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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 | |
|---|---|---|---|---|---|---|
26
PUT
Alibaba
BABA
$309B
| $390M | 0.46% |
1,808,500
-296,900
| -14% | -$61.8M |
|
|
27
CALL
Bank of America
BAC
$447B
| $346M | 0.4% |
14,563,600
+6,174,000
| +74% | +$146M |
|
28
PUT
PayPal
PYPL
$50.8B
| $344M | 0.4% |
1,971,800
-1,131,100
| -36% | -$156M |
|
29
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.7B
| $336M | 0.39% |
2,050,300
-529,400
| -21% | -$87.2M |
|
|
30
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.7B
| $336M | 0.39% |
2,050,000
-344,200
| -14% | -$56.7M |
|
31
PUT
Citigroup
C
$228B
| $310M | 0.36% |
6,068,500
+4,160,700
| +218% | +$197M |
|
32
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.1B
| $308M | 0.36% |
13,292,300
+7,833,100
| +143% | +$178M |
|
33
PUT
Mercado Libre
MELI
$97B
| $300M | 0.35% |
304,000
+29,400
| +11% | +$22M |
|
34
PUT
Visa
V
$680B
| $297M | 0.35% |
1,537,500
+18,800
| +1% | +$3.43M |
|
35
PUT
Adobe
ADBE
$107B
| $294M | 0.34% |
675,600
-442,300
| -40% | -$164M |
|
36
CALL
Caterpillar
CAT
$391B
| $275M | 0.32% |
2,170,500
+1,325,400
| +157% | +$157M |
|
37
PUT
Mastercard
MA
$496B
| $274M | 0.32% |
927,500
+428,300
| +86% | +$121M |
|
38
PUT
Walt Disney
DIS
$180B
| $271M | 0.32% |
2,432,600
-2,414,400
| -50% | -$267M |
|
|
39
PUT
Bank of America
BAC
$447B
| $268M | 0.31% |
11,276,600
+5,134,400
| +84% | +$121M |
|
40
PUT
JPMorgan Chase
JPM
$958B
| $266M | 0.31% |
2,832,000
+1,906,800
| +206% | +$181M |
|
41
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $256M | 0.3% |
6,450,400
-8,803,300
| -58% | -$343M |
|
42
PUT
Home Depot
HD
$355B
| $248M | 0.29% |
990,100
+140,000
| +16% | +$32M |
|
43
PUT
Starbucks
SBUX
$121B
| $248M | 0.29% |
3,365,200
+1,191,000
| +55% | +$89.5M |
|
44
CALL
Tesla
TSLA
$1.32T
| $247M | 0.29% |
3,433,500
+844,500
| +33% | +$45.7M |
|
45
PUT
Intel
INTC
$492B
| $246M | 0.29% |
4,111,400
-1,480,200
| -26% | -$88.5M |
|
46
PUT
Qualcomm
QCOM
$172B
| $245M | 0.29% |
2,688,100
+1,425,500
| +113% | +$114M |
|
47
CALL
Meta Platforms (Facebook)
META
$1.55T
| $244M | 0.29% |
1,074,600
-1,470,000
| -58% | -$307M |
|
|
48
PUT
Caterpillar
CAT
$391B
| $240M | 0.28% |
1,898,300
+465,400
| +32% | +$55.2M |
|
|
49
CALL
Amazon
AMZN
$2.96T
| $231M | 0.27% |
1,678,000
-3,312,000
| -66% | -$400M |
|
|
50
Meta Platforms (Facebook)
META
$1.55T
| $229M | 0.27% |
1,008,385
-619,947
| -38% | -$129M |
|
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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.