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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Fidelity National Information Services
FIS
$21.6B
| $2.83M | ﹤0.01% |
21,100
-11,600
| -35% | -$1.52M |
|
1302
Cintas
CTAS
$81.4B
| $2.8M | ﹤0.01% |
42,044
-37,764
| -47% | -$2.18M |
|
1303
Illinois Tool Works
ITW
$83.3B
| $2.8M | ﹤0.01% |
16,006
-11,023
| -41% | -$1.8M |
|
1304
Churchill Downs
CHDN
$6.17B
| $2.78M | ﹤0.01% |
+41,808
| New | +$2.38M |
|
|
ATH
1305
PUT
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.78M | ﹤0.01% |
89,200
| – | – |
|
|
1306
CALL
Fidelity National Information Services
FIS
$21.6B
| $2.78M | ﹤0.01% |
20,700
+5,000
| +32% | +$657K |
|
1307
FirstEnergy
FE
$27.2B
| $2.76M | ﹤0.01% |
71,101
+66,351
| +1,397% | +$2.74M |
|
|
GRUB
1308
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $2.75M | ﹤0.01% |
19,600
-68,150
| -78% | -$7.22M |
|
1309
Agnico Eagle Mines
AEM
$93.8B
| $2.74M | ﹤0.01% |
42,721
+21,495
| +101% | +$1.27M |
|
1310
Micron Technology
MU
$1.03T
| $2.72M | ﹤0.01% |
52,859
-1,456,461
| -96% | -$68.7M |
|
1311
PUT
LyondellBasell Industries
LYB
$20.3B
| $2.72M | ﹤0.01% |
41,400
+15,200
| +58% | +$905K |
|
1312
Bristol-Myers Squibb
BMY
$130B
| $2.72M | ﹤0.01% |
46,223
-1,657,604
| -97% | -$99.1M |
|
|
GWPH
1313
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $2.72M | ﹤0.01% |
22,100
+12,600
| +133% | +$1.43M |
|
1314
CALL
Bunge Global
BG
$21.5B
| $2.71M | ﹤0.01% |
66,000
+1,900
| +3% | +$73.7K |
|
1315
CALL
Upland Software
UPLD
$14.9M
| $2.71M | ﹤0.01% |
+7,800
| New | +$2.43M |
|
1316
PUT
Host Hotels & Resorts
HST
$15.6B
| $2.7M | ﹤0.01% |
+250,400
| New | +$2.88M |
|
1317
CALL
Cardinal Health
CAH
$54.5B
| $2.69M | ﹤0.01% |
51,600
-7,100
| -12% | -$366K |
|
1318
CALL
CarMax
KMX
$8.33B
| $2.69M | ﹤0.01% |
29,900
-44,900
| -60% | -$3.52M |
|
1319
CALL
Corteva
CTVA
$50.4B
| $2.68M | ﹤0.01% |
100,000
-41,250
| -29% | -$1.07M |
|
|
1320
PUT
Corteva
CTVA
$50.4B
| $2.68M | ﹤0.01% |
100,000
-2,800
| -3% | -$72.9K |
|
1321
PUT
Deutsche Bank
DB
$72.4B
| $2.67M | ﹤0.01% |
280,300
-378,300
| -57% | -$2.93M |
|
1322
PUT
Rambus
RMBS
$11B
| $2.66M | ﹤0.01% |
+175,000
| New | +$2.46M |
|
|
SGEN
1323
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $2.65M | ﹤0.01% |
15,600
+14,700
| +1,633% | +$2.19M |
|
1324
Yum! Brands
YUM
$41B
| $2.65M | ﹤0.01% |
30,446
-160,304
| -84% | -$13.7M |
|
1325
PUT
Burlington
BURL
$22.3B
| $2.64M | ﹤0.01% |
13,400
+10,000
| +294% | +$1.88M |
|
Similar funds
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.