.8B
| $6.54M | 0.01% |
50,800
+50,100
| +7,157% | +$6.24M |
|
|
HUYA
948
PUT
Huya Inc
HUYA
$547M
| $6.54M | 0.01% |
350,000
-250,000
| -42% | -$4.17M |
|
|
949
Datadog
DDOG
$86.5B
| $6.52M | 0.01% |
+74,964
| New | +$4.56M |
|
950
CALL
Live Nation Entertainment
LYV
$43.2B
| $6.52M | 0.01% |
147,000
+145,600
| +10,400% | +$6.38M |
|
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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.