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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 | |
|---|---|---|---|---|---|---|
2026
CALL
American Homes 4 Rent
AMH
$12.3B
| $387K | ﹤0.01% |
+14,400
| New | +$359K |
|
2027
CALL
Tilray
TLRY
$640M
| $387K | ﹤0.01% |
5,440
| – | – |
|
2028
Pinterest
PINS
$13.2B
| $386K | ﹤0.01% |
17,403
-120,891
| -87% | -$2.36M |
|
|
2029
Tilray
TLRY
$640M
| $386K | ﹤0.01% |
5,428
+4,217
| +348% | +$340K |
|
2030
Delta Air Lines
DAL
$60B
| $385K | ﹤0.01% |
13,732
-197,276
| -93% | -$5.02M |
|
2031
CALL
Constellium
CSTM
$3.95B
| $384K | ﹤0.01% |
+50,000
| New | +$363K |
|
2032
CALL
Gibraltar Industries
ROCK
$1.45B
| $384K | ﹤0.01% |
+8,000
| New | +$356K |
|
2033
Papa John's
PZZA
$804M
| $383K | ﹤0.01% |
4,827
-9,802
| -67% | -$729K |
|
|
MRO
2034
CALL
DELISTED
Marathon Oil Corporation
MRO
| $381K | ﹤0.01% |
62,100
+58,900
| +1,841% | +$326K |
|
|
RAD
2035
PUT
DELISTED
Rite Aid Corporation
RAD
| $380K | ﹤0.01% |
+22,300
| New | +$301K |
|
2036
CALL
Box
BOX
$4.66B
| $379K | ﹤0.01% |
+18,300
| New | +$321K |
|
2037
SM Energy
SM
$7.71B
| $379K | ﹤0.01% |
100,943
-50,000
| -33% | -$164K |
|
|
CMA
2038
PUT
DELISTED
Comerica
CMA
| $378K | ﹤0.01% |
+9,900
| New | +$345K |
|
2039
CALL
F5
FFIV
$23.6B
| $377K | ﹤0.01% |
+2,700
| New | +$364K |
|
2040
Royalty Pharma
RPRX
$26.1B
| $373K | ﹤0.01% |
+7,676
| New | +$380K |
|
|
IPHI
2041
DELISTED
INPHI CORPORATION
IPHI
| $372K | ﹤0.01% |
3,167
+1,648
| +108% | +$173K |
|
|
CMBT
2042
CMB.TECH NV
CMBT
$4.92B
| $368K | ﹤0.01% |
45,135
+24,467
| +118% | +$243K |
|
2043
Pultegroup
PHM
$24.9B
| $367K | ﹤0.01% |
10,771
-4,433
| -29% | -$133K |
|
2044
Coty
COTY
$2.42B
| $366K | ﹤0.01% |
81,986
+7,592
| +10% | +$36.8K |
|
2045
Red Rock Resorts
RRR
$3.67B
| $365K | ﹤0.01% |
+33,425
| New | +$378K |
|
|
FSCT
2046
PUT
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $364K | ﹤0.01% |
17,200
+15,900
| +1,223% | +$433K |
|
|
JOYY
2047
PUT
JOYY Inc
JOYY
$3.64B
| $363K | ﹤0.01% |
4,100
-100,100
| -96% | -$6.67M |
|
2048
CALL
Annaly Capital Management
NLY
$17.6B
| $354K | ﹤0.01% |
13,500
+6,100
| +82% | +$151K |
|
2049
PUT
Virtu Financial
VIRT
$5.05B
| $354K | ﹤0.01% |
+15,000
| New | +$351K |
|
|
CTRA
2050
DELISTED
Coterra Energy
CTRA
| $352K | ﹤0.01% |
20,484
-5,289
| -21% | -$103K |
|
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.