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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 | |
|---|---|---|---|---|---|---|
1401
PUT
Newell Brands
NWL
$2.66B
| $2.18M | ﹤0.01% |
137,000
-73,200
| -35% | -$1M |
|
1402
PUT
State Street
STT
$52.2B
| $2.17M | ﹤0.01% |
34,100
+27,800
| +441% | +$1.68M |
|
1403
Teladoc Health
TDOC
$1.23B
| $2.16M | ﹤0.01% |
11,310
+10,318
| +1,040% | +$1.81M |
|
|
MIXT
1404
PUT
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $2.16M | ﹤0.01% |
+250,000
| New | +$2.2M |
|
1405
Carnival Corporation Ltd
CCL
$39.2B
| $2.15M | ﹤0.01% |
131,110
-282,917
| -68% | -$4.24M |
|
1406
Kroger
KR
$34.9B
| $2.15M | ﹤0.01% |
63,483
+15,106
| +31% | +$490K |
|
1407
PUT
Duke Energy
DUK
$96.5B
| $2.14M | ﹤0.01% |
26,800
+21,000
| +362% | +$1.77M |
|
1408
Clorox
CLX
$12.8B
| $2.14M | ﹤0.01% |
9,748
-2,133
| -18% | -$426K |
|
|
1409
CALL
Clorox
CLX
$12.8B
| $2.13M | ﹤0.01% |
9,700
-11,400
| -54% | -$2.28M |
|
1410
Peloton Interactive
PTON
$2.38B
| $2.13M | ﹤0.01% |
36,910
+36,779
| +28,076% | +$1.52M |
|
1411
CALL
Wyndham Hotels & Resorts
WH
$5.57B
| $2.13M | ﹤0.01% |
+50,000
| New | +$2.04M |
|
|
GRUB
1412
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $2.13M | ﹤0.01% |
15,150
-35,700
| -70% | -$3.78M |
|
1413
Carlyle Group
CG
$17.3B
| $2.13M | ﹤0.01% |
76,247
+71,414
| +1,478% | +$1.83M |
|
|
FTCH
1414
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $2.13M | ﹤0.01% |
123,200
-76,800
| -38% | -$1.04M |
|
1415
CALL
Collegium Pharmaceutical
COLL
$902M
| $2.12M | ﹤0.01% |
+121,000
| New | +$2.37M |
|
1416
JetBlue
JBLU
$2.21B
| $2.11M | ﹤0.01% |
+193,950
| New | +$1.91M |
|
1417
Arista Networks
ANET
$261B
| $2.11M | ﹤0.01% |
160,512
-393,120
| -71% | -$5.32M |
|
1418
BHP
BHP
$224B
| $2.11M | ﹤0.01% |
47,484
-402,583
| -89% | -$15.8M |
|
1419
American Water Works
AWK
$26.9B
| $2.11M | ﹤0.01% |
16,369
+9,142
| +126% | +$1.14M |
|
|
FITB
1420
CALL
Fifth Third Bancorp
FITB
$53B
| $2.1M | ﹤0.01% |
109,000
-453,900
| -81% | -$8.41M |
|
1421
Zoetis
ZTS
$30.7B
| $2.08M | ﹤0.01% |
15,161
-9,339
| -38% | -$1.22M |
|
|
SGI
1422
Somnigroup International
SGI
$13.6B
| $2.08M | ﹤0.01% |
115,360
-242,652
| -68% | -$3.48M |
|
1423
CALL
Altisource Portfolio Solutions
ASPS
$65.2M
| $2.06M | ﹤0.01% |
+17,500
| New | +$1.44M |
|
1424
Cognizant
CTSH
$26.4B
| $2.05M | ﹤0.01% |
36,155
-103,330
| -74% | -$5.55M |
|
|
ESPR
1425
PUT
DELISTED
Esperion Therapeutics
ESPR
| $2.05M | ﹤0.01% |
+40,000
| New | +$1.67M |
|
Similar funds
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.