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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 | |
|---|---|---|---|---|---|---|
2251
PUT
Polaris
PII
$3.91B
| $157K | ﹤0.01% |
1,700
-5,100
| -75% | -$389K |
|
2252
Public Storage
PSA
$61.4B
| $154K | ﹤0.01% |
803
-2,627
| -77% | -$507K |
|
2253
CALL
Textron
TXT
$15.1B
| $154K | ﹤0.01% |
4,700
-4,200
| -47% | -$124K |
|
|
OPTU
2254
Optimum Communications Inc
OPTU
$228M
| $153K | ﹤0.01% |
+6,784
| New | +$166K |
|
2255
Nasdaq
NDAQ
$54.6B
| $153K | ﹤0.01% |
3,843
+2,448
| +175% | +$91.1K |
|
|
WLL
2256
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $153K | ﹤0.01% |
1,808
| – | – |
|
2257
Gen Digital
GEN
$17.7B
| $150K | ﹤0.01% |
+7,560
| New | +$154K |
|
2258
Stride
LRN
$3.48B
| $150K | ﹤0.01% |
+5,515
| New | +$133K |
|
2259
PUT
Kimco Realty
KIM
$16.4B
| $149K | ﹤0.01% |
+11,600
| New | +$129K |
|
2260
CALL
Linde
LIN
$220B
| $149K | ﹤0.01% |
700
-200
| -22% | -$38.6K |
|
2261
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $149K | ﹤0.01% |
+1,468
| New | +$142K |
|
2262
DXC Technology
DXC
$1.79B
| $148K | ﹤0.01% |
8,983
+5,304
| +144% | +$84.4K |
|
2263
CALL
Ingersoll Rand
IR
$32.7B
| $148K | ﹤0.01% |
5,280
| – | – |
|
2264
Wabtec
WAB
$50.3B
| $148K | ﹤0.01% |
+2,566
| New | +$145K |
|
2265
CALL
JetBlue
JBLU
$2.19B
| $147K | ﹤0.01% |
+13,600
| New | +$134K |
|
2266
CALL
TE Connectivity
TEL
$62.2B
| $147K | ﹤0.01% |
+1,800
| New | +$136K |
|
2267
WEC Energy
WEC
$35.9B
| $146K | ﹤0.01% |
+1,670
| New | +$151K |
|
2268
PUT
Quanta Services
PWR
$101B
| $145K | ﹤0.01% |
3,700
| – | – |
|
2269
Thor Industries
THO
$4.11B
| $145K | ﹤0.01% |
1,361
+1,268
| +1,363% | +$99.2K |
|
2270
Intercontinental Exchange
ICE
$87.2B
| $144K | ﹤0.01% |
1,571
-5,261
| -77% | -$482K |
|
2271
CALL
Lumen
LUMN
$6.6B
| $144K | ﹤0.01% |
14,400
-9,600
| -40% | -$96K |
|
2272
CALL
8x8 Inc
EGHT
$303M
| $143K | ﹤0.01% |
+9,000
| New | +$143K |
|
2273
Rockwell Automation
ROK
$49.5B
| $143K | ﹤0.01% |
672
-1,011
| -60% | -$196K |
|
|
AAN.A
2274
CALL
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $142K | ﹤0.01% |
3,100
-1,200
| -28% | -$55K |
|
2275
Cincinnati Financial
CINF
$26.5B
| $141K | ﹤0.01% |
+2,197
| New | +$145K |
|
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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.