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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 | |
|---|---|---|---|---|---|---|
976
CALL
Cboe Global Markets
CBOE
$30.4B
| $6.13M | 0.01% |
+65,700
| New | +$6.47M |
|
977
PUT
International Paper
IP
$21.8B
| $6.12M | 0.01% |
183,322
+148,685
| +429% | +$4.73M |
|
978
EOG Resources
EOG
$75.1B
| $6.09M | 0.01% |
120,191
+56,176
| +88% | +$2.72M |
|
979
CALL
International Flavors & Fragrances
IFF
$21.4B
| $6.06M | 0.01% |
49,500
+39,400
| +390% | +$4.98M |
|
980
Comcast
CMCSA
$90.4B
| $6.02M | 0.01% |
154,484
-783,372
| -84% | -$29.8M |
|
|
ATVI
981
DELISTED
Activision Blizzard
ATVI
| $6.01M | 0.01% |
79,251
-63,179
| -44% | -$4.41M |
|
982
Tyson Foods
TSN
$19.6B
| $6M | 0.01% |
100,529
+23,974
| +31% | +$1.45M |
|
983
CALL
Apollo Global Management
APO
$81.9B
| $6M | 0.01% |
120,000
+59,900
| +100% | +$2.63M |
|
984
CALL
Sunrun
RUN
$2.37B
| $6M | 0.01% |
304,000
+127,900
| +73% | +$1.96M |
|
985
CALL
Fortinet
FTNT
$118B
| $5.99M | 0.01% |
218,000
+130,000
| +148% | +$3.26M |
|
986
PUT
Air Products & Chemicals
APD
$67.7B
| $5.99M | 0.01% |
24,800
+20,300
| +451% | +$4.63M |
|
987
CALL
Exelon
EXC
$46.6B
| $5.97M | 0.01% |
230,489
+60,987
| +36% | +$1.62M |
|
988
PUT
Kohl's
KSS
$2.19B
| $5.95M | 0.01% |
286,600
+40,800
| +17% | +$786K |
|
989
PUT
Tencent Music
TME
$13.9B
| $5.93M | 0.01% |
440,700
-1,149,100
| -72% | -$13.6M |
|
990
CALL
StoneCo
STNE
$2.43B
| $5.93M | 0.01% |
152,800
-110,600
| -42% | -$3.22M |
|
991
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$141M
| $5.88M | 0.01% |
2,705
+1,665
| +160% | +$4M |
|
992
CALL
Madison Square Garden
MSGS
$9.97B
| $5.88M | 0.01% |
40,000
-16,080
| -29% | -$2.66M |
|
|
993
PUT
Madison Square Garden
MSGS
$9.97B
| $5.88M | 0.01% |
40,000
-16,080
| -29% | -$2.66M |
|
994
CALL
TransUnion
TRU
$15.2B
| $5.88M | 0.01% |
+67,500
| New | +$5.39M |
|
995
CALL
Fox Class A
FOXA
$26.5B
| $5.85M | 0.01% |
218,300
+156,000
| +250% | +$4.21M |
|
996
PUT
Deckers Outdoor
DECK
$12.4B
| $5.84M | 0.01% |
178,200
-47,400
| -21% | -$1.31M |
|
997
CALL
Shake Shack
SHAK
$2.94B
| $5.82M | 0.01% |
109,800
+59,300
| +117% | +$3M |
|
998
CALL
Parker-Hannifin
PH
$135B
| $5.81M | 0.01% |
31,700
+20,300
| +178% | +$3.28M |
|
999
Lam Research
LRCX
$408B
| $5.8M | 0.01% |
179,430
-1,899,780
| -91% | -$51.8M |
|
1000
CALL
Motorola Solutions
MSI
$77.7B
| $5.8M | 0.01% |
41,400
+35,300
| +579% | +$5M |
|
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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.