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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 | |
|---|---|---|---|---|---|---|
1726
CALL
Upwork
UPWK
$1.08B
| $934K | ﹤0.01% |
64,700
| – | – |
|
1727
CALL
Nucor
NUE
$61.8B
| $932K | ﹤0.01% |
22,600
+15,500
| +218% | +$626K |
|
1728
CALL
Vistra
VST
$49.1B
| $931K | ﹤0.01% |
+50,000
| New | +$942K |
|
1729
Motorola Solutions
MSI
$77B
| $929K | ﹤0.01% |
6,628
+3,605
| +119% | +$510K |
|
1730
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $922K | ﹤0.01% |
+2,840
| New | +$861K |
|
|
GOOS
1731
Canada Goose Holdings
GOOS
$850M
| $921K | ﹤0.01% |
39,740
-3,059
| -7% | -$68K |
|
1732
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $914K | ﹤0.01% |
7,501
-250,000
| -97% | -$30.4M |
|
1733
Corpay
CPAY
$27.9B
| $914K | ﹤0.01% |
3,634
-3,353
| -48% | -$796K |
|
1734
CALL
Alcoa
AA
$13.1B
| $913K | ﹤0.01% |
81,500
+16,300
| +25% | +$146K |
|
|
ESPR
1735
DELISTED
Esperion Therapeutics
ESPR
| $913K | ﹤0.01% |
+17,800
| New | +$745K |
|
1736
PUT
QuidelOrtho
QDEL
$1.03B
| $913K | ﹤0.01% |
+4,100
| New | +$642K |
|
1737
CALL
Casey's General Stores
CASY
$31.6B
| $912K | ﹤0.01% |
+6,100
| New | +$919K |
|
|
PHX
1738
PUT
DELISTED
PHX Minerals
PHX
| $911K | ﹤0.01% |
340,000
| – | – |
|
1739
8x8 Inc
EGHT
$303M
| $907K | ﹤0.01% |
+56,664
| New | +$900K |
|
1740
Fortinet
FTNT
$121B
| $904K | ﹤0.01% |
32,945
-43,875
| -57% | -$1.1M |
|
1741
CALL
Transocean
RIG
$6.39B
| $904K | ﹤0.01% |
493,600
-27,400
| -5% | -$42.6K |
|
1742
LyondellBasell Industries
LYB
$20.2B
| $902K | ﹤0.01% |
13,728
-827
| -6% | -$49.2K |
|
1743
TransUnion
TRU
$15.5B
| $902K | ﹤0.01% |
10,364
+4,838
| +88% | +$386K |
|
1744
Akamai
AKAM
$18B
| $900K | ﹤0.01% |
8,405
-12,136
| -59% | -$1.22M |
|
1745
PUT
Dave & Buster's
PLAY
$370M
| $898K | ﹤0.01% |
+67,300
| New | +$897K |
|
1746
PUT
Sony
SONY
$138B
| $896K | ﹤0.01% |
64,500
-15,000
| -19% | -$195K |
|
|
NLSN
1747
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $896K | ﹤0.01% |
60,300
| – | – |
|
|
ZUO
1748
CALL
DELISTED
Zuora, Inc.
ZUO
| $893K | ﹤0.01% |
+70,000
| New | +$779K |
|
1749
CALL
Churchill Downs
CHDN
$6.2B
| $892K | ﹤0.01% |
+13,400
| New | +$763K |
|
1750
PUT
Consolidated Edison
ED
$40.1B
| $892K | ﹤0.01% |
12,400
-19,500
| -61% | -$1.5M |
|
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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.