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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 | |
|---|---|---|---|---|---|---|
1601
PUT
TransDigm Group
TDG
$68.4B
| $1.32M | ﹤0.01% |
3,000
-7,900
| -72% | -$2.99M |
|
|
CLR
1602
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.32M | ﹤0.01% |
75,400
| – | – |
|
|
SNBR
1603
DELISTED
Sleep Number
SNBR
| $1.32M | ﹤0.01% |
+31,716
| New | +$1.01M |
|
1604
PUT
Sunrun
RUN
$2.37B
| $1.31M | ﹤0.01% |
66,600
+100
| +0.2% | +$1.53K |
|
1605
Aon
AON
$74.6B
| $1.3M | ﹤0.01% |
+6,775
| New | +$1.26M |
|
1606
CALL
Progressive
PGR
$121B
| $1.3M | ﹤0.01% |
16,300
+3,000
| +23% | +$234K |
|
1607
PUT
SM Energy
SM
$7.65B
| $1.3M | ﹤0.01% |
347,600
-2,400
| -0.7% | -$7.86K |
|
1608
Ventas
VTR
$46.3B
| $1.3M | ﹤0.01% |
+35,550
| New | +$1.17M |
|
1609
PUT
Simply Good Foods
SMPL
$971M
| $1.3M | ﹤0.01% |
+70,000
| New | +$1.24M |
|
1610
APA Corp
APA
$13.9B
| $1.3M | ﹤0.01% |
96,036
-22,767
| -19% | -$260K |
|
|
COOP
1611
DELISTED
Mr. Cooper
COOP
| $1.29M | ﹤0.01% |
+103,859
| New | +$1.04M |
|
1612
CALL
Ralph Lauren
RL
$23.1B
| $1.29M | ﹤0.01% |
17,700
-8,000
| -31% | -$588K |
|
1613
Parker-Hannifin
PH
$133B
| $1.29M | ﹤0.01% |
7,027
-11,401
| -62% | -$1.84M |
|
1614
PUT
W.W. Grainger
GWW
$61.9B
| $1.29M | ﹤0.01% |
4,100
-1,400
| -25% | -$405K |
|
1615
StoneCo
STNE
$2.47B
| $1.29M | ﹤0.01% |
33,184
+14,479
| +77% | +$422K |
|
1616
PUT
Otis Worldwide
OTIS
$27.8B
| $1.28M | ﹤0.01% |
+22,608
| New | +$1.17M |
|
1617
Infosys
INFY
$49.5B
| $1.28M | ﹤0.01% |
132,501
+76,189
| +135% | +$680K |
|
1618
CALL
Realty Income
O
$59.8B
| $1.28M | ﹤0.01% |
22,188
+22,085
| +21,442% | +$1.18M |
|
|
1619
CALL
Otis Worldwide
OTIS
$27.8B
| $1.28M | ﹤0.01% |
+22,500
| New | +$1.17M |
|
1620
Hershey
HSY
$37.3B
| $1.28M | ﹤0.01% |
9,860
-11,843
| -55% | -$1.59M |
|
1621
Nutanix
NTNX
$17.7B
| $1.27M | ﹤0.01% |
53,575
+29,142
| +119% | +$604K |
|
1622
PUT
Dick's Sporting Goods
DKS
$18B
| $1.27M | ﹤0.01% |
+30,700
| New | +$975K |
|
1623
CALL
Deutsche Bank
DB
$71.9B
| $1.26M | ﹤0.01% |
132,400
+73,800
| +126% | +$572K |
|
1624
Bilibili
BILI
$7.09B
| $1.26M | ﹤0.01% |
27,126
-19,277
| -42% | -$626K |
|
1625
PUT
Zebra Technologies
ZBRA
$17.9B
| $1.25M | ﹤0.01% |
+4,900
| New | +$1.15M |
|
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.