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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 | |
|---|---|---|---|---|---|---|
401
PUT
Marathon Petroleum
MPC
$94.5B
| $29M | 0.03% |
775,200
+338,600
| +78% | +$10.9M |
|
402
CALL
Old National Bancorp
ONB
$10.3B
| $28.9M | 0.03% |
2,098,600
+1,575,600
| +301% | +$21.3M |
|
|
WORK
403
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $28.9M | 0.03% |
928,100
+684,100
| +280% | +$20.6M |
|
404
CALL
Edison International
EIX
$26.9B
| $28.7M | 0.03% |
529,300
+222,700
| +73% | +$12.8M |
|
405
CALL
Bath & Body Works
BBWI
$3.81B
| $28.7M | 0.03% |
2,369,597
+1,333,981
| +129% | +$14.9M |
|
406
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $28.4M | 0.03% |
543,236
+448,840
| +475% | +$21.1M |
|
407
PUT
Automatic Data Processing
ADP
$108B
| $28.4M | 0.03% |
190,400
-18,500
| -9% | -$2.65M |
|
408
PUT
Baidu
BIDU
$35.9B
| $28.2M | 0.03% |
235,000
-483,900
| -67% | -$51.8M |
|
409
PUT
Kraft Heinz
KHC
$29.2B
| $28.2M | 0.03% |
883,500
+60,200
| +7% | +$1.81M |
|
410
PUT
Herbalife
HLF
$1.23B
| $28.1M | 0.03% |
624,800
+206,100
| +49% | +$8M |
|
411
CALL
MetLife
MET
$61.5B
| $28.1M | 0.03% |
769,100
+62,100
| +9% | +$2.16M |
|
412
CALL
iShares US Real Estate ETF
IYR
$4.48B
| $28M | 0.03% |
355,200
-1,211,800
| -77% | -$91.9M |
|
413
Caterpillar
CAT
$388B
| $27.9M | 0.03% |
220,351
-302,898
| -58% | -$35.9M |
|
414
CALL
Skyworks Solutions
SWKS
$10.3B
| $27.6M | 0.03% |
216,200
-51,200
| -19% | -$5.67M |
|
415
Alibaba
BABA
$306B
| $27.5M | 0.03% |
127,708
-495,743
| -80% | -$103M |
|
416
PUT
American International
AIG
$40.4B
| $27.4M | 0.03% |
880,100
+184,200
| +26% | +$5.17M |
|
417
CALL
Southwest Airlines
LUV
$22.3B
| $27.4M | 0.03% |
802,200
+485,800
| +154% | +$15.4M |
|
418
Salesforce
CRM
$162B
| $27.3M | 0.03% |
145,584
-56,147
| -28% | -$9.46M |
|
419
Chevron
CVX
$386B
| $27.2M | 0.03% |
305,104
-44,344
| -13% | -$3.97M |
|
|
EA
420
CALL
DELISTED
Electronic Arts
EA
| $27.1M | 0.03% |
205,600
+167,800
| +444% | +$19.8M |
|
421
CVS Health
CVS
$120B
| $27.1M | 0.03% |
417,141
-319,485
| -43% | -$20.1M |
|
422
Mastercard
MA
$492B
| $26.8M | 0.03% |
90,751
-52,132
| -36% | -$14.7M |
|
423
PUT
Atlassian
TEAM
$39.1B
| $26.7M | 0.03% |
148,300
+77,800
| +110% | +$12.9M |
|
|
ATVI
424
CALL
DELISTED
Activision Blizzard
ATVI
| $26.6M | 0.03% |
349,700
+56,400
| +19% | +$3.93M |
|
425
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $26.5M | 0.03% |
414,600
+183,000
| +79% | +$10.8M |
|
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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.