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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 | |
|---|---|---|---|---|---|---|
701
CALL
Martin Marietta Materials
MLM
$32.7B
| $11.9M | 0.01% |
57,800
+44,100
| +322% | +$8.48M |
|
702
PUT
Altria Group
MO
$107B
| $11.9M | 0.01% |
303,800
+157,200
| +107% | +$6.13M |
|
|
AAWW
703
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $11.9M | 0.01% |
275,500
+120,000
| +77% | +$4.21M |
|
|
CYBR
704
DELISTED
CyberArk
CYBR
| $11.8M | 0.01% |
118,818
-43,907
| -27% | -$4.27M |
|
|
IRBT
705
PUT
DELISTED
iRobot
IRBT
| $11.7M | 0.01% |
139,600
+28,800
| +26% | +$1.9M |
|
706
PUT
Yum! Brands
YUM
$41B
| $11.7M | 0.01% |
134,700
-134,700
| -50% | -$11.5M |
|
|
SGI
707
CALL
Somnigroup International
SGI
$13.5B
| $11.7M | 0.01% |
649,200
+518,000
| +395% | +$7.43M |
|
708
CALL
Zoetis
ZTS
$30.4B
| $11.6M | 0.01% |
85,000
+39,400
| +86% | +$5.14M |
|
709
General Motors
GM
$76.1B
| $11.6M | 0.01% |
459,272
+123,510
| +37% | +$3M |
|
710
Baidu
BIDU
$35.6B
| $11.6M | 0.01% |
96,888
-291,142
| -75% | -$31.1M |
|
|
MXIM
711
PUT
DELISTED
Maxim Integrated Products
MXIM
| $11.6M | 0.01% |
191,500
+137,100
| +252% | +$7.63M |
|
712
CALL
Seagate
STX
$199B
| $11.5M | 0.01% |
238,500
+107,000
| +81% | +$5.37M |
|
713
Union Pacific
UNP
$174B
| $11.5M | 0.01% |
68,266
-748,162
| -92% | -$120M |
|
714
Walmart Inc
WMT
$923B
| $11.5M | 0.01% |
287,028
+100,722
| +54% | +$4.14M |
|
|
DFS
715
CALL
DELISTED
Discover Financial Services
DFS
| $11.5M | 0.01% |
229,000
+148,700
| +185% | +$6.54M |
|
716
PUT
Edwards Lifesciences
EW
$53.6B
| $11.3M | 0.01% |
164,100
-6,000
| -4% | -$426K |
|
717
CALL
Cencora
COR
$60B
| $11.3M | 0.01% |
112,500
| – | – |
|
718
Teva Pharmaceuticals
TEVA
$42.8B
| $11.3M | 0.01% |
916,491
+295,493
| +48% | +$3.34M |
|
719
CALL
D.R. Horton
DHI
$40.8B
| $11.3M | 0.01% |
203,400
+155,600
| +326% | +$7.54M |
|
720
PUT
CrowdStrike
CRWD
$226B
| $11.2M | 0.01% |
448,400
-479,200
| -52% | -$9.61M |
|
|
BNY
721
CALL
Bank of New York Mellon
BNY
$111B
| $11.2M | 0.01% |
289,500
+248,900
| +613% | +$9.11M |
|
722
CALL
S&P Global
SPGI
$121B
| $11.2M | 0.01% |
33,900
+9,200
| +37% | +$2.77M |
|
723
PUT
TJX Companies
TJX
$169B
| $11.2M | 0.01% |
221,100
+183,800
| +493% | +$9.23M |
|
724
PUT
Zoom
ZM
$30.8B
| $11.2M | 0.01% |
44,100
-30,900
| -41% | -$5.56M |
|
725
CALL
BioMarin Pharmaceuticals
BMRN
$13.6B
| $11.1M | 0.01% |
90,100
+48,400
| +116% | +$4.81M |
|
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.