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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 | |
|---|---|---|---|---|---|---|
551
CALL
American International
AIG
$40B
| $18.3M | 0.02% |
587,030
+162,100
| +38% | +$4.55M |
|
552
PUT
Hershey
HSY
$36.8B
| $18.3M | 0.02% |
140,800
-38,800
| -22% | -$5.22M |
|
553
CALL
Stryker
SYK
$133B
| $18.2M | 0.02% |
101,200
+81,400
| +411% | +$15M |
|
554
CALL
Enphase Energy
ENPH
$5.41B
| $18.1M | 0.02% |
380,700
+100,200
| +36% | +$4.79M |
|
555
CALL
iQIYI
IQ
$1.29B
| $17.9M | 0.02% |
773,000
+671,400
| +661% | +$12.5M |
|
556
Qualcomm
QCOM
$172B
| $17.9M | 0.02% |
196,353
-377,637
| -66% | -$30.3M |
|
|
EA
557
DELISTED
Electronic Arts
EA
| $17.7M | 0.02% |
133,782
+122,343
| +1,070% | +$14.5M |
|
558
Sony
SONY
$137B
| $17.6M | 0.02% |
1,274,620
+1,190,235
| +1,410% | +$15.5M |
|
559
PUT
Freeport-McMoran
FCX
$96.5B
| $17.5M | 0.02% |
1,515,800
+133,600
| +10% | +$1.22M |
|
560
PUT
Simon Property Group
SPG
$71.3B
| $17.5M | 0.02% |
256,300
+245,600
| +2,295% | +$15.4M |
|
561
PUT
Halliburton
HAL
$27.9B
| $17.5M | 0.02% |
1,350,600
+469,700
| +53% | +$5.06M |
|
|
MRSH
562
PUT
Marsh
MRSH
$90.2B
| $17.5M | 0.02% |
163,200
+160,900
| +6,996% | +$16.3M |
|
563
iShares Silver Trust
SLV
$31.8B
| $17.4M | 0.02% |
1,024,960
+405,805
| +66% | +$6.2M |
|
564
PUT
Centene
CNC
$32.9B
| $17.4M | 0.02% |
273,300
-51,200
| -16% | -$3.33M |
|
565
CALL
Aon
AON
$74.7B
| $17.3M | 0.02% |
+89,900
| New | +$16.8M |
|
566
PUT
Masco
MAS
$14.7B
| $17.2M | 0.02% |
342,400
+110,000
| +47% | +$4.77M |
|
|
567
CALL
Centene
CNC
$32.9B
| $17.1M | 0.02% |
269,000
+128,400
| +91% | +$8.36M |
|
568
CALL
Beyond Meat
BYND
$206M
| $17.1M | 0.02% |
127,700
+75,800
| +146% | +$8.98M |
|
569
Mondelez International
MDLZ
$79.3B
| $17M | 0.02% |
333,173
-3,026
| -0.9% | -$155K |
|
570
PUT
Petrobras
PBR
$116B
| $17M | 0.02% |
2,057,100
-409,700
| -17% | -$2.97M |
|
|
AYX
571
PUT
DELISTED
Alteryx Inc
AYX
| $17M | 0.02% |
103,300
+34,800
| +51% | +$4.51M |
|
572
PUT
Norfolk Southern
NSC
$75.4B
| $16.9M | 0.02% |
96,500
+32,700
| +51% | +$5.54M |
|
|
VMW
573
CALL
DELISTED
VMware, Inc
VMW
| $16.9M | 0.02% |
109,400
+85,700
| +362% | +$11.8M |
|
574
CALL
Chubb
CB
$133B
| $16.9M | 0.02% |
133,200
+97,400
| +272% | +$11.3M |
|
575
PUT
GDS Holdings
GDS
$6.49B
| $16.8M | 0.02% |
211,400
+18,100
| +9% | +$1.12M |
|
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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.