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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 | |
|---|---|---|---|---|---|---|
951
PUT
T-Mobile US
TMUS
$190B
| $6.51M | 0.01% |
62,600
-12,100
| -16% | -$1.16M |
|
952
CALL
iShares MSCI Japan ETF
EWJ
$23.1B
| $6.51M | 0.01% |
118,700
-31,800
| -21% | -$1.69M |
|
953
PUT
Crown Holdings
CCK
$13.1B
| $6.51M | 0.01% |
100,000
-45,000
| -31% | -$2.83M |
|
954
CALL
Corning
GLW
$144B
| $6.51M | 0.01% |
251,200
+189,400
| +306% | +$4.29M |
|
955
PUT
JetBlue
JBLU
$2.18B
| $6.5M | 0.01% |
+596,800
| New | +$5.88M |
|
956
PUT
Agilent Technologies
A
$41.9B
| $6.5M | 0.01% |
73,600
+61,600
| +513% | +$5.05M |
|
957
Procter & Gamble
PG
$335B
| $6.49M | 0.01% |
54,251
-34,583
| -39% | -$4.03M |
|
958
CALL
Archer Daniels Midland
ADM
$38.4B
| $6.48M | 0.01% |
162,100
+85,400
| +111% | +$3.2M |
|
|
ALXN
959
DELISTED
Alexion Pharmaceuticals
ALXN
| $6.46M | 0.01% |
57,557
+10,585
| +23% | +$1.12M |
|
960
Altria Group
MO
$107B
| $6.43M | 0.01% |
163,958
+81,521
| +99% | +$3.18M |
|
961
PUT
Fortinet
FTNT
$118B
| $6.42M | 0.01% |
234,000
+135,000
| +136% | +$3.39M |
|
962
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $6.42M | 0.01% |
93,466
+18,431
| +25% | +$1.2M |
|
963
Halliburton
HAL
$27.7B
| $6.41M | 0.01% |
493,806
-162,103
| -25% | -$1.75M |
|
964
PUT
Golar LNG
GLNG
$5.2B
| $6.39M | 0.01% |
882,800
+4,000
| +0.5% | +$27.7K |
|
965
CALL
Norwegian Cruise Line
NCLH
$8.69B
| $6.39M | 0.01% |
388,700
+384,200
| +8,538% | +$5.63M |
|
|
HMTV
966
PUT
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $6.39M | 0.01% |
650,000
+250,000
| +63% | +$2.28M |
|
967
American Electric Power
AEP
$67.9B
| $6.37M | 0.01% |
79,957
-87,308
| -52% | -$7.13M |
|
|
KL
968
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $6.33M | 0.01% |
+153,600
| New | +$5.94M |
|
|
FL
969
CALL
DELISTED
Foot Locker
FL
| $6.33M | 0.01% |
217,100
+119,400
| +122% | +$3.15M |
|
970
PUT
Enterprise Products Partners
EPD
$81.9B
| $6.33M | 0.01% |
348,100
+262,000
| +304% | +$4.69M |
|
971
CALL
Kohl's
KSS
$2.19B
| $6.31M | 0.01% |
304,200
+213,900
| +237% | +$4.12M |
|
|
972
CALL
T-Mobile US
TMUS
$190B
| $6.3M | 0.01% |
60,500
+39,090
| +183% | +$3.75M |
|
973
Northrop Grumman
NOC
$82B
| $6.28M | 0.01% |
20,441
-11,331
| -36% | -$3.72M |
|
974
CALL
Teradyne
TER
$63B
| $6.23M | 0.01% |
73,800
+43,900
| +147% | +$2.94M |
|
975
Skyworks Solutions
SWKS
$10.5B
| $6.23M | 0.01% |
48,727
-50,315
| -51% | -$5.57M |
|
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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.