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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 | |
|---|---|---|---|---|---|---|
251
CALL
Tractor Supply
TSCO
$18.4B
| $51.9M | 0.06% |
1,968,000
+958,500
| +95% | +$21M |
|
252
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $51.6M | 0.06% |
751,400
+279,300
| +59% | +$18.1M |
|
253
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $51.4M | 0.06% |
381,900
+121,900
| +47% | +$15.9M |
|
254
CALL
Dollar General
DG
$26.5B
| $51.2M | 0.06% |
268,700
-25,700
| -9% | -$4.65M |
|
|
255
NextEra Energy
NEE
$179B
| $51.1M | 0.06% |
851,524
+664,580
| +355% | +$39.8M |
|
256
PUT
DexCom
DXCM
$33.8B
| $51.1M | 0.06% |
504,000
+188,000
| +59% | +$16.8M |
|
257
PUT
United Parcel Service
UPS
$88.8B
| $51.1M | 0.06% |
459,300
+245,700
| +115% | +$24.5M |
|
258
PUT
Humana
HUM
$44.8B
| $51M | 0.06% |
131,400
-41,900
| -24% | -$15.7M |
|
259
CALL
BHP
BHP
$229B
| $50.8M | 0.06% |
1,143,981
+456,584
| +66% | +$17.9M |
|
260
CALL
VanEck Gold Miners ETF
GDX
$27.5B
| $50.7M | 0.06% |
1,381,600
-244,900
| -15% | -$8.05M |
|
261
PUT
Wayfair
W
$14.1B
| $50.7M | 0.06% |
256,300
-127,400
| -33% | -$19.1M |
|
262
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $50.4M | 0.06% |
503,300
+73,800
| +17% | +$7.28M |
|
263
PUT
United Rentals
URI
$71.2B
| $50.2M | 0.06% |
336,900
+234,600
| +229% | +$29.8M |
|
264
PUT
Trade Desk
TTD
$6.37B
| $50.1M | 0.06% |
1,232,000
+899,000
| +270% | +$27.1M |
|
265
PUT
MetLife
MET
$61.5B
| $49.8M | 0.06% |
1,362,700
+114,300
| +9% | +$3.98M |
|
266
PUT
Gilead Sciences
GILD
$168B
| $49.7M | 0.06% |
646,500
+166,600
| +35% | +$12.8M |
|
267
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $49.6M | 0.06% |
1,758,200
-927,200
| -35% | -$26.7M |
|
268
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $49.5M | 0.06% |
843,700
-181,700
| -18% | -$10.6M |
|
|
WORK
269
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $49.3M | 0.06% |
1,586,200
+1,392,900
| +721% | +$41.9M |
|
270
PUT
Medtronic
MDT
$116B
| $49.3M | 0.06% |
537,400
+253,200
| +89% | +$24.3M |
|
271
CALL
Charter Communications
CHTR
$18.8B
| $48.9M | 0.06% |
95,800
-304,700
| -76% | -$155M |
|
272
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $48.4M | 0.06% |
927,650
-24,125
| -3% | -$1.22M |
|
273
CALL
Mondelez International
MDLZ
$78.9B
| $48.2M | 0.06% |
942,900
+227,800
| +32% | +$11.7M |
|
274
CALL
SLB Ltd
SLB
$79.7B
| $48.1M | 0.06% |
2,613,500
+1,616,500
| +162% | +$28.3M |
|
275
Intel
INTC
$493B
| $48M | 0.06% |
801,463
-478,276
| -37% | -$28.6M |
|
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.