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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 | |
|---|---|---|---|---|---|---|
1426
PUT
PG&E
PCG
$39B
| $2.04M | ﹤0.01% |
+229,700
| New | +$2.5M |
|
1427
PUT
Weibo
WB
$1.89B
| $2.04M | ﹤0.01% |
60,600
+31,600
| +109% | +$1.08M |
|
1428
VeriSign
VRSN
$25.6B
| $2.04M | ﹤0.01% |
9,839
-15,039
| -60% | -$3.12M |
|
1429
PUT
Truist Financial
TFC
$65B
| $2.03M | ﹤0.01% |
54,100
+52,000
| +2,476% | +$1.87M |
|
1430
PUT
Sabre
SABR
$839M
| $2.03M | ﹤0.01% |
+251,500
| New | +$1.78M |
|
1431
CALL
Toll Brothers
TOL
$14B
| $2.03M | ﹤0.01% |
+62,200
| New | +$1.7M |
|
1432
PUT
NetEase
NTES
$78.4B
| $2.02M | ﹤0.01% |
23,500
-55,000
| -70% | -$4.14M |
|
1433
CALL
Innovative Industrial Properties
IIPR
$1.69B
| $2.02M | ﹤0.01% |
+22,900
| New | +$1.86M |
|
1434
CALL
Tower Semiconductor
TSEM
$30B
| $2M | ﹤0.01% |
105,000
-93,000
| -47% | -$1.78M |
|
1435
Corteva
CTVA
$50.3B
| $1.99M | ﹤0.01% |
74,438
-2,446
| -3% | -$63.7K |
|
1436
CALL
HubSpot
HUBS
$10.7B
| $1.99M | ﹤0.01% |
8,900
+5,900
| +197% | +$1.06M |
|
1437
CALL
Principal Financial Group
PFG
$24.6B
| $1.99M | ﹤0.01% |
+48,000
| New | +$1.75M |
|
1438
CALL
Corpay
CPAY
$27.1B
| $1.99M | ﹤0.01% |
7,900
-1,900
| -19% | -$451K |
|
1439
CALL
Relmada Therapeutics
RLMD
$499M
| $1.98M | ﹤0.01% |
+44,300
| New | +$1.87M |
|
1440
Stryker
SYK
$132B
| $1.98M | ﹤0.01% |
10,978
+4,307
| +65% | +$794K |
|
1441
PUT
The Mosaic Company
MOS
$7.11B
| $1.97M | ﹤0.01% |
156,600
+137,800
| +733% | +$1.65M |
|
|
XYZ
1442
Block Inc
XYZ
$48.2B
| $1.97M | ﹤0.01% |
18,767
-309,486
| -94% | -$23.7M |
|
1443
PUT
TripAdvisor
TRIP
$1.24B
| $1.96M | ﹤0.01% |
103,100
+13,600
| +15% | +$260K |
|
1444
CALL
WEX
WEX
$6.69B
| $1.96M | ﹤0.01% |
11,800
-300
| -2% | -$41.2K |
|
1445
BorgWarner
BWA
$14B
| $1.95M | ﹤0.01% |
+62,791
| New | +$1.65M |
|
|
VSTO
1446
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $1.95M | ﹤0.01% |
+135,000
| New | +$1.35M |
|
1447
Live Nation Entertainment
LYV
$43.5B
| $1.93M | ﹤0.01% |
43,599
+41,126
| +1,663% | +$1.8M |
|
1448
PUT
HP
HPQ
$27.7B
| $1.92M | ﹤0.01% |
110,000
-14,400
| -12% | -$229K |
|
1449
Apollo Global Management
APO
$83B
| $1.91M | ﹤0.01% |
38,287
+36,833
| +2,533% | +$1.62M |
|
1450
PUT
Eastman Chemical
EMN
$8.33B
| $1.91M | ﹤0.01% |
27,400
+24,500
| +845% | +$1.54M |
|
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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.