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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 | |
|---|---|---|---|---|---|---|
776
PUT
Western Midstream Partners
WES
$19.9B
| $9.94M | 0.01% |
+990,000
| New | +$8.2M |
|
777
CALL
Zoom
ZM
$30.8B
| $9.93M | 0.01% |
39,200
-103,500
| -73% | -$18.6M |
|
778
Abbott
ABT
$192B
| $9.93M | 0.01% |
108,606
+33,770
| +45% | +$3.05M |
|
|
SOLN
779
DELISTED
The Southern Company
SOLN
| $9.91M | 0.01% |
225,000
+123,900
| +123% | +$5.81M |
|
780
PUT
Allstate
ALL
$64.7B
| $9.86M | 0.01% |
101,700
+77,600
| +322% | +$7.62M |
|
781
CALL
Freeport-McMoran
FCX
$96.9B
| $9.84M | 0.01% |
850,900
+95,300
| +13% | +$873K |
|
782
Constellation Brands
STZ
$22.9B
| $9.84M | 0.01% |
56,261
-110,495
| -66% | -$18.4M |
|
783
CALL
Sempra
SRE
$56.2B
| $9.84M | 0.01% |
167,800
+166,600
| +13,883% | +$10.2M |
|
784
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$415M
| $9.79M | 0.01% |
+372,100
| New | +$9.95M |
|
785
CALL
Franco-Nevada
FNV
$45.5B
| $9.77M | 0.01% |
69,900
+62,200
| +808% | +$8.26M |
|
786
CALL
American Airlines Group
AAL
$9.88B
| $9.73M | 0.01% |
744,200
+196,100
| +36% | +$2.38M |
|
787
CALL
Automatic Data Processing
ADP
$107B
| $9.71M | 0.01% |
65,200
-29,400
| -31% | -$4.21M |
|
788
CALL
Carrier Global
CARR
$52B
| $9.7M | 0.01% |
+436,400
| New | +$8.11M |
|
789
PUT
Stryker
SYK
$133B
| $9.69M | 0.01% |
53,800
+31,000
| +136% | +$5.72M |
|
790
PUT
Enphase Energy
ENPH
$5.39B
| $9.68M | 0.01% |
203,300
-72,100
| -26% | -$3.45M |
|
791
CALL
Hormel Foods
HRL
$13.4B
| $9.67M | 0.01% |
+200,300
| New | +$9.57M |
|
792
PUT
Agnico Eagle Mines
AEM
$93.8B
| $9.67M | 0.01% |
150,900
+128,400
| +571% | +$7.61M |
|
|
WTRU
793
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
| $9.61M | 0.01% |
83,863
-93,072
| -53% | -$5.27M |
|
794
CALL
Vale
VALE
$61.4B
| $9.59M | 0.01% |
930,800
+831,200
| +835% | +$7.61M |
|
|
DOCU
795
DocuSign
DOCU
$11.1B
| $9.59M | 0.01% |
55,694
+29,179
| +110% | +$3.68M |
|
|
COOP
796
CALL
DELISTED
Mr. Cooper
COOP
| $9.58M | 0.01% |
+770,000
| New | +$7.72M |
|
797
UnitedHealth
UNH
$364B
| $9.54M | 0.01% |
32,346
-126,844
| -80% | -$36.3M |
|
798
PUT
Kinder Morgan
KMI
$70.7B
| $9.53M | 0.01% |
627,700
+293,500
| +88% | +$4.46M |
|
799
D.R. Horton
DHI
$40.8B
| $9.49M | 0.01% |
171,207
-84,843
| -33% | -$4.11M |
|
800
PUT
Crown Castle
CCI
$31.5B
| $9.49M | 0.01% |
56,700
+38,400
| +210% | +$6.18M |
|
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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.