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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 | |
|---|---|---|---|---|---|---|
501
Kraft Heinz
KHC
$29B
| $21M | 0.02% |
659,582
-101,759
| -13% | -$3.06M |
|
502
CALL
Philip Morris
PM
$289B
| $21M | 0.02% |
299,800
-848,600
| -74% | -$61.9M |
|
503
PUT
Cigna
CI
$72.4B
| $20.9M | 0.02% |
111,500
-48,600
| -30% | -$9.22M |
|
|
SCHW
504
PUT
Charles Schwab
SCHW
$188B
| $20.9M | 0.02% |
618,500
+356,900
| +136% | +$12.8M |
|
505
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $20.8M | 0.02% |
80,800
+45,000
| +126% | +$11.1M |
|
506
PUT
Baxter International
BAX
$13.9B
| $20.6M | 0.02% |
239,000
+203,100
| +566% | +$17.7M |
|
|
RDFN
507
PUT
DELISTED
Redfin
RDFN
| $20.6M | 0.02% |
490,400
+84,100
| +21% | +$2.22M |
|
508
CALL
Tencent Music
TME
$13.7B
| $20.5M | 0.02% |
1,523,100
-894,300
| -37% | -$10.6M |
|
509
PUT
Dollar Tree
DLTR
$24.6B
| $20.4M | 0.02% |
220,100
+33,000
| +18% | +$2.75M |
|
510
Lyft
LYFT
$6.28B
| $20.4M | 0.02% |
617,766
+465,021
| +304% | +$14.7M |
|
511
PUT
Sun Communities
SUI
$14.5B
| $20.4M | 0.02% |
+150,000
| New | +$19.9M |
|
512
PUT
Illinois Tool Works
ITW
$83.4B
| $20.3M | 0.02% |
116,400
+47,700
| +69% | +$7.79M |
|
|
HES
513
CALL
DELISTED
Hess
HES
| $20.3M | 0.02% |
392,200
+277,900
| +243% | +$12.7M |
|
514
PUT
Royal Caribbean
RCL
$82.3B
| $20.2M | 0.02% |
402,500
-152,300
| -27% | -$6.89M |
|
515
United States Oil Fund
USO
$1.8B
| $20.2M | 0.02% |
720,574
+582,102
| +420% | +$15.9M |
|
516
PUT
PNC Financial Services
PNC
$102B
| $20.1M | 0.02% |
191,000
+108,200
| +131% | +$11.4M |
|
|
MXIM
517
CALL
DELISTED
Maxim Integrated Products
MXIM
| $20.1M | 0.02% |
+331,200
| New | +$18.4M |
|
|
CHNGU
518
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
| $20M | 0.02% |
+209,325
| New | +$9.32M |
|
519
PUT
Valero Energy
VLO
$93.8B
| $20M | 0.02% |
340,200
+199,900
| +142% | +$11.9M |
|
520
Merck
MRK
$328B
| $20M | 0.02% |
270,985
-74,849
| -22% | -$5.63M |
|
521
PUT
Prudential Financial
PRU
$42.1B
| $20M | 0.02% |
328,300
+236,400
| +257% | +$13.9M |
|
522
CALL
AutoZone
AZO
$49.5B
| $20M | 0.02% |
17,700
+7,200
| +69% | +$7.59M |
|
523
PUT
Chewy
CHWY
$9.1B
| $19.9M | 0.02% |
444,500
+438,900
| +7,838% | +$19.1M |
|
524
CALL
Roku
ROKU
$22.4B
| $19.8M | 0.02% |
170,100
+58,900
| +53% | +$6.74M |
|
525
Chipotle Mexican Grill
CMG
$41.5B
| $19.8M | 0.02% |
941,850
-142,150
| -13% | -$2.63M |
|
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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.