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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 | |
|---|---|---|---|---|---|---|
1376
CALL
DTE Energy
DTE
$28.9B
| $2.37M | ﹤0.01% |
25,850
+587
| +2% | +$51.9K |
|
1377
United Rentals
URI
$70.7B
| $2.37M | ﹤0.01% |
15,869
-44,661
| -74% | -$5.67M |
|
1378
PUT
SBA Communications
SBAC
$19.5B
| $2.35M | ﹤0.01% |
7,900
+3,000
| +61% | +$886K |
|
1379
PUT
Ares Capital
ARCC
$14.4B
| $2.35M | ﹤0.01% |
162,800
+22,800
| +16% | +$308K |
|
1380
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.59B
| $2.35M | ﹤0.01% |
53,400
+3,100
| +6% | +$118K |
|
|
PXD
1381
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.34M | ﹤0.01% |
23,994
+6,866
| +40% | +$605K |
|
|
SIVB
1382
PUT
DELISTED
SVB Financial Group
SIVB
| $2.33M | ﹤0.01% |
10,800
+10,100
| +1,443% | +$1.95M |
|
1383
CALL
SiriusXM
SIRI
$9.6B
| $2.3M | ﹤0.01% |
39,150
+33,750
| +625% | +$1.89M |
|
|
BCOV
1384
DELISTED
Brightcove, Inc.
BCOV
| $2.29M | ﹤0.01% |
290,841
-68,409
| -19% | -$551K |
|
1385
Baxter International
BAX
$14.1B
| $2.29M | ﹤0.01% |
26,605
+12,157
| +84% | +$1.06M |
|
1386
PUT
Moody's
MCO
$83.2B
| $2.28M | ﹤0.01% |
8,300
+5,500
| +196% | +$1.4M |
|
1387
Cameco
CCJ
$43.1B
| $2.27M | ﹤0.01% |
221,861
+109,812
| +98% | +$1.1M |
|
1388
PUT
Cadence Design Systems
CDNS
$89B
| $2.27M | ﹤0.01% |
23,700
+17,400
| +276% | +$1.46M |
|
1389
CALL
Hasbro
HAS
$13.5B
| $2.27M | ﹤0.01% |
30,500
-47,700
| -61% | -$3.45M |
|
|
TVTY
1390
CALL
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $2.27M | ﹤0.01% |
200,000
-1,600,000
| -89% | -$14.6M |
|
1391
CALL
ABM Industries
ABM
$2.86B
| $2.25M | ﹤0.01% |
62,000
| – | – |
|
|
PPL
1392
CALL
PPL Corp
PPL
$26.8B
| $2.25M | ﹤0.01% |
87,100
+67,200
| +338% | +$1.75M |
|
1393
PUT
Realty Income
O
$59.5B
| $2.25M | ﹤0.01% |
38,906
+35,294
| +977% | +$1.88M |
|
1394
PUT
Kimberly-Clark
KMB
$36.5B
| $2.24M | ﹤0.01% |
15,900
+3,300
| +26% | +$456K |
|
|
SIX
1395
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $2.23M | ﹤0.01% |
+115,800
| New | +$2.3M |
|
1396
CALL
Axalta
AXTA
$8.02B
| $2.21M | ﹤0.01% |
98,100
+85,300
| +666% | +$1.74M |
|
1397
Tower Semiconductor
TSEM
$28.6B
| $2.21M | ﹤0.01% |
115,790
+43,249
| +60% | +$828K |
|
|
X
1398
PUT
DELISTED
US Steel
X
| $2.2M | ﹤0.01% |
304,900
-1,022,700
| -77% | -$7.98M |
|
1399
PUT
Papa John's
PZZA
$805M
| $2.18M | ﹤0.01% |
27,500
-5,100
| -16% | -$379K |
|
|
NVTA
1400
CALL
DELISTED
Invitae Corporation
NVTA
| $2.18M | ﹤0.01% |
71,900
+8,700
| +14% | +$152K |
|
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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.