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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $15.9B | 18.61% |
51,584,600
-12,734,200
| -20% | -$3.73B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $4.01B | 4.69% |
12,996,300
-4,105,400
| -24% | -$1.2B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$81.5B
| $2.6B | 3.04% |
18,154,800
+225,400
| +1% | +$29.6M |
|
4
PUT
Invesco QQQ Trust
QQQ
$479B
| $2.14B | 2.5% |
8,649,100
-3,944,900
| -31% | -$884M |
|
|
5
PUT
Apple
AAPL
$4.5T
| $1.91B | 2.24% |
20,966,400
-593,600
| -3% | -$46M |
|
6
PUT
Microsoft
MSFT
$3.76T
| $1.53B | 1.79% |
7,519,900
+145,800
| +2% | +$26.5M |
|
|
7
CALL
iShares Russell 2000 ETF
IWM
$81.5B
| $1.44B | 1.69% |
10,084,200
+2,316,700
| +30% | +$304M |
|
|
8
CALL
Invesco QQQ Trust
QQQ
$479B
| $1.21B | 1.41% |
4,872,400
-779,300
| -14% | -$175M |
|
|
9
PUT
Amazon
AMZN
$3T
| $882M | 1.03% |
6,396,000
-11,056,000
| -63% | -$1.34B |
|
10
PUT
Meta Platforms (Facebook)
META
$1.52T
| $825M | 0.97% |
3,634,200
-280,500
| -7% | -$58.6M |
|
|
11
CALL
Apple
AAPL
$4.5T
| $760M | 0.89% |
8,329,600
-11,395,600
| -58% | -$883M |
|
|
12
CALL
Microsoft
MSFT
$3.76T
| $681M | 0.8% |
3,347,500
-2,638,800
| -44% | -$479M |
|
|
13
CALL
SPDR Gold Trust
GLD
$143B
| $662M | 0.77% |
3,955,500
-72,800
| -2% | -$11.7M |
|
|
14
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $627M | 0.73% |
2,034,939
+568,729
| +39% | +$166M |
|
15
PUT
iShares MSCI EAFE ETF
EFA
$79.8B
| $581M | 0.68% |
9,548,300
-280,300
| -3% | -$16.2M |
|
16
PUT
Tesla
TSLA
$1.31T
| $573M | 0.67% |
7,957,500
+81,000
| +1% | +$4.38M |
|
17
PUT
iShares China Large-Cap ETF
FXI
$4.35B
| $567M | 0.66% |
14,270,700
-6,104,000
| -30% | -$238M |
|
18
PUT
Netflix
NFLX
$318B
| $559M | 0.65% |
12,281,000
+753,000
| +7% | +$32M |
|
19
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $544M | 0.64% |
6,670,000
-5,694,400
| -46% | -$459M |
|
|
20
PUT
Alphabet (Google) Class A
GOOGL
$4.37T
| $483M | 0.56% |
6,806,000
-2,056,000
| -23% | -$139M |
|
21
PUT
NVIDIA
NVDA
$5.27T
| $478M | 0.56% |
50,332,000
-18,472,000
| -27% | -$149M |
|
|
22
PUT
Alphabet (Google) Class C
GOOG
$4.35T
| $469M | 0.55% |
6,642,000
-848,000
| -11% | -$57.2M |
|
23
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.8B
| $462M | 0.54% |
11,540,300
-15,995,800
| -58% | -$599M |
|
|
24
PUT
SPDR Gold Trust
GLD
$143B
| $439M | 0.51% |
2,623,500
+943,100
| +56% | +$152M |
|
25
CALL
Alibaba
BABA
$317B
| $411M | 0.48% |
1,907,200
+811,300
| +74% | +$169M |
|
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.