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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 | |
|---|---|---|---|---|---|---|
901
CALL
Yum! Brands
YUM
$41B
| $7.41M | 0.01% |
85,200
+68,400
| +407% | +$5.84M |
|
902
CALL
Intercontinental Exchange
ICE
$85B
| $7.39M | 0.01% |
80,700
+44,100
| +120% | +$4.04M |
|
903
AT&T
T
$166B
| $7.36M | 0.01% |
322,342
-360,361
| -53% | -$8.21M |
|
904
CALL
Wingstop
WING
$3.05B
| $7.35M | 0.01% |
+52,900
| New | +$6.17M |
|
|
ABMD
905
PUT
DELISTED
Abiomed Inc
ABMD
| $7.31M | 0.01% |
30,300
+8,300
| +38% | +$1.67M |
|
906
PUT
Pultegroup
PHM
$24.6B
| $7.25M | 0.01% |
213,100
+6,000
| +3% | +$180K |
|
907
CALL
Sysco
SYY
$40.5B
| $7.24M | 0.01% |
132,500
+72,000
| +119% | +$3.79M |
|
908
Automatic Data Processing
ADP
$107B
| $7.23M | 0.01% |
48,563
-68,070
| -58% | -$9.75M |
|
909
PUT
Idexx Laboratories
IDXX
$45B
| $7.23M | 0.01% |
21,900
+7,500
| +52% | +$2.17M |
|
910
PUT
Peloton Interactive
PTON
$2.38B
| $7.21M | 0.01% |
124,700
+42,600
| +52% | +$1.76M |
|
911
PUT
Progressive
PGR
$121B
| $7.2M | 0.01% |
89,900
+40,000
| +80% | +$3.12M |
|
|
MMP
912
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $7.15M | 0.01% |
165,600
+151,900
| +1,109% | +$6.42M |
|
913
CALL
Illinois Tool Works
ITW
$83.3B
| $7.15M | 0.01% |
40,900
+19,400
| +90% | +$3.17M |
|
914
Twilio
TWLO
$37.9B
| $7.15M | 0.01% |
32,577
-37,300
| -53% | -$5.99M |
|
915
PUT
Alnylam Pharmaceuticals
ALNY
$30B
| $7.14M | 0.01% |
48,200
+42,600
| +761% | +$5.74M |
|
916
PUT
Tower Semiconductor
TSEM
$29.4B
| $7.11M | 0.01% |
372,500
-8,000
| -2% | -$153K |
|
|
DRE
917
PUT
DELISTED
Duke Realty Corp.
DRE
| $7.08M | 0.01% |
+200,000
| New | +$6.83M |
|
918
CALL
Editas Medicine
EDIT
$436M
| $7.04M | 0.01% |
237,800
+137,800
| +138% | +$3.6M |
|
919
Philip Morris
PM
$290B
| $6.97M | 0.01% |
99,484
-63,197
| -39% | -$4.61M |
|
920
PUT
Cognizant
CTSH
$26.2B
| $6.96M | 0.01% |
122,600
-114,100
| -48% | -$6.13M |
|
921
CALL
Duke Energy
DUK
$96.3B
| $6.95M | 0.01% |
87,000
+83,000
| +2,075% | +$7.01M |
|
922
Newmont
NEM
$124B
| $6.94M | 0.01% |
112,344
-160,613
| -59% | -$9.51M |
|
923
Domino's
DPZ
$11.7B
| $6.93M | 0.01% |
18,746
+12,856
| +218% | +$4.74M |
|
|
RDS.A
924
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $6.92M | 0.01% |
211,500
+83,300
| +65% | +$2.86M |
|
925
PUT
Five Below
FIVE
$13.2B
| $6.91M | 0.01% |
64,700
-33,400
| -34% | -$3.13M |
|
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.