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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 | |
|---|---|---|---|---|---|---|
2126
PUT
Restaurant Brands International
QSR
$26.7B
| $277K | ﹤0.01% |
5,100
+2,000
| +65% | +$101K |
|
2127
Travelers Companies
TRV
$77.2B
| $275K | ﹤0.01% |
2,415
-634
| -21% | -$66.8K |
|
2128
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.68B
| $275K | ﹤0.01% |
+7,900
| New | +$267K |
|
2129
Marchex
MCHX
$80.6M
| $274K | ﹤0.01% |
173,195
-262,862
| -60% | -$398K |
|
2130
DraftKings
DKNG
$12.6B
| $270K | ﹤0.01% |
+8,121
| New | +$224K |
|
2131
CALL
Novartis
NVS
$288B
| $270K | ﹤0.01% |
3,100
-12,500
| -80% | -$1.08M |
|
2132
PUT
Agios Pharmaceuticals
AGIO
$2B
| $267K | ﹤0.01% |
5,000
| – | – |
|
|
PE
2133
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $267K | ﹤0.01% |
25,000
| – | – |
|
2134
Vermilion Energy
VET
$1.72B
| $265K | ﹤0.01% |
59,403
+7,990
| +16% | +$37.6K |
|
2135
PUT
AGNC Investment
AGNC
$13B
| $263K | ﹤0.01% |
20,300
-1,129,100
| -98% | -$14.2M |
|
2136
PUT
Bread Financial
BFH
$4.51B
| $262K | ﹤0.01% |
7,267
+3,257
| +81% | +$116K |
|
2137
PUT
Huntington Bancshares
HBAN
$35.9B
| $261K | ﹤0.01% |
+28,800
| New | +$255K |
|
2138
CALL
Scorpio Tankers
STNG
$3.93B
| $261K | ﹤0.01% |
+20,400
| New | +$370K |
|
2139
PUT
Amphenol
APH
$204B
| $259K | ﹤0.01% |
10,800
+800
| +8% | +$17.9K |
|
2140
PUT
Euronet Worldwide
EEFT
$2.78B
| $258K | ﹤0.01% |
2,700
-1,900
| -41% | -$175K |
|
2141
CALL
Green Plains
GPRE
$1.09B
| $255K | ﹤0.01% |
25,000
| – | – |
|
|
MTEM
2142
CALL
DELISTED
Molecular Templates, Inc.
MTEM
| $254K | ﹤0.01% |
+1,227
| New | +$285K |
|
2143
Cleveland-Cliffs
CLF
$6.93B
| $253K | ﹤0.01% |
+45,915
| New | +$223K |
|
|
RETA
2144
PUT
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $250K | ﹤0.01% |
1,600
+100
| +7% | +$15.2K |
|
2145
CDW
CDW
$17.8B
| $249K | ﹤0.01% |
2,144
+114
| +6% | +$12.3K |
|
2146
Weyerhaeuser
WY
$17.9B
| $249K | ﹤0.01% |
11,069
+8,122
| +276% | +$164K |
|
2147
PagSeguro Digital
PAGS
$2.43B
| $248K | ﹤0.01% |
7,028
-46,292
| -87% | -$1.3M |
|
2148
PennyMac Financial
PFSI
$4.13B
| $247K | ﹤0.01% |
5,905
-210,265
| -97% | -$6.66M |
|
2149
Lincoln National
LNC
$8.67B
| $243K | ﹤0.01% |
6,596
+2,845
| +76% | +$100K |
|
2150
PVH
PVH
$3.77B
| $241K | ﹤0.01% |
5,023
+1,150
| +30% | +$53.6K |
|
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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.