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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 | |
|---|---|---|---|---|---|---|
176
CALL
iShares MSCI EAFE ETF
EFA
$79.9B
| $74.6M | 0.09% |
1,225,000
-2,190,200
| -64% | -$127M |
|
177
PUT
PepsiCo
PEP
$188B
| $73.9M | 0.09% |
558,700
+5,600
| +1% | +$738K |
|
178
CALL
Booking.com
BKNG
$161B
| $72.6M | 0.08% |
1,140,000
-1,372,500
| -55% | -$83.6M |
|
179
PUT
FedEx
FDX
$76.1B
| $72M | 0.08% |
513,700
+92,400
| +22% | +$11.6M |
|
180
CALL
Salesforce
CRM
$161B
| $71.9M | 0.08% |
383,600
+152,700
| +66% | +$25.7M |
|
181
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $71.5M | 0.08% |
3,775,800
+854,200
| +29% | +$15.9M |
|
182
PUT
Ulta Beauty
ULTA
$23.3B
| $71.3M | 0.08% |
350,400
+145,200
| +71% | +$31.2M |
|
183
CALL
Spotify
SPOT
$103B
| $71.2M | 0.08% |
275,700
+236,600
| +605% | +$40.6M |
|
184
PUT
Autodesk
ADSK
$53.1B
| $71.2M | 0.08% |
297,500
+102,600
| +53% | +$20.2M |
|
185
PUT
Intuitive Surgical
ISRG
$141B
| $70.3M | 0.08% |
370,200
-74,100
| -17% | -$13.3M |
|
186
Sprott Physical Gold and Silver Trust
CEF
$8.23B
| $70.3M | 0.08% |
4,158,543
| – | – |
|
187
PUT
Marriott International
MAR
$90.9B
| $69.8M | 0.08% |
814,300
+573,500
| +238% | +$49.8M |
|
188
CALL
General Motors
GM
$78.4B
| $69.8M | 0.08% |
2,757,700
+254,600
| +10% | +$6.19M |
|
189
CALL
Cigna
CI
$72B
| $69.6M | 0.08% |
371,000
+311,300
| +521% | +$59.1M |
|
190
CALL
Goldman Sachs
GS
$302B
| $69.2M | 0.08% |
350,100
+206,300
| +143% | +$38.7M |
|
191
PUT
Okta
OKTA
$26B
| $68.9M | 0.08% |
344,400
-38,700
| -10% | -$6.57M |
|
192
PUT
SLB Ltd
SLB
$79.3B
| $68.9M | 0.08% |
3,747,200
+1,245,500
| +50% | +$21.8M |
|
193
CALL
Netflix
NFLX
$311B
| $68.7M | 0.08% |
1,509,000
-1,847,000
| -55% | -$78.6M |
|
194
CALL
3M
MMM
$94.4B
| $68.5M | 0.08% |
525,044
-150,098
| -22% | -$18.9M |
|
195
CALL
Lockheed Martin
LMT
$138B
| $68.2M | 0.08% |
186,900
+37,600
| +25% | +$14.2M |
|
196
PUT
iShares US Real Estate ETF
IYR
$4.5B
| $67.8M | 0.08% |
860,300
-157,100
| -15% | -$11.9M |
|
197
CALL
Walmart Inc
WMT
$897B
| $67.3M | 0.08% |
1,686,300
-24,600
| -1% | -$1.01M |
|
198
CALL
Danaher
DHR
$146B
| $66.6M | 0.08% |
424,918
+259,666
| +157% | +$37.3M |
|
199
CALL
Cisco
CSCO
$474B
| $66.5M | 0.08% |
1,426,900
-826,800
| -37% | -$36.3M |
|
200
PUT
TAL Education Group
TAL
$6.78B
| $65.9M | 0.08% |
964,300
+254,900
| +36% | +$14.6M |
|
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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.