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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 | |
|---|---|---|---|---|---|---|
526
CALL
Abbott
ABT
$191B
| $19.6M | 0.02% |
214,900
-800
| -0.4% | -$72.3K |
|
527
Deere & Co
DE
$166B
| $19.5M | 0.02% |
123,789
-71,214
| -37% | -$10.3M |
|
528
CALL
ConocoPhillips
COP
$151B
| $19.4M | 0.02% |
462,100
+297,600
| +181% | +$12M |
|
529
PUT
Becton Dickinson
BDX
$49.1B
| $19.4M | 0.02% |
82,923
-53,607
| -39% | -$12.9M |
|
530
CALL
Williams Companies
WMB
$90B
| $19.3M | 0.02% |
1,016,500
+982,800
| +2,916% | +$18.3M |
|
531
SLB Ltd
SLB
$78.2B
| $19.3M | 0.02% |
1,047,380
-1,102,944
| -51% | -$19.3M |
|
532
CALL
Blackstone
BX
$109B
| $19.2M | 0.02% |
339,500
+221,200
| +187% | +$11.6M |
|
533
CALL
PNC Financial Services
PNC
$102B
| $19.2M | 0.02% |
182,000
+117,100
| +180% | +$12.3M |
|
|
TWTR
534
DELISTED
Twitter, Inc.
TWTR
| $19.1M | 0.02% |
642,101
+30,205
| +5% | +$911K |
|
535
CALL
General Mills
GIS
$20.3B
| $19.1M | 0.02% |
309,200
+193,900
| +168% | +$11.7M |
|
536
PUT
Arista Networks
ANET
$261B
| $18.9M | 0.02% |
1,443,200
-224,000
| -13% | -$3.03M |
|
537
CALL
Honeywell
HON
$73.4B
| $18.9M | 0.02% |
138,567
+109,071
| +370% | +$14.4M |
|
538
iShares TIPS Bond ETF
TIP
$14.7B
| $18.9M | 0.02% |
+153,257
| New | +$18.6M |
|
539
PUT
American Airlines Group
AAL
$9.94B
| $18.7M | 0.02% |
1,432,300
-459,000
| -24% | -$5.57M |
|
540
CALL
Pinterest
PINS
$13B
| $18.7M | 0.02% |
841,800
+412,200
| +96% | +$8.05M |
|
541
PUT
Eaton
ETN
$180B
| $18.6M | 0.02% |
212,600
+120,600
| +131% | +$9.93M |
|
542
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $18.6M | 0.02% |
175,200
+75,200
| +75% | +$7.83M |
|
|
SJIU
543
DELISTED
South Jersey Industries, Inc.
SJIU
| $18.5M | 0.02% |
447,751
+14,853
| +3% | +$649K |
|
544
PUT
AutoZone
AZO
$49.5B
| $18.5M | 0.02% |
16,400
+2,200
| +15% | +$2.32M |
|
545
Blackrock
BLK
$179B
| $18.5M | 0.02% |
33,983
-29,797
| -47% | -$15M |
|
546
CALL
DaVita
DVA
$11.4B
| $18.5M | 0.02% |
+233,300
| New | +$18.2M |
|
547
CenterPoint Energy
CNP
$26.7B
| $18.4M | 0.02% |
988,105
+981,437
| +14,719% | +$16.9M |
|
548
CALL
Las Vegas Sands
LVS
$29.6B
| $18.4M | 0.02% |
404,600
+173,100
| +75% | +$8.13M |
|
|
SCHW
549
CALL
Charles Schwab
SCHW
$188B
| $18.4M | 0.02% |
544,300
+130,900
| +32% | +$4.69M |
|
550
CALL
United States Oil Fund
USO
$1.8B
| $18.4M | 0.02% |
653,928
+569,674
| +676% | +$15.6M |
|
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.