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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 | |
|---|---|---|---|---|---|---|
451
McDonald's
MCD
$194B
| $24.7M | 0.03% |
134,057
-38,526
| -22% | -$7.06M |
|
452
PUT
O'Reilly Automotive
ORLY
$74.9B
| $24.7M | 0.03% |
877,500
-492,000
| -36% | -$12.9M |
|
453
CALL
Autodesk
ADSK
$53.1B
| $24.6M | 0.03% |
102,800
+22,600
| +28% | +$4.44M |
|
454
CALL
Sherwin-Williams
SHW
$88.5B
| $24.6M | 0.03% |
127,500
+100,800
| +378% | +$18.2M |
|
455
PUT
Philip Morris
PM
$290B
| $24.5M | 0.03% |
349,300
+123,200
| +54% | +$8.98M |
|
456
CALL
Marathon Petroleum
MPC
$94.5B
| $24.4M | 0.03% |
652,400
+75,600
| +13% | +$2.43M |
|
457
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $24.3M | 0.03% |
381,176
+264,116
| +226% | +$15.6M |
|
458
Johnson & Johnson
JNJ
$626B
| $24.1M | 0.03% |
171,258
-16,855
| -9% | -$2.46M |
|
459
PUT
MGM Resorts International
MGM
$11.1B
| $24M | 0.03% |
1,430,000
+933,800
| +188% | +$15.1M |
|
460
Goldman Sachs
GS
$301B
| $24M | 0.03% |
121,515
-106,106
| -47% | -$19.9M |
|
461
CALL
EOG Resources
EOG
$75.2B
| $24M | 0.03% |
474,100
+300,000
| +172% | +$14.5M |
|
462
CALL
Mercado Libre
MELI
$98.4B
| $23.9M | 0.03% |
24,200
+16,700
| +223% | +$12.5M |
|
|
BHVN
463
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $23.8M | 0.03% |
326,000
+216,000
| +196% | +$11.5M |
|
464
PUT
Darden Restaurants
DRI
$24.9B
| $23.8M | 0.03% |
314,400
+257,800
| +455% | +$18.3M |
|
465
CALL
Estee Lauder
EL
$31.8B
| $23.8M | 0.03% |
126,100
-99,700
| -44% | -$17.8M |
|
|
466
PUT
Sherwin-Williams
SHW
$88.5B
| $23.6M | 0.03% |
122,700
+30,900
| +34% | +$5.57M |
|
467
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $23.6M | 0.03% |
91,500
-102,100
| -53% | -$25.1M |
|
468
CALL
Carlyle Group
CG
$17.2B
| $23.6M | 0.03% |
845,000
+60,000
| +8% | +$1.54M |
|
469
PUT
Bilibili
BILI
$7.53B
| $23.6M | 0.03% |
508,800
-281,500
| -36% | -$9.14M |
|
470
Booking.com
BKNG
$160B
| $23.5M | 0.03% |
368,600
-1,380,200
| -79% | -$84M |
|
471
PUT
GE Aerospace
GE
$382B
| $23.5M | 0.03% |
689,347
-78,690
| -10% | -$2.65M |
|
|
472
CALL
Bilibili
BILI
$7.53B
| $23.4M | 0.03% |
505,600
+75,300
| +17% | +$2.45M |
|
473
PUT
General Dynamics
GD
$106B
| $23.4M | 0.03% |
156,500
+41,400
| +36% | +$5.85M |
|
474
CALL
Capital One
COF
$134B
| $23.3M | 0.03% |
372,600
+281,600
| +309% | +$17.5M |
|
475
Coca-Cola
KO
$372B
| $23.3M | 0.03% |
521,791
-163,331
| -24% | -$7.52M |
|
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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.