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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 | |
|---|---|---|---|---|---|---|
1501
PUT
Williams Companies
WMB
$89.7B
| $1.7M | ﹤0.01% |
89,400
+66,300
| +287% | +$1.23M |
|
1502
Amgen
AMGN
$226B
| $1.69M | ﹤0.01% |
7,143
-79,707
| -92% | -$18.2M |
|
1503
CALL
Camping World
CWH
$664M
| $1.68M | ﹤0.01% |
+61,700
| New | +$994K |
|
|
PLAN
1504
CALL
DELISTED
Anaplan, Inc.
PLAN
| $1.67M | ﹤0.01% |
36,800
+21,000
| +133% | +$879K |
|
1505
PUT
Goodyear
GT
$1.78B
| $1.66M | ﹤0.01% |
185,700
-330,000
| -64% | -$2.51M |
|
1506
CALL
Axos Financial
AX
$5.75B
| $1.66M | ﹤0.01% |
+75,000
| New | +$1.53M |
|
1507
PUT
Travelers Companies
TRV
$77B
| $1.65M | ﹤0.01% |
14,500
+10,700
| +282% | +$1.13M |
|
1508
Exelon
EXC
$46.9B
| $1.64M | ﹤0.01% |
63,376
+18,598
| +42% | +$494K |
|
1509
CALL
Repay Holdings
RPAY
$304M
| $1.63M | ﹤0.01% |
+66,300
| New | +$1.34M |
|
1510
Cadence Design Systems
CDNS
$89.5B
| $1.63M | ﹤0.01% |
16,978
+16,864
| +14,793% | +$1.41M |
|
1511
CALL
Sanofi
SNY
$105B
| $1.63M | ﹤0.01% |
31,900
-132,500
| -81% | -$6.44M |
|
|
FSCT
1512
CALL
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $1.62M | ﹤0.01% |
76,500
+56,800
| +288% | +$1.55M |
|
1513
PUT
KKR & Co
KKR
$102B
| $1.61M | ﹤0.01% |
52,300
+2,300
| +5% | +$61.8K |
|
1514
Veeva Systems
VEEV
$39.1B
| $1.6M | ﹤0.01% |
6,841
-6,749
| -50% | -$1.34M |
|
1515
CALL
Sabre
SABR
$848M
| $1.6M | ﹤0.01% |
+198,700
| New | +$1.41M |
|
1516
Synopsys
SNPS
$79.2B
| $1.59M | ﹤0.01% |
8,176
+3,562
| +77% | +$588K |
|
1517
CALL
Kinross Gold
KGC
$31.6B
| $1.59M | ﹤0.01% |
+219,900
| New | +$1.43M |
|
1518
Ares Capital
ARCC
$14.4B
| $1.58M | ﹤0.01% |
109,670
-11,621
| -10% | -$157K |
|
1519
PUT
American Water Works
AWK
$27.1B
| $1.58M | ﹤0.01% |
12,300
-2,500
| -17% | -$311K |
|
1520
PUT
Macy's
M
$6.16B
| $1.58M | ﹤0.01% |
229,100
-302,100
| -57% | -$1.86M |
|
1521
PUT
Alaska Air
ALK
$5.33B
| $1.57M | ﹤0.01% |
43,400
+40,200
| +1,256% | +$1.31M |
|
1522
Colgate-Palmolive
CL
$73.8B
| $1.57M | ﹤0.01% |
21,494
-64,125
| -75% | -$4.56M |
|
1523
CALL
iShares MSCI Mexico ETF
EWW
$1.88B
| $1.57M | ﹤0.01% |
49,300
-20,000
| -29% | -$607K |
|
1524
CALL
Lattice Semiconductor
LSCC
$18.3B
| $1.57M | ﹤0.01% |
+55,300
| New | +$1.29M |
|
1525
Alerian MLP ETF
AMLP
$13.2B
| $1.56M | ﹤0.01% |
63,321
+61,321
| +3,066% | +$1.5M |
|
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.