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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 | |
|---|---|---|---|---|---|---|
751
iShares MSCI Emerging Markets ETF
EEM
$30.4B
| $10.6M | 0.01% |
264,758
-929,170
| -78% | -$34.8M |
|
752
GE Aerospace
GE
$379B
| $10.6M | 0.01% |
310,914
-79,095
| -20% | -$2.67M |
|
753
PUT
Lumen
LUMN
$6.49B
| $10.5M | 0.01% |
1,050,700
-67,300
| -6% | -$673K |
|
754
Eli Lilly
LLY
$1.09T
| $10.5M | 0.01% |
64,079
+38,358
| +149% | +$5.89M |
|
755
Elevance Health
ELV
$86.6B
| $10.5M | 0.01% |
39,983
+8,402
| +27% | +$2.24M |
|
756
BP
BP
$111B
| $10.5M | 0.01% |
450,730
+227,005
| +101% | +$5.45M |
|
757
CALL
Vertex Pharmaceuticals
VRTX
$133B
| $10.5M | 0.01% |
36,100
+19,300
| +115% | +$5.23M |
|
758
CALL
Kinder Morgan
KMI
$70.7B
| $10.4M | 0.01% |
688,100
+294,800
| +75% | +$4.48M |
|
759
Intuit
INTU
$91.6B
| $10.4M | 0.01% |
35,214
-33,348
| -49% | -$9.15M |
|
|
ZEN
760
CALL
DELISTED
ZENDESK INC
ZEN
| $10.4M | 0.01% |
117,800
+81,800
| +227% | +$6.3M |
|
|
PARA
761
DELISTED
Paramount Global Class B
PARA
| $10.4M | 0.01% |
446,479
+298,992
| +203% | +$5.76M |
|
762
CALL
Keysight
KEYS
$60.6B
| $10.4M | 0.01% |
103,300
+49,900
| +93% | +$4.9M |
|
763
Applied Materials
AMAT
$435B
| $10.4M | 0.01% |
172,153
-1,130,936
| -87% | -$61M |
|
764
PUT
Cencora
COR
$60B
| $10.3M | 0.01% |
102,500
+27,900
| +37% | +$2.57M |
|
765
CALL
Carnival Corporation Ltd
CCL
$37.9B
| $10.3M | 0.01% |
628,300
+167,300
| +36% | +$2.51M |
|
766
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $10.3M | 0.01% |
175,432
-271,722
| -61% | -$15.9M |
|
767
PUT
Cintas
CTAS
$81.4B
| $10.3M | 0.01% |
154,000
+62,000
| +67% | +$3.59M |
|
|
ICPT
768
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $10.1M | 0.01% |
211,000
+48,400
| +30% | +$3.74M |
|
769
CALL
Chewy
CHWY
$9.15B
| $10.1M | 0.01% |
226,300
+173,100
| +325% | +$7.55M |
|
770
PUT
Southwest Airlines
LUV
$22B
| $10.1M | 0.01% |
294,800
+176,800
| +150% | +$5.62M |
|
771
CALL
Shopify
SHOP
$194B
| $10.1M | 0.01% |
106,000
-136,000
| -56% | -$9.44M |
|
772
PUT
L3Harris
LHX
$54.1B
| $10.1M | 0.01% |
59,300
+30,200
| +104% | +$5.68M |
|
773
Medtronic
MDT
$116B
| $10.1M | 0.01% |
109,676
-8,966
| -8% | -$860K |
|
|
SGI
774
PUT
Somnigroup International
SGI
$13.5B
| $10M | 0.01% |
558,000
+89,200
| +19% | +$1.28M |
|
775
CALL
CSX Corp
CSX
$92.8B
| $9.97M | 0.01% |
428,400
-181,800
| -30% | -$4.02M |
|
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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.