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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 | |
|---|---|---|---|---|---|---|
2351
Molson Coors Class B
TAP
$7.86B
| $99K | ﹤0.01% |
2,893
-13,951
| -83% | -$557K |
|
|
YELL
2352
DELISTED
Yellow Corporation Common Stock
YELL
| $99K | ﹤0.01% |
53,605
+28,741
| +116% | +$46.9K |
|
2353
American Homes 4 Rent
AMH
$12.4B
| $98K | ﹤0.01% |
+3,654
| New | +$91.1K |
|
2354
CALL
Ball Corp
BALL
$16.4B
| $97K | ﹤0.01% |
1,400
-28,100
| -95% | -$1.9M |
|
2355
Howmet Aerospace
HWM
$112B
| $97K | ﹤0.01% |
6,147
-13,460
| -69% | -$177K |
|
|
MRSH
2356
CALL
Marsh
MRSH
$90B
| $97K | ﹤0.01% |
+900
| New | +$91.1K |
|
2357
Banco Santander
SAN
$211B
| $97K | ﹤0.01% |
+41,887
| New | +$91.6K |
|
|
LDL
2358
DELISTED
Lydall, Inc.
LDL
| $97K | ﹤0.01% |
+7,153
| New | +$79.1K |
|
2359
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $96K | ﹤0.01% |
1,174
-365,885
| -100% | -$29.5M |
|
|
IPG
2360
DELISTED
Interpublic Group of Companies
IPG
| $96K | ﹤0.01% |
+5,577
| New | +$91.9K |
|
2361
Invesco
IVZ
$14.3B
| $96K | ﹤0.01% |
8,924
+2,293
| +35% | +$20.6K |
|
2362
Jack in the Box
JACK
$357M
| $96K | ﹤0.01% |
+1,293
| New | +$79.7K |
|
2363
PUT
Lamb Weston
LW
$7.39B
| $96K | ﹤0.01% |
1,500
-500
| -25% | -$30.2K |
|
2364
McCormick & Company Non-Voting
MKC
$14.6B
| $96K | ﹤0.01% |
+1,074
| New | +$88.5K |
|
2365
CALL
Pultegroup
PHM
$24.9B
| $95K | ﹤0.01% |
2,800
+2,400
| +600% | +$72.1K |
|
2366
Workday
WDAY
$50.7B
| $95K | ﹤0.01% |
506
-11,090
| -96% | -$1.79M |
|
2367
Xerox
XRX
$412M
| $94K | ﹤0.01% |
6,175
-10,172
| -62% | -$175K |
|
|
2368
PUT
Xerox
XRX
$412M
| $94K | ﹤0.01% |
6,100
-11,400
| -65% | -$197K |
|
2369
First Majestic Silver
AG
$9.27B
| $93K | ﹤0.01% |
+9,336
| New | +$79.1K |
|
2370
CALL
Prologis
PLD
$134B
| $93K | ﹤0.01% |
1,000
-62,000
| -98% | -$5.53M |
|
|
WORK
2371
DELISTED
Slack Technologies, Inc.
WORK
| $93K | ﹤0.01% |
2,985
+1,241
| +71% | +$37.3K |
|
2372
Principal Financial Group
PFG
$24.6B
| $92K | ﹤0.01% |
+2,208
| New | +$80.6K |
|
|
PPL
2373
PPL Corp
PPL
$26.8B
| $92K | ﹤0.01% |
3,547
-56,464
| -94% | -$1.47M |
|
|
WLL
2374
DELISTED
Whiting Petroleum Corporation
WLL
| $92K | ﹤0.01% |
1,083
-113
| -9% | -$8.81K |
|
2375
BioMarin Pharmaceuticals
BMRN
$13.2B
| $91K | ﹤0.01% |
740
-25,326
| -97% | -$2.52M |
|
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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.