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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 | |
|---|---|---|---|---|---|---|
1101
Crown Holdings
CCK
$13.1B
| $4.39M | 0.01% |
67,377
-39,595
| -37% | -$2.49M |
|
1102
PUT
American Homes 4 Rent
AMH
$12.2B
| $4.36M | 0.01% |
+162,000
| New | +$4.04M |
|
1103
CALL
Deckers Outdoor
DECK
$12.4B
| $4.34M | 0.01% |
132,600
+34,200
| +35% | +$942K |
|
1104
PUT
ON Semiconductor
ON
$32.4B
| $4.34M | 0.01% |
218,700
+54,300
| +33% | +$885K |
|
1105
PUT
Linde
LIN
$221B
| $4.33M | 0.01% |
20,400
+3,300
| +19% | +$637K |
|
1106
CALL
Boston Beer
SAM
$1.89B
| $4.3M | 0.01% |
8,000
+3,300
| +70% | +$1.6M |
|
|
DNKN
1107
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $4.28M | 0.01% |
+65,600
| New | +$4.08M |
|
1108
PUT
Itaú Unibanco
ITUB
$81.6B
| $4.27M | 0.01% |
1,252,289
+1,129,561
| +920% | +$3.66M |
|
1109
Phillips 66
PSX
$90B
| $4.27M | 0.01% |
59,398
+46,012
| +344% | +$3.26M |
|
|
PARA
1110
CALL
DELISTED
Paramount Global Class B
PARA
| $4.26M | 0.01% |
183,000
+129,200
| +240% | +$2.49M |
|
1111
PUT
Vail Resorts
MTN
$5.29B
| $4.26M | 0.01% |
23,400
+3,400
| +17% | +$595K |
|
1112
NIO
NIO
$11.4B
| $4.26M | 0.01% |
551,696
+537,689
| +3,839% | +$2.36M |
|
1113
State Street SPDR S&P Bank ETF
KBE
$1.74B
| $4.25M | 0.01% |
+134,913
| New | +$4.07M |
|
1114
CALL
PENN Entertainment
PENN
$2.57B
| $4.24M | 0.01% |
139,200
-26,600
| -16% | -$609K |
|
1115
CALL
AB InBev
BUD
$156B
| $4.22M | ﹤0.01% |
85,300
-528,500
| -86% | -$24.7M |
|
|
WBA
1116
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $4.22M | ﹤0.01% |
99,500
+80,100
| +413% | +$3.4M |
|
1117
PUT
Cheniere Energy
LNG
$55.4B
| $4.21M | ﹤0.01% |
87,200
-24,100
| -22% | -$1.05M |
|
1118
CALL
BorgWarner
BWA
$14B
| $4.21M | ﹤0.01% |
+135,525
| New | +$3.57M |
|
1119
PUT
Sarepta Therapeutics
SRPT
$1.94B
| $4.21M | ﹤0.01% |
26,300
+14,000
| +114% | +$1.91M |
|
1120
CALL
Knight Transportation
KNX
$11.6B
| $4.21M | ﹤0.01% |
100,900
+100,100
| +12,513% | +$3.82M |
|
1121
Sherwin-Williams
SHW
$87.4B
| $4.2M | ﹤0.01% |
21,801
-23,298
| -52% | -$4.2M |
|
1122
PUT
Ralph Lauren
RL
$23.6B
| $4.2M | ﹤0.01% |
57,800
+7,800
| +16% | +$574K |
|
1123
CALL
Chegg
CHGG
$88.9M
| $4.16M | ﹤0.01% |
61,900
-20,100
| -25% | -$1.07M |
|
1124
PUT
Tanger
SKT
$4.42B
| $4.14M | ﹤0.01% |
581,300
+422,400
| +266% | +$2.79M |
|
|
BBBY
1125
DELISTED
Bed Bath & Beyond Inc
BBBY
| $4.13M | ﹤0.01% |
390,047
+166,127
| +74% | +$1.14M |
|
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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.