We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
301
ExxonMobil
XOM
$657B
| $42.4M | 0.05% |
947,611
+515,953
| +120% | +$23.1M |
|
302
PUT
Comcast
CMCSA
$91B
| $42.3M | 0.05% |
1,084,800
-1,489,500
| -58% | -$56.7M |
|
303
CALL
O'Reilly Automotive
ORLY
$74.9B
| $41.5M | 0.05% |
1,476,000
+597,000
| +68% | +$15.6M |
|
304
JPMorgan Chase
JPM
$962B
| $41.5M | 0.05% |
440,994
+211,233
| +92% | +$20M |
|
305
PUT
Lockheed Martin
LMT
$138B
| $41.1M | 0.05% |
112,700
+5,200
| +5% | +$1.96M |
|
306
Bausch Health
BHC
$2.33B
| $40.9M | 0.05% |
2,234,187
+1,782,674
| +395% | +$31.4M |
|
307
CALL
Ulta Beauty
ULTA
$23.3B
| $40.6M | 0.05% |
199,800
+121,200
| +154% | +$26.1M |
|
308
CALL
Wynn Resorts
WYNN
$10.8B
| $40.2M | 0.05% |
540,300
+325,900
| +152% | +$26.1M |
|
309
PUT
Procter & Gamble
PG
$338B
| $40.2M | 0.05% |
336,000
+56,400
| +20% | +$6.58M |
|
310
PUT
Roku
ROKU
$22.4B
| $40.1M | 0.05% |
344,300
-224,000
| -39% | -$25.6M |
|
311
PUT
Dollar General
DG
$26.5B
| $39.7M | 0.05% |
208,600
-21,500
| -9% | -$3.89M |
|
312
PUT
Newmont
NEM
$124B
| $39.7M | 0.05% |
643,000
-81,400
| -11% | -$4.82M |
|
313
CALL
Baker Hughes
BKR
$64.3B
| $39.6M | 0.05% |
2,575,700
+239,100
| +10% | +$3.5M |
|
314
PUT
Mondelez International
MDLZ
$78.9B
| $39.3M | 0.05% |
769,300
+78,800
| +11% | +$4.05M |
|
315
PUT
Accenture
ACN
$110B
| $39.3M | 0.05% |
183,200
+73,600
| +67% | +$13.9M |
|
316
Advanced Micro Devices
AMD
$774B
| $39.3M | 0.05% |
747,543
-1,628,927
| -69% | -$86.4M |
|
317
CALL
Twilio
TWLO
$39.3B
| $39.2M | 0.05% |
178,600
+85,200
| +91% | +$13.7M |
|
318
PUT
Boston Scientific
BSX
$74.2B
| $39.2M | 0.05% |
1,115,400
+292,200
| +35% | +$10.5M |
|
319
CALL
Eli Lilly
LLY
$1.08T
| $39.1M | 0.05% |
238,400
+30,100
| +14% | +$4.62M |
|
320
Spotify
SPOT
$103B
| $39.1M | 0.05% |
151,461
+80,918
| +115% | +$13.9M |
|
321
Wells Fargo
WFC
$264B
| $39M | 0.05% |
1,523,179
-238,626
| -14% | -$6.53M |
|
322
CALL
Elevance Health
ELV
$84.7B
| $39M | 0.05% |
148,100
+26,600
| +22% | +$7.1M |
|
323
PUT
Shopify
SHOP
$196B
| $38.8M | 0.05% |
408,000
+80,000
| +24% | +$5.55M |
|
|
CTXS
324
DELISTED
Citrix Systems Inc
CTXS
| $38.6M | 0.05% |
261,072
+183,031
| +235% | +$26.3M |
|
325
Morgan Stanley
MS
$338B
| $38.6M | 0.05% |
798,183
+59,808
| +8% | +$2.51M |
|
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.