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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+25.51%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$85.5B
AUM Growth
+$7.65B
(+9.8%)
Cap. Flow
-$4.5B
Cap. Flow
% of AUM
-5.27%
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 | Miscellaneous | 94.56% |
| 2 | Technology | 1.37% |
| 3 | Consumer Discretionary | 1.02% |
| 4 | Communication Services | 0.78% |
| 5 | Financials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
DOCU
376
PUT
DocuSign
DOCU
$12.4B
| $31.5M | 0.04% |
183,100
+69,500
| +61% | +$8.76M |
|
377
CALL
Accenture
ACN
$110B
| $31.5M | 0.04% |
146,700
+111,900
| +322% | +$21.2M |
|
378
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.3B
| $31.4M | 0.04% |
280,800
+115,800
| +70% | +$11.4M |
|
379
Uber
UBER
$149B
| $31.1M | 0.04% |
1,000,976
+387,697
| +63% | +$12.1M |
|
380
PUT
Edison International
EIX
$22.8B
| $30.9M | 0.04% |
569,100
+180,500
| +46% | +$10.4M |
|
381
iShares China Large-Cap ETF
FXI
$4.17B
| $30.9M | 0.04% |
778,324
-1,269,315
| -62% | -$49.5M |
|
382
IBM
IBM
$219B
| $30.9M | 0.04% |
267,510
-247,954
| -48% | -$28.8M |
|
383
CALL
Labcorp
LH
$26.3B
| $30.9M | 0.04% |
216,388
+179,256
| +483% | +$24.8M |
|
384
CALL
Datadog
DDOG
$75.5B
| $30.9M | 0.04% |
+354,800
| New | +$21.6M |
|
385
PUT
Capital One
COF
$131B
| $30.7M | 0.04% |
489,900
+339,000
| +225% | +$21.1M |
|
386
PUT
Teladoc Health
TDOC
$1.14B
| $30.5M | 0.04% |
159,900
+148,900
| +1,354% | +$26.1M |
|
387
CALL
Yum China
YUMC
$14.7B
| $30.4M | 0.04% |
633,300
+96,900
| +18% | +$4.57M |
|
388
CALL
Union Pacific
UNP
$171B
| $30.4M | 0.04% |
179,800
-53,000
| -23% | -$8.49M |
|
389
CALL
Blackrock
BLK
$170B
| $29.9M | 0.04% |
55,000
+24,100
| +78% | +$12.2M |
|
390
Baker Hughes
BKR
$63.5B
| $29.7M | 0.03% |
1,928,907
+121,652
| +7% | +$1.78M |
|
391
Oracle
ORCL
$468B
| $29.6M | 0.03% |
535,289
-188,720
| -26% | -$10M |
|
392
CALL
Analog Devices
ADI
$176B
| $29.6M | 0.03% |
241,100
-39,500
| -14% | -$4.34M |
|
393
CALL
Marriott International
MAR
$85.7B
| $29.6M | 0.03% |
344,900
+235,800
| +216% | +$20.5M |
|
394
PUT
US Bancorp
USB
$97.4B
| $29.5M | 0.03% |
801,600
+629,800
| +367% | +$22.4M |
|
395
PUT
iShares MSCI Japan ETF
EWJ
$23.5B
| $29.5M | 0.03% |
536,600
-1,193,300
| -69% | -$63.3M |
|
396
PUT
Emerson Electric
EMR
$84.9B
| $29.4M | 0.03% |
474,700
+255,100
| +116% | +$14.5M |
|
397
CALL
American Tower
AMT
$81.9B
| $29.4M | 0.03% |
113,600
+3,000
| +3% | +$742K |
|
398
PUT
Western Digital
WDC
$172B
| $29.3M | 0.03% |
879,266
-134,549
| -13% | -$4.36M |
|
399
PUT
NXP Semiconductors
NXPI
$56.5B
| $29.3M | 0.03% |
256,600
+55,300
| +27% | +$5.53M |
|
400
PUT
Bristol-Myers Squibb
BMY
$132B
| $29M | 0.03% |
493,000
-3,415,800
| -87% | -$204M |
|
Similar funds
TI
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 $4.5B 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 Miscellaneous at 95% of assets, up from 91% a quarter earlier, followed by Technology and Consumer Discretionary.
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.