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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 | |
|---|---|---|---|---|---|---|
1651
CALL
Coherent
COHR
$59.1B
| $1.14M | ﹤0.01% |
+24,100
| New | +$955K |
|
1652
Tandem Diabetes Care
TNDM
$1.38B
| $1.14M | ﹤0.01% |
11,503
+1,087
| +10% | +$86.7K |
|
1653
PUT
Ollie's Bargain Outlet
OLLI
$4.57B
| $1.14M | ﹤0.01% |
11,600
+5,000
| +76% | +$384K |
|
1654
CALL
Dick's Sporting Goods
DKS
$11.8B
| $1.13M | ﹤0.01% |
+27,500
| New | +$873K |
|
|
HOLX
1655
DELISTED
Hologic
HOLX
| $1.13M | ﹤0.01% |
+19,898
| New | +$976K |
|
1656
CALL
Amgen
AMGN
$213B
| $1.13M | ﹤0.01% |
4,800
-35,800
| -88% | -$8.17M |
|
|
CGC
1657
CALL
Canopy Growth
CGC
$434M
| $1.13M | ﹤0.01% |
7,000
| – | – |
|
1658
PUT
Boyd Gaming
BYD
$5.56B
| $1.12M | ﹤0.01% |
+53,800
| New | +$981K |
|
1659
CALL
Jack in the Box
JACK
$291M
| $1.12M | ﹤0.01% |
+15,100
| New | +$931K |
|
1660
CALL
Harley-Davidson
HOG
$2.83B
| $1.12M | ﹤0.01% |
46,900
+37,700
| +410% | +$820K |
|
|
HTT
1661
PUT
High Templar Tech Ltd
HTT
$412M
| $1.11M | ﹤0.01% |
655,000
| – | – |
|
1662
T-Mobile US
TMUS
$195B
| $1.11M | ﹤0.01% |
10,673
-11,853
| -53% | -$1.14M |
|
|
1663
PUT
Jack in the Box
JACK
$291M
| $1.11M | ﹤0.01% |
+15,000
| New | +$925K |
|
1664
CALL
Napco Security Technologies
NSSC
$1.33B
| $1.11M | ﹤0.01% |
+94,800
| New | +$994K |
|
|
MNDT
1665
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.11M | ﹤0.01% |
91,092
-27,608
| -23% | -$320K |
|
1666
C.H. Robinson
CHRW
$17.5B
| $1.11M | ﹤0.01% |
14,019
+13,346
| +1,983% | +$1.01M |
|
1667
PUT
Gogo Inc
GOGO
$373M
| $1.11M | ﹤0.01% |
350,000
| – | – |
|
|
BNY
1668
Bank of New York Mellon
BNY
$110B
| $1.1M | ﹤0.01% |
28,595
+376
| +1% | +$13.8K |
|
|
ACOR
1669
PUT
DELISTED
Acorda Therapeutics
ACOR
| $1.1M | ﹤0.01% |
12,500
| – | – |
|
1670
PUT
Campbell Soup
CPB
$6.49B
| $1.1M | ﹤0.01% |
22,100
-16,200
| -42% | -$805K |
|
1671
Welltower
WELL
$171B
| $1.1M | ﹤0.01% |
21,233
+15,124
| +248% | +$743K |
|
|
BHVN
1672
PUT
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $1.1M | ﹤0.01% |
+15,000
| New | +$798K |
|
1673
Enbridge
ENB
$110B
| $1.1M | ﹤0.01% |
36,023
-5,415
| -13% | -$166K |
|
1674
CALL
Liberty Global Class A
LBTYA
$3.65B
| $1.09M | ﹤0.01% |
50,000
| – | – |
|
1675
MillerKnoll
MLKN
$1.53B
| $1.09M | ﹤0.01% |
46,144
+4,772
| +12% | +$108K |
|
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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.