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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 | |
|---|---|---|---|---|---|---|
1801
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $769K | ﹤0.01% |
36,300
-109,200
| -75% | -$2.16M |
|
|
GOOS
1802
CALL
Canada Goose Holdings
GOOS
$850M
| $766K | ﹤0.01% |
33,100
+28,300
| +590% | +$629K |
|
1803
CALL
Globus Medical
GMED
$11.5B
| $764K | ﹤0.01% |
16,000
+1,000
| +7% | +$48.2K |
|
1804
Alaska Air
ALK
$5.3B
| $763K | ﹤0.01% |
21,033
+15,855
| +306% | +$516K |
|
1805
CALL
Tapestry
TPR
$25.9B
| $763K | ﹤0.01% |
57,500
+6,600
| +13% | +$93.7K |
|
1806
Williams Companies
WMB
$89.3B
| $763K | ﹤0.01% |
40,101
+26,021
| +185% | +$484K |
|
|
GAP
1807
The Gap Inc
GAP
$7.34B
| $760K | ﹤0.01% |
60,245
+54,053
| +873% | +$487K |
|
|
BRFS
1808
DELISTED
BRF SA
BRFS
| $759K | ﹤0.01% |
+191,233
| New | +$737K |
|
1809
CALL
CryoPort
CYRX
$766M
| $756K | ﹤0.01% |
25,000
| – | – |
|
|
1810
PUT
CryoPort
CYRX
$766M
| $756K | ﹤0.01% |
25,000
| – | – |
|
1811
Alamos Gold
AGI
$13.8B
| $754K | ﹤0.01% |
+80,431
| New | +$618K |
|
1812
CALL
Ollie's Bargain Outlet
OLLI
$4.7B
| $754K | ﹤0.01% |
7,700
+2,200
| +40% | +$169K |
|
1813
WEX
WEX
$6.78B
| $750K | ﹤0.01% |
4,543
+1,187
| +35% | +$163K |
|
1814
CALL
Stride
LRN
$3.48B
| $749K | ﹤0.01% |
+27,500
| New | +$661K |
|
|
1815
PUT
Stride
LRN
$3.48B
| $749K | ﹤0.01% |
+27,500
| New | +$661K |
|
1816
MSCI
MSCI
$41.8B
| $749K | ﹤0.01% |
2,243
-405
| -15% | -$131K |
|
1817
PUT
Thor Industries
THO
$4.11B
| $747K | ﹤0.01% |
+7,000
| New | +$548K |
|
1818
CALL
Iovance Biotherapeutics
IOVA
$2.95B
| $744K | ﹤0.01% |
+27,200
| New | +$894K |
|
|
FITB
1819
Fifth Third Bancorp
FITB
$52.5B
| $743K | ﹤0.01% |
38,551
+2,981
| +8% | +$55.2K |
|
1820
The GEO Group
GEO
$4B
| $740K | ﹤0.01% |
62,537
+3,955
| +7% | +$48.3K |
|
1821
STAAR Surgical
STAA
$1.26B
| $736K | ﹤0.01% |
11,967
+1,318
| +12% | +$53.8K |
|
|
RDS.A
1822
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $734K | ﹤0.01% |
22,458
+12,426
| +124% | +$426K |
|
1823
PUT
Royal Gold
RGLD
$19.1B
| $732K | ﹤0.01% |
+5,900
| New | +$713K |
|
|
ZNGA
1824
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $732K | ﹤0.01% |
76,700
+56,600
| +282% | +$464K |
|
1825
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$126B
| $729K | ﹤0.01% |
18,400
-42,600
| -70% | -$1.58M |
|
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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.