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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 | |
|---|---|---|---|---|---|---|
2401
Dover
DOV
$28.1B
| $84K | ﹤0.01% |
873
+123
| +16% | +$11.4K |
|
2402
PUT
Northern Oil and Gas
NOG
$2.56B
| $84K | ﹤0.01% |
10,000
| – | – |
|
2403
PUT
Targa Resources
TRGP
$57.3B
| $84K | ﹤0.01% |
4,200
-2,100
| -33% | -$31.6K |
|
2404
Madison Square Garden
MSGS
$9.94B
| $83K | ﹤0.01% |
+562
| New | +$92.8K |
|
2405
Campbell Soup
CPB
$6.73B
| $82K | ﹤0.01% |
1,650
-9,106
| -85% | -$452K |
|
2406
PUT
Howmet Aerospace
HWM
$113B
| $82K | ﹤0.01% |
5,200
-15,012
| -74% | -$197K |
|
2407
CALL
Moody's
MCO
$82.9B
| $82K | ﹤0.01% |
300
+100
| +50% | +$25.4K |
|
2408
Snap-on
SNA
$21.1B
| $82K | ﹤0.01% |
+591
| New | +$75.1K |
|
2409
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $82K | ﹤0.01% |
+3,100
| New | +$82.9K |
|
2410
TE Connectivity
TEL
$62.1B
| $81K | ﹤0.01% |
+999
| New | +$75.2K |
|
2411
Nutrien
NTR
$31.7B
| $80K | ﹤0.01% |
2,506
-8,565
| -77% | -$298K |
|
2412
Raymond James Financial
RJF
$34.8B
| $80K | ﹤0.01% |
1,742
-4,546
| -72% | -$205K |
|
2413
Toronto Dominion Bank
TD
$203B
| $79K | ﹤0.01% |
1,777
+215
| +14% | +$9.15K |
|
|
CRC
2414
DELISTED
California Resources Corporation
CRC
| $79K | ﹤0.01% |
65,060
+40,926
| +170% | +$69.2K |
|
2415
CALL
Monster Beverage
MNST
$89.2B
| $77K | ﹤0.01% |
4,400
-347,200
| -99% | -$5.67M |
|
2416
Alexandria Real Estate Equities
ARE
$8.27B
| $76K | ﹤0.01% |
+466
| New | +$71.2K |
|
2417
Wolfspeed
WOLF
$1.65B
| $76K | ﹤0.01% |
1,284
-1,061
| -45% | -$51.1K |
|
2418
Frontline
FRO
$8.74B
| $75K | ﹤0.01% |
+10,796
| New | +$91.7K |
|
|
GRUB
2419
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $75K | ﹤0.01% |
531
-40,902
| -99% | -$4.34M |
|
2420
Keurig Dr Pepper
KDP
$39.9B
| $73K | ﹤0.01% |
2,578
+2,577
| +257,700% | +$69.9K |
|
|
STAY
2421
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $72K | ﹤0.01% |
+6,447
| New | +$67.6K |
|
2422
Hormel Foods
HRL
$13.3B
| $71K | ﹤0.01% |
+1,471
| New | +$70.3K |
|
|
PRTY
2423
CALL
DELISTED
Party City Holdco Inc.
PRTY
| $71K | ﹤0.01% |
+47,700
| New | +$44.1K |
|
2424
F5
FFIV
$23.7B
| $70K | ﹤0.01% |
505
-1,006
| -67% | -$135K |
|
2425
CALL
Restaurant Brands International
QSR
$26B
| $70K | ﹤0.01% |
1,300
-1,000
| -43% | -$50.4K |
|
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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.