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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 | |
|---|---|---|---|---|---|---|
1876
Rambus
RMBS
$9.42B
| $610K | ﹤0.01% |
+40,112
| New | +$565K |
|
1877
AstraZeneca
AZN
$248B
| $603K | ﹤0.01% |
5,700
+2,292
| +67% | +$237K |
|
1878
State Street
STT
$52.7B
| $601K | ﹤0.01% |
9,450
+3,463
| +58% | +$209K |
|
1879
CALL
United Parks & Resorts
PRKS
$1.85B
| $600K | ﹤0.01% |
41,000
+36,500
| +811% | +$538K |
|
1880
PUT
Nasdaq
NDAQ
$53.1B
| $599K | ﹤0.01% |
15,000
+14,400
| +2,400% | +$536K |
|
1881
PUT
Healthpeak Properties
DOC
$14.1B
| $598K | ﹤0.01% |
+21,700
| New | +$554K |
|
|
K
1882
DELISTED
Kellanova
K
| $598K | ﹤0.01% |
9,645
-1,142
| -11% | -$69.1K |
|
|
GRMN
1883
PUT
Garmin
GRMN
$53.2B
| $597K | ﹤0.01% |
6,100
-12,100
| -66% | -$1.03M |
|
1884
CALL
Zebra Technologies
ZBRA
$16.7B
| $591K | ﹤0.01% |
+2,300
| New | +$539K |
|
|
CVET
1885
DELISTED
Covetrus, Inc. Common Stock
CVET
| $590K | ﹤0.01% |
32,968
| – | – |
|
1886
PUT
Trane Technologies
TT
$98.1B
| $587K | ﹤0.01% |
6,600
-3,100
| -32% | -$270K |
|
|
AVLR
1887
CALL
DELISTED
Avalara, Inc.
AVLR
| $586K | ﹤0.01% |
+4,400
| New | +$433K |
|
1888
Cheesecake Factory
CAKE
$5.33B
| $583K | ﹤0.01% |
25,450
-6,662
| -21% | -$140K |
|
1889
PUT
Citizens Financial Group
CFG
$29.5B
| $583K | ﹤0.01% |
+23,100
| New | +$524K |
|
1890
Inseego
INSG
$71.6M
| $583K | ﹤0.01% |
5,023
+942
| +23% | +$99.6K |
|
1891
KB Home
KBH
$3.08B
| $583K | ﹤0.01% |
19,014
-29,748
| -61% | -$819K |
|
1892
Align Technology
ALGN
$10.9B
| $582K | ﹤0.01% |
2,120
-12,773
| -86% | -$2.88M |
|
|
JNPR
1893
CALL
DELISTED
Juniper Networks
JNPR
| $582K | ﹤0.01% |
25,400
+18,100
| +248% | +$416K |
|
1894
PUT
Edgewell Personal Care
EPC
$1.28B
| $580K | ﹤0.01% |
18,600
| – | – |
|
1895
PUT
Vornado Realty Trust
VNO
$6.58B
| $580K | ﹤0.01% |
15,200
-1,800
| -11% | -$69.9K |
|
1896
CALL
Canadian Solar
CSIQ
$942M
| $578K | ﹤0.01% |
30,000
| – | – |
|
1897
PUT
Warner Bros
WBD
$70.5B
| $578K | ﹤0.01% |
27,400
+1,900
| +7% | +$41K |
|
1898
PUT
Johnson Controls International
JCI
$88.7B
| $577K | ﹤0.01% |
16,900
+3,900
| +30% | +$120K |
|
1899
Ambarella
AMBA
$2.8B
| $576K | ﹤0.01% |
12,568
+10,712
| +577% | +$552K |
|
1900
Atlassian
TEAM
$44.7B
| $574K | ﹤0.01% |
3,183
-7,374
| -70% | -$1.22M |
|
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.