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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 | |
|---|---|---|---|---|---|---|
|
HTZ
1701
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.01M | ﹤0.01% |
720,500
+33,100
| +5% | +$105K |
|
1702
CALL
Travelers Companies
TRV
$77.3B
| $1.01M | ﹤0.01% |
+8,900
| New | +$938K |
|
1703
PUT
Diamondback Energy
FANG
$55.9B
| $1.01M | ﹤0.01% |
24,100
+9,100
| +61% | +$372K |
|
1704
Cencora
COR
$59.2B
| $1M | ﹤0.01% |
9,959
+3,369
| +51% | +$310K |
|
1705
CALL
Synopsys
SNPS
$78.8B
| $999K | ﹤0.01% |
5,100
+2,900
| +132% | +$479K |
|
|
SIVB
1706
DELISTED
SVB Financial Group
SIVB
| $999K | ﹤0.01% |
4,637
+4,128
| +811% | +$795K |
|
1707
CALL
BJs Wholesale Club
BJ
$12B
| $997K | ﹤0.01% |
+26,700
| New | +$820K |
|
1708
PUT
Quest Diagnostics
DGX
$26.1B
| $992K | ﹤0.01% |
8,700
-68,000
| -89% | -$7.21M |
|
|
MPT
1709
Medical Properties Trust
MPT
$2.51B
| $992K | ﹤0.01% |
52,775
+2,693
| +5% | +$47.7K |
|
1710
SBA Communications
SBAC
$19.8B
| $990K | ﹤0.01% |
3,322
-772
| -19% | -$228K |
|
1711
PUT
Annaly Capital Management
NLY
$17.6B
| $989K | ﹤0.01% |
+37,700
| New | +$931K |
|
1712
Vail Resorts
MTN
$5.19B
| $983K | ﹤0.01% |
5,397
-4,482
| -45% | -$784K |
|
1713
Mattel
MAT
$4.25B
| $982K | ﹤0.01% |
101,510
-48,620
| -32% | -$441K |
|
1714
CALL
AGNC Investment
AGNC
$13B
| $981K | ﹤0.01% |
76,100
+56,600
| +290% | +$710K |
|
1715
Yeti Holdings
YETI
$3.45B
| $976K | ﹤0.01% |
22,834
-77,910
| -77% | -$2.34M |
|
1716
Host Hotels & Resorts
HST
$15.6B
| $969K | ﹤0.01% |
+89,847
| New | +$1.03M |
|
1717
Aptiv
APTV
$10.2B
| $966K | ﹤0.01% |
12,395
-2,467
| -17% | -$170K |
|
1718
SS&C Technologies
SSNC
$19.2B
| $964K | ﹤0.01% |
+17,073
| New | +$931K |
|
|
MOMO
1719
Hello Group
MOMO
$848M
| $956K | ﹤0.01% |
54,706
-201,803
| -79% | -$4.24M |
|
1720
PUT
Teck Resources
TECK
$31.3B
| $953K | ﹤0.01% |
91,600
+75,400
| +465% | +$692K |
|
1721
CALL
KeyCorp
KEY
$24.7B
| $950K | ﹤0.01% |
78,000
+16,500
| +27% | +$192K |
|
1722
Enphase Energy
ENPH
$5.41B
| $949K | ﹤0.01% |
19,947
+17,257
| +642% | +$825K |
|
1723
Restaurant Brands International
QSR
$26.7B
| $949K | ﹤0.01% |
17,379
-73,939
| -81% | -$3.73M |
|
1724
CALL
Advanced Drainage Systems
WMS
$11.2B
| $944K | ﹤0.01% |
19,100
-20,900
| -52% | -$858K |
|
1725
Trade Desk
TTD
$6.82B
| $934K | ﹤0.01% |
22,980
-37,630
| -62% | -$1.13M |
|
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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.