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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 | |
|---|---|---|---|---|---|---|
1476
CALL
Goodyear
GT
$1.78B
| $1.79M | ﹤0.01% |
200,000
| – | – |
|
1477
PUT
SiriusXM
SIRI
$9.56B
| $1.79M | ﹤0.01% |
30,500
+29,850
| +4,592% | +$1.67M |
|
1478
CALL
Ametek
AME
$58.8B
| $1.79M | ﹤0.01% |
20,000
+18,800
| +1,567% | +$1.58M |
|
|
JWN
1479
CALL
DELISTED
Nordstrom
JWN
| $1.78M | ﹤0.01% |
115,200
+95,700
| +491% | +$1.69M |
|
1480
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $1.78M | ﹤0.01% |
60,000
-99,900
| -62% | -$2.76M |
|
1481
Microchip Technology
MCHP
$43.2B
| $1.78M | ﹤0.01% |
33,860
-320,732
| -90% | -$14.4M |
|
1482
Simon Property Group
SPG
$72B
| $1.78M | ﹤0.01% |
26,063
-349,558
| -93% | -$21.9M |
|
1483
S&P Global
SPGI
$122B
| $1.77M | ﹤0.01% |
5,380
-47,234
| -90% | -$14.2M |
|
1484
Upwork
UPWK
$1.03B
| $1.76M | ﹤0.01% |
122,133
-79,522
| -39% | -$835K |
|
|
HPP
1485
CALL
Hudson Pacific Properties
HPP
$786M
| $1.76M | ﹤0.01% |
+10,000
| New | +$1.7M |
|
1486
CALL
Herbalife
HLF
$1.26B
| $1.76M | ﹤0.01% |
39,200
-140,800
| -78% | -$5.47M |
|
1487
Hasbro
HAS
$13.5B
| $1.76M | ﹤0.01% |
23,438
-2,751
| -11% | -$199K |
|
1488
Ball Corp
BALL
$16.5B
| $1.75M | ﹤0.01% |
25,228
+21,488
| +575% | +$1.45M |
|
1489
Dell
DELL
$321B
| $1.75M | ﹤0.01% |
62,757
-25,136
| -29% | -$565K |
|
|
JWN
1490
DELISTED
Nordstrom
JWN
| $1.74M | ﹤0.01% |
112,601
-5,682
| -5% | -$100K |
|
1491
DuPont de Nemours
DD
$19.4B
| $1.74M | ﹤0.01% |
26,115
+12,219
| +88% | +$714K |
|
|
CXO
1492
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.74M | ﹤0.01% |
+33,800
| New | +$1.87M |
|
1493
PUT
Badger Meter
BMI
$3.8B
| $1.74M | ﹤0.01% |
+27,600
| New | +$1.64M |
|
|
P
1494
CALL
Everpure Inc
P
$39.1B
| $1.73M | ﹤0.01% |
100,000
-8,300
| -8% | -$124K |
|
1495
CALL
Royalty Pharma
RPRX
$26.2B
| $1.73M | ﹤0.01% |
+35,600
| New | +$1.76M |
|
|
DRE
1496
DELISTED
Duke Realty Corp.
DRE
| $1.73M | ﹤0.01% |
+48,836
| New | +$1.67M |
|
1497
CALL
MPLX
MPLX
$60.8B
| $1.73M | ﹤0.01% |
+99,800
| New | +$1.7M |
|
1498
Idexx Laboratories
IDXX
$44.5B
| $1.72M | ﹤0.01% |
5,208
-668
| -11% | -$193K |
|
1499
Toll Brothers
TOL
$13.9B
| $1.71M | ﹤0.01% |
52,608
+37,584
| +250% | +$1.03M |
|
1500
Nucor
NUE
$61.7B
| $1.71M | ﹤0.01% |
41,256
+14,658
| +55% | +$592K |
|
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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.