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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 | |
|---|---|---|---|---|---|---|
2301
PUT
Signet Jewelers
SIG
$3.6B
| $128K | ﹤0.01% |
12,500
-15,700
| -56% | -$155K |
|
2302
PUT
Jacobs Solutions
J
$16.8B
| $127K | ﹤0.01% |
+1,813
| New | +$122K |
|
2303
PUT
Transocean
RIG
$6.39B
| $127K | ﹤0.01% |
70,000
-141,800
| -67% | -$220K |
|
2304
CALL
Euronet Worldwide
EEFT
$2.78B
| $126K | ﹤0.01% |
1,300
+500
| +63% | +$46.2K |
|
2305
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $126K | ﹤0.01% |
8,100
-2,700
| -25% | -$41.8K |
|
|
RUTH
2306
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $126K | ﹤0.01% |
+15,471
| New | +$135K |
|
2307
CALL
Cadence Design Systems
CDNS
$89.2B
| $125K | ﹤0.01% |
1,300
-5,100
| -80% | -$427K |
|
|
HOLX
2308
PUT
DELISTED
Hologic
HOLX
| $125K | ﹤0.01% |
+2,200
| New | +$108K |
|
2309
Axalta
AXTA
$7.93B
| $123K | ﹤0.01% |
5,469
+3,623
| +196% | +$74.1K |
|
2310
PUT
Levi Strauss
LEVI
$8.63B
| $123K | ﹤0.01% |
9,200
-131,600
| -93% | -$1.73M |
|
2311
Republic Services
RSG
$65.9B
| $123K | ﹤0.01% |
1,504
+173
| +13% | +$13.9K |
|
|
SPR
2312
DELISTED
Spirit AeroSystems
SPR
| $123K | ﹤0.01% |
5,141
+4,969
| +2,889% | +$113K |
|
2313
CALL
Vornado Realty Trust
VNO
$7.41B
| $123K | ﹤0.01% |
+3,200
| New | +$124K |
|
|
DISH
2314
CALL
DELISTED
DISH Network Corp.
DISH
| $122K | ﹤0.01% |
3,600
+1,200
| +50% | +$33.4K |
|
2315
PUT
Genuine Parts
GPC
$18.7B
| $121K | ﹤0.01% |
+1,400
| New | +$111K |
|
|
CMA
2316
DELISTED
Comerica
CMA
| $120K | ﹤0.01% |
+3,145
| New | +$110K |
|
2317
CALL
Equifax
EFX
$21.8B
| $120K | ﹤0.01% |
700
+300
| +75% | +$44.4K |
|
2318
Upland Software
UPLD
$17.9M
| $120K | ﹤0.01% |
+346
| New | +$108K |
|
2319
PUT
Qiagen
QGEN
$8.93B
| $119K | ﹤0.01% |
2,641
-12,825
| -83% | -$574K |
|
2320
SolarEdge
SEDG
$1.98B
| $119K | ﹤0.01% |
855
-26,496
| -97% | -$3.24M |
|
|
AXON
2321
PUT
Axon Enterprise
AXON
$50B
| $118K | ﹤0.01% |
+1,200
| New | +$97K |
|
2322
SL Green Realty
SLG
$4.08B
| $118K | ﹤0.01% |
+2,482
| New | +$114K |
|
|
GRMN
2323
CALL
Garmin
GRMN
$60.2B
| $117K | ﹤0.01% |
1,200
-700
| -37% | -$59.9K |
|
|
2324
Transocean
RIG
$6.39B
| $117K | ﹤0.01% |
64,186
-450,036
| -88% | -$699K |
|
2325
Zebra Technologies
ZBRA
$18B
| $116K | ﹤0.01% |
+452
| New | +$106K |
|
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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.