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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 | |
|---|---|---|---|---|---|---|
2151
CALL
Cintas
CTAS
$80.3B
| $240K | ﹤0.01% |
3,600
-1,200
| -25% | -$69.4K |
|
2152
PUT
Regency Centers
REG
$14.1B
| $239K | ﹤0.01% |
+5,200
| New | +$220K |
|
|
SPR
2153
PUT
DELISTED
Spirit AeroSystems
SPR
| $238K | ﹤0.01% |
9,900
+4,200
| +74% | +$95.2K |
|
|
THS
2154
DELISTED
Treehouse Foods
THS
| $235K | ﹤0.01% |
5,373
-6,348
| -54% | -$310K |
|
2155
CALL
Rockwell Automation
ROK
$49.5B
| $234K | ﹤0.01% |
1,100
+800
| +267% | +$155K |
|
|
INFO
2156
PUT
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $234K | ﹤0.01% |
+3,100
| New | +$211K |
|
2157
PUT
Arthur J. Gallagher & Co
AJG
$65B
| $233K | ﹤0.01% |
+2,400
| New | +$213K |
|
2158
Citizens Financial Group
CFG
$31.2B
| $231K | ﹤0.01% |
+9,134
| New | +$207K |
|
2159
Opko Health
OPK
$1.04B
| $230K | ﹤0.01% |
67,368
+63,626
| +1,700% | +$143K |
|
2160
PUT
Republic Services
RSG
$65.9B
| $230K | ﹤0.01% |
2,800
-200
| -7% | -$16.1K |
|
2161
Hewlett Packard
HPE
$79.2B
| $228K | ﹤0.01% |
+23,447
| New | +$230K |
|
2162
PUT
Huntington Ingalls Industries
HII
$12.8B
| $227K | ﹤0.01% |
+1,300
| New | +$241K |
|
2163
CALL
Winnebago Industries
WGO
$921M
| $227K | ﹤0.01% |
+3,400
| New | +$174K |
|
2164
CALL
Unum
UNM
$14.7B
| $226K | ﹤0.01% |
+13,700
| New | +$216K |
|
|
SIX
2165
DELISTED
Six Flags Entertainment Corp.
SIX
| $226K | ﹤0.01% |
11,740
-11,567
| -50% | -$230K |
|
2166
PUT
Under Armour Class C
UA
$2.25B
| $225K | ﹤0.01% |
25,400
+25,300
| +25,300% | +$215K |
|
2167
PUT
IMAX
IMAX
$2.92B
| $224K | ﹤0.01% |
+20,000
| New | +$234K |
|
2168
ArcBest
ARCB
$3.28B
| $222K | ﹤0.01% |
8,374
+720
| +9% | +$15.4K |
|
2169
Alcoa
AA
$13.1B
| $220K | ﹤0.01% |
19,546
-12,402
| -39% | -$111K |
|
2170
Adtran
ADTN
$658M
| $220K | ﹤0.01% |
+20,133
| New | +$208K |
|
2171
Pan American Silver
PAAS
$19.9B
| $220K | ﹤0.01% |
+7,250
| New | +$172K |
|
2172
PUT
Raymond James Financial
RJF
$34.8B
| $220K | ﹤0.01% |
4,800
-2,250
| -32% | -$101K |
|
2173
CALL
TransDigm Group
TDG
$68.9B
| $220K | ﹤0.01% |
500
-6,900
| -93% | -$2.61M |
|
|
NBLX
2174
CALL
DELISTED
Noble Midstream Partners LP
NBLX
| $220K | ﹤0.01% |
+26,000
| New | +$190K |
|
|
WMGI
2175
CALL
DELISTED
Wright Medical Group Inc
WMGI
| $220K | ﹤0.01% |
7,400
-6,600
| -47% | -$193K |
|
Similar funds
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.