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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+25.51%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$85.5B
AUM Growth
+$7.65B
(+9.8%)
Cap. Flow
-$4.5B
Cap. Flow
% of AUM
-5.27%
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 | Miscellaneous | 94.56% |
| 2 | Technology | 1.37% |
| 3 | Consumer Discretionary | 1.02% |
| 4 | Communication Services | 0.78% |
| 5 | Financials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1326
AutoZone
AZO
$48.2B
| $2.64M | ﹤0.01% |
2,342
-3,106
| -57% | -$3.27M |
|
1327
PUT
Copart
CPRT
$30.2B
| $2.63M | ﹤0.01% |
126,400
+80,800
| +177% | +$1.62M |
|
|
FL
1328
DELISTED
Foot Locker
FL
| $2.62M | ﹤0.01% |
89,885
-56,777
| -39% | -$1.5M |
|
1329
PUT
Floor & Decor
FND
$5.1B
| $2.62M | ﹤0.01% |
45,400
-3,100
| -6% | -$141K |
|
1330
PUT
PENN Entertainment
PENN
$2.27B
| $2.62M | ﹤0.01% |
86,100
+19,500
| +29% | +$447K |
|
1331
US Bancorp
USB
$97.4B
| $2.61M | ﹤0.01% |
70,987
+29,684
| +72% | +$1.06M |
|
1332
Synchrony
SYF
$25.6B
| $2.61M | ﹤0.01% |
117,638
+83,028
| +240% | +$1.62M |
|
1333
Waste Management
WM
$87B
| $2.6M | ﹤0.01% |
24,582
+13,273
| +117% | +$1.34M |
|
|
WW
1334
DELISTED
WW International
WW
| $2.6M | ﹤0.01% |
102,391
+9,348
| +10% | +$218K |
|
1335
PUT
Harley-Davidson
HOG
$2.83B
| $2.6M | ﹤0.01% |
109,200
+46,400
| +74% | +$1.01M |
|
1336
CALL
Campbell Soup
CPB
$6.49B
| $2.59M | ﹤0.01% |
52,100
+28,000
| +116% | +$1.39M |
|
1337
RingCentral
RNG
$5.86B
| $2.58M | ﹤0.01% |
9,065
+8,591
| +1,812% | +$2.17M |
|
1338
Estee Lauder
EL
$36.8B
| $2.58M | ﹤0.01% |
13,678
-190,122
| -93% | -$34M |
|
1339
Walker & Dunlop
WD
$1.44B
| $2.58M | ﹤0.01% |
+50,680
| New | +$2.07M |
|
1340
CALL
Brunswick
BC
$4.66B
| $2.57M | ﹤0.01% |
+40,100
| New | +$2M |
|
1341
PUT
Toll Brothers
TOL
$12.6B
| $2.56M | ﹤0.01% |
78,600
+63,400
| +417% | +$1.73M |
|
1342
PUT
Devon Energy
DVN
$53.2B
| $2.56M | ﹤0.01% |
226,000
-17,500
| -7% | -$200K |
|
1343
PUT
Capri Holdings
CPRI
$1.49B
| $2.56M | ﹤0.01% |
163,600
+122,900
| +302% | +$1.82M |
|
1344
Zimmer Biomet
ZBH
$18B
| $2.56M | ﹤0.01% |
22,066
+1,109
| +5% | +$128K |
|
1345
International Flavors & Fragrances
IFF
$21.8B
| $2.55M | ﹤0.01% |
20,835
+16,048
| +335% | +$2.03M |
|
1346
CALL
Opko Health
OPK
$1.19B
| $2.55M | ﹤0.01% |
747,500
+247,500
| +50% | +$554K |
|
|
NUAN
1347
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $2.53M | ﹤0.01% |
100,000
| – | – |
|
1348
PUT
Copa Holdings
CPA
$5.3B
| $2.53M | ﹤0.01% |
50,000
| – | – |
|
1349
Progressive
PGR
$125B
| $2.52M | ﹤0.01% |
31,523
+12,694
| +67% | +$991K |
|
1350
CALL
Hewlett Packard
HPE
$74.4B
| $2.52M | ﹤0.01% |
+259,000
| New | +$2.54M |
|
Similar funds
TI
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 $4.5B 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 Miscellaneous at 95% of assets, up from 91% a quarter earlier, followed by Technology and Consumer Discretionary.
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.