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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 | |
|---|---|---|---|---|---|---|
151
PUT
American Express
AXP
$231B
| $91.3M | 0.11% |
958,700
+591,500
| +161% | +$54.5M |
|
152
PUT
Thermo Fisher Scientific
TMO
$222B
| $91M | 0.11% |
251,100
+191,400
| +321% | +$64.2M |
|
153
CALL
CVS Health
CVS
$119B
| $89.8M | 0.11% |
1,382,300
-685,700
| -33% | -$43.2M |
|
154
CALL
Bristol-Myers Squibb
BMY
$130B
| $89M | 0.1% |
1,514,100
-167,400
| -10% | -$10M |
|
155
PUT
Expedia Group
EXPE
$39B
| $87.8M | 0.1% |
1,068,500
+422,100
| +65% | +$30.7M |
|
156
CALL
Pfizer
PFE
$151B
| $86.8M | 0.1% |
2,796,367
+978,849
| +54% | +$33.3M |
|
|
B
157
PUT
Barrick Mining
B
$67.8B
| $85.3M | 0.1% |
3,165,900
+969,200
| +44% | +$24.2M |
|
|
158
PUT
NextEra Energy
NEE
$178B
| $85.2M | 0.1% |
1,419,200
+852,800
| +151% | +$51M |
|
159
PUT
RH
RH
$3.46B
| $84.8M | 0.1% |
340,700
+122,100
| +56% | +$22.1M |
|
160
PUT
TSMC
TSM
$2.19T
| $83.6M | 0.1% |
1,472,300
+167,300
| +13% | +$8.82M |
|
161
PUT
McDonald's
MCD
$193B
| $83.5M | 0.1% |
452,600
-185,700
| -29% | -$34M |
|
162
CALL
Chevron
CVX
$385B
| $83.4M | 0.1% |
934,400
+648,800
| +227% | +$58.1M |
|
|
CFXA
163
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $81.4M | 0.1% |
667,172
-71,032
| -10% | -$8.04M |
|
164
PUT
Target
TGT
$69B
| $80.7M | 0.09% |
672,800
-855,500
| -56% | -$97.6M |
|
|
TWTR
165
PUT
DELISTED
Twitter, Inc.
TWTR
| $79.9M | 0.09% |
2,682,100
+704,000
| +36% | +$21.2M |
|
166
CALL
Sea Limited
SE
$80.2B
| $79.9M | 0.09% |
745,000
+547,700
| +278% | +$39.6M |
|
167
CALL
GE Aerospace
GE
$382B
| $78.4M | 0.09% |
2,303,509
+568,704
| +33% | +$19.2M |
|
168
CALL
ExxonMobil
XOM
$659B
| $78.1M | 0.09% |
1,746,400
+642,600
| +58% | +$28.8M |
|
169
CALL
General Dynamics
GD
$106B
| $77.7M | 0.09% |
519,500
+423,000
| +438% | +$59.7M |
|
170
PUT
Yum China
YUMC
$16.2B
| $77.5M | 0.09% |
1,613,000
+1,192,400
| +283% | +$56.2M |
|
171
Netflix
NFLX
$312B
| $77.3M | 0.09% |
1,699,450
+258,030
| +18% | +$11M |
|
172
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $76M | 0.09% |
1,106,200
+527,400
| +91% | +$34.2M |
|
173
PUT
Walmart Inc
WMT
$895B
| $75.6M | 0.09% |
1,892,100
-1,675,500
| -47% | -$68.9M |
|
174
CALL
Gilead Sciences
GILD
$168B
| $75.2M | 0.09% |
977,400
+284,800
| +41% | +$21.8M |
|
175
CALL
Costco
COST
$417B
| $74.9M | 0.09% |
247,100
-137,800
| -36% | -$41.9M |
|
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.