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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 | |
|---|---|---|---|---|---|---|
2376
Genmab
GMAB
$19.6B
| $91K | ﹤0.01% |
+2,683
| New | +$73.1K |
|
2377
CALL
Sonos
SONO
$1.83B
| $91K | ﹤0.01% |
+6,300
| New | +$66.9K |
|
|
HMHC
2378
CALL
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $91K | ﹤0.01% |
50,000
-43,000
| -46% | -$69K |
|
|
STMP
2379
DELISTED
Stamps.com, Inc.
STMP
| $91K | ﹤0.01% |
497
-1,315
| -73% | -$225K |
|
|
KSU
2380
CALL
DELISTED
Kansas City Southern
KSU
| $90K | ﹤0.01% |
600
-1,700
| -74% | -$239K |
|
2381
PUT
Ametek
AME
$59.2B
| $89K | ﹤0.01% |
1,000
-400
| -29% | -$33.6K |
|
2382
Kimco Realty
KIM
$16.2B
| $89K | ﹤0.01% |
+6,957
| New | +$77.4K |
|
2383
Coherent
COHR
$69.8B
| $88K | ﹤0.01% |
+1,855
| New | +$73.5K |
|
2384
Fox Class A
FOXA
$26.1B
| $88K | ﹤0.01% |
3,291
+1,210
| +58% | +$32.7K |
|
2385
CALL
GameStop
GME
$8.36B
| $88K | ﹤0.01% |
80,800
-60,000
| -43% | -$69.3K |
|
2386
J.M. Smucker
SJM
$12.7B
| $88K | ﹤0.01% |
836
+43
| +5% | +$4.83K |
|
|
GTM
2387
ZoomInfo Technologies
GTM
$1.11B
| $88K | ﹤0.01% |
+1,733
| New | +$82.8K |
|
|
NBL
2388
DELISTED
Noble Energy, Inc.
NBL
| $88K | ﹤0.01% |
+9,846
| New | +$88K |
|
2389
Bread Financial
BFH
$4.45B
| $86K | ﹤0.01% |
2,391
-2,245
| -48% | -$79.8K |
|
2390
Equity Residential
EQR
$24.3B
| $86K | ﹤0.01% |
+1,461
| New | +$90.5K |
|
|
WW
2391
CALL
DELISTED
WW International
WW
| $86K | ﹤0.01% |
3,400
-9,500
| -74% | -$221K |
|
|
DNKN
2392
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $86K | ﹤0.01% |
1,325
-21,989
| -94% | -$1.37M |
|
2393
Check Point Software Technologies
CHKP
$13.1B
| $85K | ﹤0.01% |
793
+187
| +31% | +$19.8K |
|
2394
PUT
Invesco
IVZ
$13.9B
| $85K | ﹤0.01% |
7,900
+800
| +11% | +$7.18K |
|
2395
Newell Brands
NWL
$2.62B
| $85K | ﹤0.01% |
5,371
-39,086
| -88% | -$536K |
|
2396
CALL
Old Dominion Freight Line
ODFL
$44.2B
| $85K | ﹤0.01% |
+1,000
| New | +$75.9K |
|
2397
PG&E
PCG
$38.1B
| $85K | ﹤0.01% |
9,610
+2,993
| +45% | +$32.6K |
|
2398
CALL
Regions Financial
RF
$27B
| $85K | ﹤0.01% |
7,700
+3,300
| +75% | +$35.1K |
|
2399
CALL
Verisk Analytics
VRSK
$23.5B
| $85K | ﹤0.01% |
500
+100
| +25% | +$15.8K |
|
2400
Akebia Therapeutics
AKBA
$248M
| $84K | ﹤0.01% |
+6,154
| New | +$63.7K |
|
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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.