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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 | |
|---|---|---|---|---|---|---|
|
FLIR
1226
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $3.29M | ﹤0.01% |
+81,100
| New | +$3.37M |
|
1227
PUT
Chegg
CHGG
$88.9M
| $3.29M | ﹤0.01% |
48,900
+8,900
| +22% | +$476K |
|
1228
CALL
Advance Auto Parts
AAP
$3.23B
| $3.28M | ﹤0.01% |
23,100
+9,500
| +70% | +$1.21M |
|
|
TWNKW
1229
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
| $3.28M | ﹤0.01% |
3,813,570
+208,285
| +6% | +$170K |
|
1230
Royal Caribbean
RCL
$82.4B
| $3.27M | ﹤0.01% |
65,111
-201,192
| -76% | -$9.1M |
|
1231
CALL
Occidental Petroleum
OXY
$58.5B
| $3.27M | ﹤0.01% |
178,700
+13,400
| +8% | +$211K |
|
|
ANSS
1232
PUT
DELISTED
Ansys
ANSS
| $3.27M | ﹤0.01% |
11,200
-8,900
| -44% | -$2.37M |
|
1233
Virgin Galactic
SPCE
$500M
| $3.26M | ﹤0.01% |
9,983
-45,682
| -82% | -$15M |
|
1234
Shake Shack
SHAK
$2.94B
| $3.25M | ﹤0.01% |
61,278
-45,780
| -43% | -$2.31M |
|
1235
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.2B
| $3.25M | ﹤0.01% |
+10,000
| New | +$3.03M |
|
1236
CALL
Edwards Lifesciences
EW
$53.6B
| $3.23M | ﹤0.01% |
46,800
-30,900
| -40% | -$2.2M |
|
1237
CALL
PPG Industries
PPG
$25.5B
| $3.21M | ﹤0.01% |
+30,300
| New | +$2.92M |
|
|
NKLA
1238
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
| $3.21M | ﹤0.01% |
+1,570
| New | +$1.51M |
|
|
SWCH
1239
PUT
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $3.21M | ﹤0.01% |
+180,000
| New | +$3.15M |
|
1240
PUT
Sempra
SRE
$56.2B
| $3.2M | ﹤0.01% |
54,600
+32,600
| +148% | +$2M |
|
1241
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
| $3.18M | ﹤0.01% |
200,000
| – | – |
|
1242
PUT
Norwegian Cruise Line
NCLH
$8.69B
| $3.18M | ﹤0.01% |
193,500
+143,300
| +285% | +$2.1M |
|
1243
CALL
Albemarle
ALB
$15.1B
| $3.18M | ﹤0.01% |
41,200
+26,100
| +173% | +$1.77M |
|
1244
CALL
Planet Fitness
PLNT
$3.65B
| $3.17M | ﹤0.01% |
52,400
+39,100
| +294% | +$2.35M |
|
1245
iShares MSCI Mexico ETF
EWW
$1.9B
| $3.16M | ﹤0.01% |
99,001
+30,962
| +46% | +$940K |
|
|
X
1246
CALL
DELISTED
US Steel
X
| $3.13M | ﹤0.01% |
433,600
-101,300
| -19% | -$790K |
|
1247
CALL
Brookfield
BN
$110B
| $3.12M | ﹤0.01% |
177,413
-88,706
| -33% | -$1.56M |
|
1248
CALL
Allstate
ALL
$64.7B
| $3.12M | ﹤0.01% |
32,200
+19,300
| +150% | +$1.9M |
|
1249
Emerson Electric
EMR
$91.4B
| $3.12M | ﹤0.01% |
50,273
-51,330
| -51% | -$2.92M |
|
1250
PUT
Boston Properties
BXP
$10.8B
| $3.12M | ﹤0.01% |
+34,500
| New | +$3.13M |
|
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.