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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 | |
|---|---|---|---|---|---|---|
51
CALL
NVIDIA
NVDA
$5.32T
| $226M | 0.26% |
23,840,000
-3,576,000
| -13% | -$28.9M |
|
52
CALL
Broadcom
AVGO
$2.01T
| $219M | 0.26% |
6,943,000
+3,465,000
| +100% | +$97M |
|
|
53
PUT
Broadcom
AVGO
$2.01T
| $219M | 0.26% |
6,924,000
-792,000
| -10% | -$22.2M |
|
54
CALL
Johnson & Johnson
JNJ
$625B
| $215M | 0.25% |
1,526,000
-195,600
| -11% | -$28.5M |
|
55
CALL
Visa
V
$680B
| $209M | 0.24% |
1,082,100
+308,200
| +40% | +$56.3M |
|
|
XYZ
56
PUT
Block Inc
XYZ
$47.8B
| $208M | 0.24% |
1,984,300
+566,500
| +40% | +$43.4M |
|
|
57
CALL
Alphabet (Google) Class A
GOOGL
$4.31T
| $208M | 0.24% |
2,932,000
-4,984,000
| -63% | -$336M |
|
58
Microsoft
MSFT
$3.74T
| $200M | 0.23% |
985,037
-384,107
| -28% | -$69.7M |
|
59
CALL
iShares Silver Trust
SLV
$31.7B
| $200M | 0.23% |
11,745,500
+11,140,500
| +1,841% | +$170M |
|
|
60
Amazon
AMZN
$2.96T
| $197M | 0.23% |
1,430,360
-1,257,320
| -47% | -$152M |
|
61
CALL
Walt Disney
DIS
$180B
| $195M | 0.23% |
1,745,500
+1,069,400
| +158% | +$118M |
|
62
PUT
Advanced Micro Devices
AMD
$767B
| $194M | 0.23% |
3,682,500
-3,210,100
| -47% | -$170M |
|
63
PUT
VanEck Semiconductor ETF
SMH
$71B
| $189M | 0.22% |
2,471,200
-470,800
| -16% | -$32.3M |
|
64
Invesco QQQ Trust
QQQ
$480B
| $185M | 0.22% |
747,304
-615,628
| -45% | -$138M |
|
|
65
PUT
Johnson & Johnson
JNJ
$625B
| $183M | 0.21% |
1,304,800
-33,800
| -3% | -$4.93M |
|
66
CALL
Citigroup
C
$228B
| $180M | 0.21% |
3,514,400
+1,763,700
| +101% | +$83.7M |
|
|
67
CALL
Alphabet (Google) Class C
GOOG
$4.29T
| $179M | 0.21% |
2,538,000
-228,000
| -8% | -$15.4M |
|
|
NEE.PRO
68
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $176M | 0.21% |
1,789,607
+636,138
| +55% | +$31.1M |
|
69
PUT
Costco
COST
$418B
| $174M | 0.2% |
573,800
-35,800
| -6% | -$10.9M |
|
|
70
CALL
Berkshire Hathaway Class B
BRK.B
$1.12T
| $173M | 0.2% |
970,500
+160,700
| +20% | +$29.3M |
|
71
CALL
Mastercard
MA
$496B
| $173M | 0.2% |
585,500
+365,300
| +166% | +$103M |
|
72
PUT
AT&T
T
$166B
| $169M | 0.2% |
7,397,188
+4,043,364
| +121% | +$92.1M |
|
73
PUT
Cisco
CSCO
$480B
| $168M | 0.2% |
3,611,600
+671,400
| +23% | +$29.4M |
|
74
CALL
Intel
INTC
$492B
| $168M | 0.2% |
2,807,500
-1,994,200
| -42% | -$119M |
|
75
PUT
Blackrock
BLK
$178B
| $168M | 0.2% |
308,200
+28,200
| +10% | +$14.2M |
|
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.