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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 | |
|---|---|---|---|---|---|---|
676
CALL
American Electric Power
AEP
$67.7B
| $12.6M | 0.01% |
158,700
-12,900
| -8% | -$1.05M |
|
677
PUT
Lennar Class A
LEN
$20.6B
| $12.6M | 0.01% |
210,939
+79,025
| +60% | +$4.04M |
|
678
CALL
C.H. Robinson
CHRW
$17.2B
| $12.5M | 0.01% |
158,600
+89,700
| +130% | +$6.77M |
|
679
PUT
PPG Industries
PPG
$25.6B
| $12.5M | 0.01% |
118,200
+113,700
| +2,527% | +$11M |
|
680
PUT
eBay
EBAY
$45.6B
| $12.5M | 0.01% |
238,400
-630,200
| -73% | -$26.6M |
|
681
Southwest Airlines
LUV
$22.1B
| $12.4M | 0.01% |
363,953
+144,115
| +66% | +$4.58M |
|
682
PUT
Kroger
KR
$34.4B
| $12.4M | 0.01% |
367,300
+15,500
| +4% | +$503K |
|
683
PUT
Carnival Corporation Ltd
CCL
$38B
| $12.4M | 0.01% |
756,400
+20,100
| +3% | +$301K |
|
|
684
CALL
eBay
EBAY
$45.6B
| $12.4M | 0.01% |
236,700
-161,100
| -40% | -$6.81M |
|
685
PUT
Sysco
SYY
$40.5B
| $12.4M | 0.01% |
226,900
+97,200
| +75% | +$5.11M |
|
686
PUT
Stanley Black & Decker
SWK
$15.6B
| $12.4M | 0.01% |
88,700
+71,700
| +422% | +$8.65M |
|
687
PUT
KB Home
KBH
$3.43B
| $12.4M | 0.01% |
402,900
+800
| +0.2% | +$22K |
|
688
CALL
Floor & Decor
FND
$6.32B
| $12.3M | 0.01% |
213,200
+79,200
| +59% | +$3.61M |
|
|
FISV
689
Fiserv Inc
FISV
$27.3B
| $12.3M | 0.01% |
125,586
+106,552
| +560% | +$10.7M |
|
690
CALL
Hershey
HSY
$37B
| $12.2M | 0.01% |
94,100
-232,200
| -71% | -$31.2M |
|
691
PUT
iQIYI
IQ
$1.27B
| $12.2M | 0.01% |
525,300
+97,200
| +23% | +$1.8M |
|
692
CALL
Altria Group
MO
$108B
| $12.2M | 0.01% |
310,100
+122,600
| +65% | +$4.78M |
|
693
CALL
Sarepta Therapeutics
SRPT
$1.94B
| $12.1M | 0.01% |
75,500
+59,700
| +378% | +$8.12M |
|
694
PUT
StoneCo
STNE
$2.43B
| $12.1M | 0.01% |
311,800
+264,100
| +554% | +$7.7M |
|
695
PUT
HSBC
HSBC
$358B
| $12.1M | 0.01% |
518,200
-479,100
| -48% | -$11.9M |
|
|
696
PUT
American Electric Power
AEP
$67.7B
| $12.1M | 0.01% |
151,600
-139,200
| -48% | -$11.4M |
|
697
CALL
Baxter International
BAX
$14.1B
| $12M | 0.01% |
140,000
+109,000
| +352% | +$9.49M |
|
698
CALL
Baidu
BIDU
$35.5B
| $12M | 0.01% |
100,200
-148,400
| -60% | -$15.9M |
|
699
Marathon Petroleum
MPC
$96.9B
| $12M | 0.01% |
321,014
+23,119
| +8% | +$743K |
|
|
BBBY
700
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $12M | 0.01% |
1,130,100
+1,058,100
| +1,470% | +$7.29M |
|
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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.