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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 | |
|---|---|---|---|---|---|---|
601
PUT
SolarEdge
SEDG
$1.98B
| $15.5M | 0.02% |
111,900
+62,100
| +125% | +$7.59M |
|
602
PUT
Encore Capital Group
ECPG
$2.11B
| $15.5M | 0.02% |
453,900
-90,000
| -17% | -$2.68M |
|
603
PUT
CME Group
CME
$94.4B
| $15.4M | 0.02% |
95,000
+13,200
| +16% | +$2.37M |
|
604
CALL
Steris
STE
$23.1B
| $15.3M | 0.02% |
+100,000
| New | +$15.2M |
|
605
CALL
Masco
MAS
$14.7B
| $15.3M | 0.02% |
304,800
+263,300
| +634% | +$11.4M |
|
|
606
CALL
SolarEdge
SEDG
$1.98B
| $15.3M | 0.02% |
110,100
+58,700
| +114% | +$7.18M |
|
607
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $15.3M | 0.02% |
+150,000
| New | +$14.5M |
|
608
CALL
Etsy
ETSY
$7.3B
| $15.3M | 0.02% |
143,700
+54,100
| +60% | +$4M |
|
609
PUT
Snap
SNAP
$8.88B
| $15.3M | 0.02% |
649,400
-373,200
| -36% | -$6.64M |
|
610
CALL
Stanley Black & Decker
SWK
$15.5B
| $15.2M | 0.02% |
109,300
+3,300
| +3% | +$398K |
|
611
PUT
Qorvo
QRVO
$8.57B
| $15.2M | 0.02% |
137,600
+68,000
| +98% | +$6.74M |
|
|
DFS
612
PUT
DELISTED
Discover Financial Services
DFS
| $15.2M | 0.02% |
303,700
+156,200
| +106% | +$6.87M |
|
613
Nike
NKE
$60.4B
| $15M | 0.02% |
152,959
+27,440
| +22% | +$2.53M |
|
614
PUT
ASML
ASML
$700B
| $14.8M | 0.02% |
40,300
+23,600
| +141% | +$7.41M |
|
615
CALL
Western Digital
WDC
$159B
| $14.7M | 0.02% |
440,030
+75,543
| +21% | +$2.45M |
|
616
CALL
RTX Corp
RTX
$300B
| $14.6M | 0.02% |
237,800
+51,782
| +28% | +$3.23M |
|
617
PUT
Viatris
VTRS
$18.6B
| $14.5M | 0.02% |
904,000
-25,800
| -3% | -$418K |
|
618
CALL
Arista Networks
ANET
$266B
| $14.5M | 0.02% |
1,107,200
+443,200
| +67% | +$6M |
|
619
PUT
Chemours
CC
$2.28B
| $14.4M | 0.02% |
939,400
| – | – |
|
620
CALL
Alerian MLP ETF
AMLP
$13.2B
| $14.3M | 0.02% |
+581,100
| New | +$14.2M |
|
621
Tesla
TSLA
$1.29T
| $14.3M | 0.02% |
198,960
-262,245
| -57% | -$14.2M |
|
622
PUT
Amgen
AMGN
$225B
| $14.3M | 0.02% |
60,700
-188,500
| -76% | -$43M |
|
623
CALL
Constellation Brands
STZ
$22.8B
| $14.3M | 0.02% |
81,900
-5,000
| -6% | -$833K |
|
624
CALL
Dollar Tree
DLTR
$24.7B
| $14.3M | 0.02% |
154,200
-68,600
| -31% | -$5.72M |
|
625
PUT
Under Armour
UAA
$2.26B
| $14.3M | 0.02% |
1,463,300
-46,800
| -3% | -$444K |
|
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.