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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 | |
|---|---|---|---|---|---|---|
1526
CALL
NovoCure
NVCR
$2.03B
| $1.56M | ﹤0.01% |
26,200
+24,300
| +1,279% | +$1.6M |
|
1527
CALL
Neurocrine Biosciences
NBIX
$15.5B
| $1.56M | ﹤0.01% |
+12,800
| New | +$1.41M |
|
1528
CALL
Radian Group
RDN
$4.9B
| $1.55M | ﹤0.01% |
+100,000
| New | +$1.48M |
|
|
SKX
1529
PUT
DELISTED
Skechers
SKX
| $1.55M | ﹤0.01% |
49,400
-150,000
| -75% | -$4.3M |
|
|
VRE
1530
DELISTED
Veris Residential
VRE
| $1.54M | ﹤0.01% |
+100,794
| New | +$1.56M |
|
1531
Illumina
ILMN
$28.8B
| $1.53M | ﹤0.01% |
4,257
+59
| +1% | +$19K |
|
|
DCH
1532
CALL
Dauch Corp
DCH
$1.58B
| $1.52M | ﹤0.01% |
200,000
| – | – |
|
1533
CALL
Murphy Oil
MUR
$4.96B
| $1.52M | ﹤0.01% |
+110,000
| New | +$1.26M |
|
1534
Vicor
VICR
$10.7B
| $1.52M | ﹤0.01% |
+21,097
| New | +$1.18M |
|
1535
CALL
LyondellBasell Industries
LYB
$20.2B
| $1.51M | ﹤0.01% |
23,000
-3,900
| -14% | -$232K |
|
1536
PUT
MarketAxess Holdings
MKTX
$5.72B
| $1.5M | ﹤0.01% |
3,000
+300
| +11% | +$140K |
|
1537
Vipshop
VIPS
$6.75B
| $1.5M | ﹤0.01% |
75,241
+19,811
| +36% | +$340K |
|
|
COUP
1538
DELISTED
Coupa Software Incorporated
COUP
| $1.5M | ﹤0.01% |
5,407
-12,599
| -70% | -$2.54M |
|
|
GOOS
1539
PUT
Canada Goose Holdings
GOOS
$848M
| $1.49M | ﹤0.01% |
64,300
+4,200
| +7% | +$93.3K |
|
|
STMP
1540
CALL
DELISTED
Stamps.com, Inc.
STMP
| $1.49M | ﹤0.01% |
8,100
+6,000
| +286% | +$1.03M |
|
1541
CALL
CBRE Group
CBRE
$43.3B
| $1.48M | ﹤0.01% |
+32,800
| New | +$1.41M |
|
1542
PUT
Hartford Financial Services
HIG
$37.6B
| $1.48M | ﹤0.01% |
38,400
+25,600
| +200% | +$976K |
|
|
HOUS
1543
CALL
DELISTED
Anywhere Real Estate
HOUS
| $1.48M | ﹤0.01% |
200,000
| – | – |
|
|
HOUS
1544
PUT
DELISTED
Anywhere Real Estate
HOUS
| $1.48M | ﹤0.01% |
+200,000
| New | +$1.03M |
|
1545
Digital Realty Trust
DLR
$73.2B
| $1.48M | ﹤0.01% |
10,419
+4,676
| +81% | +$662K |
|
1546
CALL
KKR & Co
KKR
$101B
| $1.48M | ﹤0.01% |
+48,000
| New | +$1.29M |
|
1547
CALL
Copart
CPRT
$26.8B
| $1.47M | ﹤0.01% |
70,400
-529,600
| -88% | -$10.6M |
|
|
CGROU
1548
DELISTED
Collective Growth Corporation Unit
CGROU
| $1.46M | ﹤0.01% |
+75,000
| New | +$746K |
|
1549
Paychex
PAYX
$43.2B
| $1.46M | ﹤0.01% |
19,296
-31,349
| -62% | -$2.17M |
|
1550
ON Semiconductor
ON
$32.5B
| $1.46M | ﹤0.01% |
73,690
+42,627
| +137% | +$695K |
|
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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.