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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 | |
|---|---|---|---|---|---|---|
476
PUT
American Tower
AMT
$79B
| $23M | 0.03% |
89,100
-12,000
| -12% | -$2.97M |
|
477
PUT
VanEck Oil Services ETF
OIH
$1.97B
| $23M | 0.03% |
+188,570
| New | +$21.1M |
|
478
State Street Energy Select Sector SPDR ETF
XLE
$39.8B
| $22.9M | 0.03% |
1,210,942
+1,180,700
| +3,904% | +$22M |
|
479
lululemon athletica
LULU
$14.3B
| $22.8M | 0.03% |
73,221
+39,087
| +115% | +$10M |
|
480
PUT
Martin Marietta Materials
MLM
$33.3B
| $22.8M | 0.03% |
110,200
+78,300
| +245% | +$15.1M |
|
481
PUT
Blackstone
BX
$110B
| $22.7M | 0.03% |
400,700
+156,300
| +64% | +$8.23M |
|
|
482
CALL
NextEra Energy
NEE
$179B
| $22.7M | 0.03% |
378,000
+262,400
| +227% | +$15.7M |
|
|
BERY
483
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $22.6M | 0.03% |
556,152
+153,222
| +38% | +$5.75M |
|
|
HES
484
PUT
DELISTED
Hess
HES
| $22.4M | 0.03% |
432,000
+208,600
| +93% | +$9.55M |
|
|
CTXS
485
PUT
DELISTED
Citrix Systems Inc
CTXS
| $22.4M | 0.03% |
151,200
-133,500
| -47% | -$19.2M |
|
|
CYBR
486
PUT
DELISTED
CyberArk
CYBR
| $22.3M | 0.03% |
225,100
-3,800
| -2% | -$370K |
|
487
CALL
Carvana
CVNA
$79.2B
| $22.3M | 0.03% |
930,000
+836,000
| +889% | +$15.7M |
|
488
JD.com
JD
$43.1B
| $22.3M | 0.03% |
371,213
+183,366
| +98% | +$9.28M |
|
|
PXD
489
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $22.1M | 0.03% |
225,800
+187,600
| +491% | +$16.5M |
|
490
PUT
NIO
NIO
$11.6B
| $21.9M | 0.03% |
+2,842,100
| New | +$12.5M |
|
491
CALL
HCA Healthcare
HCA
$89.1B
| $21.8M | 0.03% |
224,700
+26,800
| +14% | +$2.79M |
|
|
492
PUT
HCA Healthcare
HCA
$89.1B
| $21.8M | 0.03% |
224,400
+71,500
| +47% | +$7.43M |
|
493
CALL
Colgate-Palmolive
CL
$73.6B
| $21.6M | 0.03% |
295,000
+180,800
| +158% | +$12.8M |
|
|
FISV
494
PUT
Fiserv Inc
FISV
$28B
| $21.6M | 0.03% |
221,000
+109,000
| +97% | +$11M |
|
495
Costco
COST
$419B
| $21.6M | 0.03% |
71,127
-62,437
| -47% | -$19M |
|
496
Air Products & Chemicals
APD
$68.9B
| $21.5M | 0.03% |
88,866
+86,582
| +3,791% | +$19.8M |
|
497
PUT
CSX Corp
CSX
$92.5B
| $21.4M | 0.03% |
920,100
+215,700
| +31% | +$4.77M |
|
|
WBA
498
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $21.3M | 0.02% |
502,700
+400,900
| +394% | +$17M |
|
499
PUT
BP
BP
$111B
| $21.3M | 0.02% |
913,300
+414,300
| +83% | +$9.94M |
|
|
XLNX
500
CALL
DELISTED
Xilinx Inc
XLNX
| $21.2M | 0.02% |
215,400
+84,100
| +64% | +$7.46M |
|
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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.