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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 | |
|---|---|---|---|---|---|---|
226
CALL
Okta
OKTA
$26.1B
| $58.7M | 0.07% |
293,200
+150,500
| +105% | +$25.6M |
|
227
CALL
Coca-Cola
KO
$372B
| $58.7M | 0.07% |
1,312,900
-1,129,700
| -46% | -$52M |
|
228
Walt Disney
DIS
$179B
| $58.4M | 0.07% |
523,613
-230,457
| -31% | -$25.4M |
|
229
CALL
Newmont
NEM
$124B
| $58.1M | 0.07% |
940,700
+379,400
| +68% | +$22.5M |
|
230
PUT
Domino's
DPZ
$11.8B
| $57.7M | 0.07% |
156,100
+126,000
| +419% | +$46.4M |
|
231
CALL
Morgan Stanley
MS
$338B
| $57.6M | 0.07% |
1,193,200
+515,000
| +76% | +$21.6M |
|
232
PUT
Sea Limited
SE
$80.5B
| $57.4M | 0.07% |
535,100
+281,400
| +111% | +$20.4M |
|
233
CALL
Oracle
ORCL
$419B
| $57.4M | 0.07% |
1,037,500
+866,000
| +505% | +$45.9M |
|
234
PUT
Verizon
VZ
$196B
| $56.3M | 0.07% |
1,021,100
+542,200
| +113% | +$30.5M |
|
|
235
Alphabet (Google) Class A
GOOGL
$4.2T
| $55.8M | 0.07% |
787,100
-3,112,100
| -80% | -$210M |
|
236
PUT
Eli Lilly
LLY
$1.08T
| $55.7M | 0.07% |
339,300
+94,300
| +38% | +$14.5M |
|
237
PUT
Lyft
LYFT
$6.64B
| $55.7M | 0.07% |
1,687,700
+1,252,800
| +288% | +$39.6M |
|
|
DTP
238
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
| $55.6M | 0.07% |
1,314,167
+373,283
| +40% | +$15.4M |
|
239
CALL
Cummins
CMI
$87.1B
| $54.9M | 0.06% |
317,000
+113,500
| +56% | +$18.1M |
|
240
PUT
VanEck Gold Miners ETF
GDX
$27.5B
| $54.9M | 0.06% |
1,496,100
+354,300
| +31% | +$11.6M |
|
241
CALL
Humana
HUM
$44.8B
| $54.7M | 0.06% |
141,100
+39,400
| +39% | +$14.7M |
|
242
CALL
Sony
SONY
$139B
| $52.9M | 0.06% |
3,827,500
+3,775,500
| +7,261% | +$49.1M |
|
243
CALL
Texas Instruments
TXN
$257B
| $52.6M | 0.06% |
414,200
-19,100
| -4% | -$2.23M |
|
244
CALL
NXP Semiconductors
NXPI
$59.6B
| $52.5M | 0.06% |
460,400
-38,300
| -8% | -$3.83M |
|
245
CALL
FedEx
FDX
$76.3B
| $52.5M | 0.06% |
374,400
+105,300
| +39% | +$13.2M |
|
246
PUT
Twilio
TWLO
$39.3B
| $52.3M | 0.06% |
238,400
+97,800
| +70% | +$15.7M |
|
247
CALL
United Rentals
URI
$71.2B
| $52.3M | 0.06% |
350,600
+290,100
| +480% | +$36.8M |
|
248
CALL
Applied Materials
AMAT
$417B
| $52.2M | 0.06% |
864,300
-185,400
| -18% | -$10M |
|
|
XLNX
249
PUT
DELISTED
Xilinx Inc
XLNX
| $52.2M | 0.06% |
530,600
+232,000
| +78% | +$20.6M |
|
|
B
250
CALL
Barrick Mining
B
$67.2B
| $52M | 0.06% |
1,930,300
+722,600
| +60% | +$18M |
|
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.