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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 | |
|---|---|---|---|---|---|---|
|
ATVI
201
PUT
DELISTED
Activision Blizzard
ATVI
| $65.5M | 0.08% |
863,200
+287,400
| +50% | +$20.1M |
|
202
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44B
| $65.5M | 0.08% |
654,600
+17,000
| +3% | +$1.68M |
|
203
CALL
Pinduoduo
PDD
$129B
| $65.5M | 0.08% |
762,500
+248,800
| +48% | +$15M |
|
204
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $65M | 0.08% |
2,304,600
-1,087,600
| -32% | -$31.4M |
|
205
CALL
McDonald's
MCD
$193B
| $64.1M | 0.08% |
347,700
+237,100
| +214% | +$43.5M |
|
206
CALL
Domino's
DPZ
$11.9B
| $64.1M | 0.07% |
173,400
+133,100
| +330% | +$49M |
|
207
PUT
Rio Tinto
RIO
$164B
| $63.5M | 0.07% |
1,130,400
+1,072,400
| +1,849% | +$54.3M |
|
208
PUT
Beyond Meat
BYND
$215M
| $63M | 0.07% |
470,300
-153,000
| -25% | -$18.1M |
|
|
IFFT
209
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
| $62.4M | 0.07% |
1,408,416
+247,962
| +21% | +$11.4M |
|
210
CALL
American Express
AXP
$231B
| $62.1M | 0.07% |
652,600
+293,200
| +82% | +$27M |
|
211
CALL
Comcast
CMCSA
$90.7B
| $62.1M | 0.07% |
1,593,200
-958,300
| -38% | -$36.5M |
|
212
Citigroup
C
$228B
| $61.8M | 0.07% |
1,210,134
+505,474
| +72% | +$24M |
|
|
EA
213
PUT
DELISTED
Electronic Arts
EA
| $61.4M | 0.07% |
465,300
+431,400
| +1,273% | +$51M |
|
214
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $61.1M | 0.07% |
1,171,700
+265,300
| +29% | +$13.4M |
|
215
Sea Limited
SE
$79.9B
| $60.7M | 0.07% |
565,990
-63,196
| -10% | -$4.57M |
|
216
PUT
iShares Silver Trust
SLV
$31.5B
| $60.6M | 0.07% |
3,561,800
+3,511,800
| +7,024% | +$53.7M |
|
|
217
Berkshire Hathaway Class B
BRK.B
$1.11T
| $60M | 0.07% |
335,912
+263,947
| +367% | +$48.2M |
|
218
NVIDIA
NVDA
$5.26T
| $59.9M | 0.07% |
6,308,600
-9,176,160
| -59% | -$74.2M |
|
219
Starbucks
SBUX
$121B
| $59.9M | 0.07% |
813,937
-243,451
| -23% | -$18.3M |
|
|
220
Bank of America
BAC
$448B
| $59.4M | 0.07% |
2,502,864
+1,432,847
| +134% | +$33.9M |
|
221
PUT
JD.com
JD
$42.9B
| $59.3M | 0.07% |
985,700
-736,800
| -43% | -$37.3M |
|
222
PUT
Zillow
Z
$7.68B
| $59.3M | 0.07% |
1,029,100
+148,000
| +17% | +$7.35M |
|
223
PUT
Wynn Resorts
WYNN
$10.7B
| $59.1M | 0.07% |
793,700
+366,300
| +86% | +$29.4M |
|
224
CALL
TAL Education Group
TAL
$6.78B
| $58.9M | 0.07% |
861,100
-45,500
| -5% | -$2.6M |
|
|
225
PUT
Palo Alto Networks
PANW
$311B
| $58.8M | 0.07% |
1,536,600
+339,000
| +28% | +$11.9M |
|
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.