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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 | |
|---|---|---|---|---|---|---|
76
CALL
Air Products & Chemicals
APD
$69B
| $167M | 0.2% |
+693,300
| New | +$158M |
|
77
CALL
Micron Technology
MU
$976B
| $162M | 0.19% |
3,152,500
-2,202,100
| -41% | -$104M |
|
78
PUT
Morgan Stanley
MS
$338B
| $162M | 0.19% |
3,355,400
+1,444,800
| +76% | +$60.7M |
|
79
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $161M | 0.19% |
1,434,400
+633,000
| +79% | +$62.3M |
|
80
PUT
ExxonMobil
XOM
$662B
| $160M | 0.19% |
3,571,800
+2,060,100
| +136% | +$92.4M |
|
81
CALL
iShares MSCI Emerging Markets ETF
EEM
$30.1B
| $158M | 0.18% |
3,944,600
-10,925,300
| -73% | -$409M |
|
82
PUT
3M
MMM
$94.6B
| $157M | 0.18% |
1,206,166
+179,759
| +18% | +$22.7M |
|
83
CALL
Home Depot
HD
$355B
| $157M | 0.18% |
627,400
+338,000
| +117% | +$77.4M |
|
84
CALL
iShares MSCI Brazil ETF
EWZ
$8.76B
| $157M | 0.18% |
5,451,600
-1,923,200
| -26% | -$50.4M |
|
85
CALL
Snap
SNAP
$9.37B
| $156M | 0.18% |
6,642,200
+5,517,600
| +491% | +$98.1M |
|
86
PUT
Goldman Sachs
GS
$301B
| $155M | 0.18% |
782,300
+325,100
| +71% | +$61M |
|
|
87
PUT
Micron Technology
MU
$976B
| $155M | 0.18% |
2,999,600
-2,405,400
| -45% | -$113M |
|
88
CALL
JPMorgan Chase
JPM
$958B
| $153M | 0.18% |
1,623,700
+646,900
| +66% | +$61.4M |
|
89
iShares MSCI EAFE ETF
EFA
$80.2B
| $153M | 0.18% |
2,505,969
-414,585
| -14% | -$24M |
|
90
PUT
Lowe's Companies
LOW
$125B
| $152M | 0.18% |
1,124,900
+432,200
| +62% | +$49.4M |
|
91
CALL
Nike
NKE
$61.5B
| $152M | 0.18% |
1,549,400
+1,206,100
| +351% | +$111M |
|
|
92
PUT
Berkshire Hathaway Class B
BRK.B
$1.12T
| $151M | 0.18% |
846,200
+577,700
| +215% | +$105M |
|
|
93
PUT
Nike
NKE
$61.5B
| $150M | 0.18% |
1,529,000
+915,200
| +149% | +$84.5M |
|
|
XYZ
94
CALL
Block Inc
XYZ
$47.8B
| $150M | 0.18% |
1,426,900
+613,700
| +75% | +$47M |
|
95
PUT
Booking.com
BKNG
$161B
| $149M | 0.17% |
2,332,500
-1,875,000
| -45% | -$114M |
|
96
PUT
Salesforce
CRM
$163B
| $146M | 0.17% |
779,400
+173,400
| +29% | +$29.2M |
|
97
PUT
Wells Fargo
WFC
$265B
| $143M | 0.17% |
5,574,200
+2,113,300
| +61% | +$57.8M |
|
98
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59.1B
| $141M | 0.17% |
6,108,400
+2,204,500
| +56% | +$50.1M |
|
99
PUT
AbbVie
ABBV
$439B
| $141M | 0.17% |
1,438,268
+928,168
| +182% | +$81.7M |
|
|
100
SPDR Gold Trust
GLD
$143B
| $140M | 0.16% |
837,092
+781,203
| +1,398% | +$126M |
|
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.