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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 | |
|---|---|---|---|---|---|---|
2176
PUT
Ameren
AEE
$29.5B
| $219K | ﹤0.01% |
+3,100
| New | +$225K |
|
2177
Consolidated Edison
ED
$40B
| $219K | ﹤0.01% |
3,041
-9,415
| -76% | -$723K |
|
2178
ABM Industries
ABM
$2.97B
| $217K | ﹤0.01% |
5,981
+4,072
| +213% | +$132K |
|
2179
Euronet Worldwide
EEFT
$2.69B
| $217K | ﹤0.01% |
2,265
-1,702
| -43% | -$157K |
|
|
BNFT
2180
CALL
DELISTED
Benefitfocus, Inc.
BNFT
| $215K | ﹤0.01% |
+20,000
| New | +$219K |
|
2181
CALL
Scotiabank
BNS
$113B
| $214K | ﹤0.01% |
+5,200
| New | +$208K |
|
2182
CALL
Gen Digital
GEN
$17.8B
| $214K | ﹤0.01% |
+10,700
| New | +$218K |
|
|
BERY
2183
DELISTED
Berry Global Group, Inc.
BERY
| $214K | ﹤0.01% |
5,253
+641
| +14% | +$24.1K |
|
2184
DTE Energy
DTE
$28.6B
| $213K | ﹤0.01% |
2,334
+1,554
| +199% | +$138K |
|
2185
PUT
Kinross Gold
KGC
$35.8B
| $213K | ﹤0.01% |
+29,500
| New | +$191K |
|
2186
MarketAxess Holdings
MKTX
$5.75B
| $211K | ﹤0.01% |
421
-539
| -56% | -$251K |
|
2187
PUT
Scorpio Tankers
STNG
$4.11B
| $211K | ﹤0.01% |
+16,500
| New | +$299K |
|
2188
CALL
Credit Acceptance
CACC
$6.16B
| $210K | ﹤0.01% |
+500
| New | +$174K |
|
|
RDFN
2189
CALL
DELISTED
Redfin
RDFN
| $210K | ﹤0.01% |
+5,000
| New | +$132K |
|
2190
Advanced Drainage Systems
WMS
$10.1B
| $210K | ﹤0.01% |
4,258
+3,316
| +352% | +$136K |
|
2191
PUT
BJs Wholesale Club
BJ
$11.3B
| $208K | ﹤0.01% |
+5,600
| New | +$172K |
|
|
DCH
2192
Dauch Corp
DCH
$1.66B
| $207K | ﹤0.01% |
27,210
-1,287
| -5% | -$7.43K |
|
2193
Beazer Homes USA
BZH
$887M
| $205K | ﹤0.01% |
+20,332
| New | +$162K |
|
2194
CALL
Workday
WDAY
$44.9B
| $205K | ﹤0.01% |
1,100
-1,600
| -59% | -$259K |
|
2195
Equifax
EFX
$20.2B
| $204K | ﹤0.01% |
1,186
-12,054
| -91% | -$1.79M |
|
2196
Entegris
ENTG
$21.6B
| $204K | ﹤0.01% |
3,457
-4,819
| -58% | -$268K |
|
2197
PUT
JB Hunt Transport Services
JBHT
$25.8B
| $204K | ﹤0.01% |
1,700
+100
| +6% | +$10.8K |
|
|
NVTA
2198
PUT
DELISTED
Invitae Corporation
NVTA
| $202K | ﹤0.01% |
6,700
+300
| +5% | +$5.23K |
|
2199
PUT
Melco Resorts & Entertainment
MLCO
$1.95B
| $201K | ﹤0.01% |
12,800
-500,200
| -98% | -$7.74M |
|
|
KSU
2200
DELISTED
Kansas City Southern
KSU
| $200K | ﹤0.01% |
1,342
-3,094
| -70% | -$435K |
|
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.