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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 | |
|---|---|---|---|---|---|---|
2076
PUT
M&T Bank
MTB
$36.6B
| $332K | ﹤0.01% |
+3,200
| New | +$338K |
|
2077
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$192M
| $330K | ﹤0.01% |
+25,600
| New | +$334K |
|
2078
CALL
Ares Capital
ARCC
$14.5B
| $329K | ﹤0.01% |
+22,800
| New | +$308K |
|
2079
Moody's
MCO
$84.6B
| $329K | ﹤0.01% |
1,197
+49
| +4% | +$12.4K |
|
|
TTM
2080
PUT
DELISTED
Tata Motors Limited
TTM
| $329K | ﹤0.01% |
50,000
| – | – |
|
|
TIF
2081
PUT
DELISTED
Tiffany & Co.
TIF
| $329K | ﹤0.01% |
2,700
-18,900
| -88% | -$2.37M |
|
2082
PUT
Church & Dwight Co
CHD
$24B
| $325K | ﹤0.01% |
4,200
+1,800
| +75% | +$131K |
|
2083
Tapestry
TPR
$25.9B
| $324K | ﹤0.01% |
24,412
-10,286
| -30% | -$146K |
|
2084
Domo
DOMO
$187M
| $323K | ﹤0.01% |
10,038
+10,036
| +501,800% | +$223K |
|
2085
CALL
Molina Healthcare
MOH
$10.7B
| $321K | ﹤0.01% |
+1,800
| New | +$307K |
|
2086
CALL
Toronto Dominion Bank
TD
$203B
| $320K | ﹤0.01% |
7,200
-5,400
| -43% | -$230K |
|
|
AMRS
2087
CALL
DELISTED
Amyris Inc.
AMRS
| $320K | ﹤0.01% |
+75,000
| New | +$249K |
|
|
GWPH
2088
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $320K | ﹤0.01% |
2,608
-3,492
| -57% | -$396K |
|
2089
PUT
Dover
DOV
$27.8B
| $319K | ﹤0.01% |
3,300
+2,400
| +267% | +$222K |
|
|
WPX
2090
CALL
DELISTED
WPX Energy, Inc.
WPX
| $319K | ﹤0.01% |
+50,000
| New | +$282K |
|
2091
CALL
PVH
PVH
$3.77B
| $318K | ﹤0.01% |
6,600
+6,500
| +6,500% | +$303K |
|
2092
Keysight
KEYS
$60.5B
| $317K | ﹤0.01% |
3,143
+2,926
| +1,348% | +$287K |
|
2093
PUT
Wabtec
WAB
$50.3B
| $317K | ﹤0.01% |
+5,500
| New | +$311K |
|
|
ABMD
2094
DELISTED
Abiomed Inc
ABMD
| $314K | ﹤0.01% |
1,298
-12,446
| -91% | -$2.5M |
|
|
CATM
2095
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $314K | ﹤0.01% |
13,100
-24,270
| -65% | -$543K |
|
2096
Verisk Analytics
VRSK
$24.2B
| $313K | ﹤0.01% |
1,839
-2,795
| -60% | -$442K |
|
2097
New York Times
NYT
$10.3B
| $312K | ﹤0.01% |
+7,415
| New | +$270K |
|
2098
PUT
Plug Power
PLUG
$3.21B
| $312K | ﹤0.01% |
+37,800
| New | +$177K |
|
2099
PUT
Unum
UNM
$14.7B
| $311K | ﹤0.01% |
+18,700
| New | +$295K |
|
2100
Diamondback Energy
FANG
$55.9B
| $310K | ﹤0.01% |
7,406
-6,809
| -48% | -$278K |
|
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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.