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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 | |
|---|---|---|---|---|---|---|
1201
Albemarle
ALB
$15.1B
| $3.48M | ﹤0.01% |
45,107
+14,891
| +49% | +$1.01M |
|
1202
CALL
Fidelity National Financial
FNF
$12.8B
| $3.48M | ﹤0.01% |
+118,040
| New | +$3.25M |
|
1203
Sysco
SYY
$40.5B
| $3.48M | ﹤0.01% |
63,672
+16,276
| +34% | +$856K |
|
|
STMP
1204
PUT
DELISTED
Stamps.com, Inc.
STMP
| $3.47M | ﹤0.01% |
18,900
+6,600
| +54% | +$1.13M |
|
1205
Herbalife
HLF
$1.23B
| $3.45M | ﹤0.01% |
76,788
-125,910
| -62% | -$4.89M |
|
1206
PUT
United States Natural Gas Fund
UNG
$500M
| $3.45M | ﹤0.01% |
84,100
+17,850
| +27% | +$850K |
|
|
VRE
1207
PUT
DELISTED
Veris Residential
VRE
| $3.44M | ﹤0.01% |
+225,000
| New | +$3.49M |
|
1208
BlackBerry
BB
$5.14B
| $3.43M | ﹤0.01% |
702,209
+375,266
| +115% | +$1.7M |
|
|
RAD
1209
CALL
DELISTED
Rite Aid Corporation
RAD
| $3.43M | ﹤0.01% |
201,000
+101,000
| +101% | +$1.36M |
|
1210
CALL
Conagra Brands
CAG
$7.16B
| $3.43M | ﹤0.01% |
97,200
+52,700
| +118% | +$1.76M |
|
|
GWPH
1211
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $3.43M | ﹤0.01% |
27,900
+20,400
| +272% | +$2.31M |
|
1212
CALL
Boston Properties
BXP
$10.8B
| $3.42M | ﹤0.01% |
+37,900
| New | +$3.44M |
|
1213
United Airlines
UAL
$40.6B
| $3.42M | ﹤0.01% |
98,851
-150,019
| -60% | -$4.5M |
|
|
IMMU
1214
CALL
DELISTED
Immunomedics Inc
IMMU
| $3.4M | ﹤0.01% |
+96,000
| New | +$2.81M |
|
1215
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $3.37M | ﹤0.01% |
76,700
+11,700
| +18% | +$444K |
|
1216
PUT
Exelon
EXC
$46.6B
| $3.36M | ﹤0.01% |
129,825
-9,954
| -7% | -$264K |
|
1217
CALL
Tandem Diabetes Care
TNDM
$1.63B
| $3.35M | ﹤0.01% |
33,800
+21,400
| +173% | +$1.71M |
|
1218
PUT
Townsquare Media
TSQ
$103M
| $3.35M | ﹤0.01% |
750,000
+500,000
| +200% | +$2.29M |
|
1219
PUT
Dominion Energy
D
$59.8B
| $3.34M | ﹤0.01% |
41,200
+9,300
| +29% | +$746K |
|
1220
MGM Resorts International
MGM
$11.1B
| $3.34M | ﹤0.01% |
199,049
+73,201
| +58% | +$1.18M |
|
1221
Tenet Healthcare
THC
$21.5B
| $3.34M | ﹤0.01% |
184,390
+65,671
| +55% | +$1.29M |
|
1222
General Mills
GIS
$20.4B
| $3.34M | ﹤0.01% |
54,139
-57,522
| -52% | -$3.47M |
|
|
NKLA
1223
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $3.34M | ﹤0.01% |
+1,640
| New | +$1.58M |
|
1224
AB InBev
BUD
$156B
| $3.32M | ﹤0.01% |
67,362
+3,712
| +6% | +$174K |
|
1225
PUT
Incyte
INCY
$24.5B
| $3.32M | ﹤0.01% |
31,900
-7,500
| -19% | -$723K |
|
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.