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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 | |
|---|---|---|---|---|---|---|
276
PUT
Skyworks Solutions
SWKS
$10.3B
| $47.7M | 0.06% |
373,300
+21,400
| +6% | +$2.37M |
|
|
SPLK
277
PUT
DELISTED
Splunk Inc
SPLK
| $47.7M | 0.06% |
239,800
-1,400
| -0.6% | -$221K |
|
278
CALL
Fastly Inc
FSLY
$4.58B
| $47.6M | 0.06% |
+558,700
| New | +$22M |
|
279
CALL
Agnico Eagle Mines
AEM
$92B
| $47.6M | 0.06% |
742,400
+741,600
| +92,700% | +$43.9M |
|
|
280
Alphabet (Google) Class C
GOOG
$4.19T
| $47.5M | 0.06% |
671,600
-3,129,500
| -82% | -$211M |
|
281
PUT
Tractor Supply
TSCO
$18.4B
| $47.2M | 0.06% |
1,792,500
+849,000
| +90% | +$18.6M |
|
282
CALL
ServiceNow
NOW
$132B
| $46.6M | 0.05% |
575,000
-153,000
| -21% | -$10.8M |
|
283
3M
MMM
$94.4B
| $46M | 0.05% |
352,818
+90,581
| +35% | +$11.4M |
|
284
CALL
US Bancorp
USB
$100B
| $45.9M | 0.05% |
1,245,400
+944,600
| +314% | +$33.7M |
|
285
CALL
Lam Research
LRCX
$390B
| $45.5M | 0.05% |
1,408,000
+258,000
| +22% | +$7.04M |
|
286
PUT
Intuit
INTU
$92B
| $45.5M | 0.05% |
153,600
+25,300
| +20% | +$6.94M |
|
287
PUT
Analog Devices
ADI
$188B
| $45.1M | 0.05% |
367,500
-31,100
| -8% | -$3.42M |
|
288
Cisco
CSCO
$475B
| $44.9M | 0.05% |
962,113
-779,102
| -45% | -$34.2M |
|
289
PUT
ConocoPhillips
COP
$151B
| $44.7M | 0.05% |
1,063,400
+368,200
| +53% | +$14.9M |
|
290
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $44.4M | 0.05% |
850,000
+7,400
| +0.9% | +$348K |
|
291
CALL
PepsiCo
PEP
$189B
| $44.2M | 0.05% |
334,100
-1,395,200
| -81% | -$184M |
|
292
PayPal
PYPL
$50.5B
| $44M | 0.05% |
252,703
-663,483
| -72% | -$91.7M |
|
293
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$145M
| $43.7M | 0.05% |
20,128
-23,438
| -54% | -$56.4M |
|
294
CALL
Trade Desk
TTD
$6.37B
| $43.7M | 0.05% |
1,074,000
+799,000
| +291% | +$24.1M |
|
295
PUT
S&P Global
SPGI
$120B
| $43.5M | 0.05% |
132,100
+4,600
| +4% | +$1.38M |
|
296
CALL
Zscaler
ZS
$28.9B
| $43.4M | 0.05% |
396,100
+280,700
| +243% | +$23.3M |
|
297
CALL
Medtronic
MDT
$116B
| $43.3M | 0.05% |
472,300
-203,600
| -30% | -$19.5M |
|
298
CALL
Deere & Co
DE
$167B
| $42.9M | 0.05% |
273,000
+34,800
| +15% | +$5.04M |
|
299
Pfizer
PFE
$152B
| $42.6M | 0.05% |
1,374,026
+489,970
| +55% | +$16.6M |
|
|
IRBT
300
CALL
DELISTED
iRobot
IRBT
| $42.5M | 0.05% |
506,700
+503,200
| +14,377% | +$33.1M |
|
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.