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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 | |
|---|---|---|---|---|---|---|
826
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $9.01M | 0.01% |
253,600
+1,600
| +0.6% | +$51.6K |
|
827
Lockheed Martin
LMT
$140B
| $9.01M | 0.01% |
24,687
-39,624
| -62% | -$15M |
|
828
CME Group
CME
$94.3B
| $8.99M | 0.01% |
55,336
+9,073
| +20% | +$1.63M |
|
829
Intuitive Surgical
ISRG
$142B
| $8.99M | 0.01% |
47,352
-159,483
| -77% | -$28.6M |
|
830
HCA Healthcare
HCA
$89.8B
| $8.99M | 0.01% |
92,644
+55,061
| +147% | +$5.72M |
|
831
PUT
iShares MSCI Mexico ETF
EWW
$1.9B
| $8.99M | 0.01% |
282,000
-200,600
| -42% | -$6.09M |
|
832
PUT
Universal Display
OLED
$4.23B
| $8.99M | 0.01% |
60,000
+300
| +0.5% | +$44K |
|
833
Western Digital
WDC
$157B
| $8.99M | 0.01% |
269,298
-338,185
| -56% | -$11M |
|
834
PUT
Fastly Inc
FSLY
$4.54B
| $8.95M | 0.01% |
+104,800
| New | +$4.13M |
|
835
CALL
RingCentral
RNG
$5.25B
| $8.92M | 0.01% |
31,200
+12,300
| +65% | +$3.11M |
|
836
CALL
Enterprise Products Partners
EPD
$81.9B
| $8.89M | 0.01% |
489,200
+182,300
| +59% | +$3.26M |
|
837
CALL
Entegris
ENTG
$24.6B
| $8.86M | 0.01% |
150,000
| – | – |
|
838
PUT
Wheaton Precious Metals
WPM
$61.3B
| $8.85M | 0.01% |
200,900
+199,800
| +18,164% | +$7.86M |
|
839
CALL
Hilton Worldwide
HLT
$72.6B
| $8.84M | 0.01% |
120,300
+75,100
| +166% | +$5.57M |
|
840
PUT
Cardinal Health
CAH
$54.5B
| $8.83M | 0.01% |
169,100
+82,400
| +95% | +$4.25M |
|
|
XIFR
841
CALL
XPLR Infrastructure LP
XIFR
$1.08B
| $8.82M | 0.01% |
172,000
+600
| +0.4% | +$29.1K |
|
842
PUT
Aptiv
APTV
$10.1B
| $8.78M | 0.01% |
112,700
+89,000
| +376% | +$6.13M |
|
843
Roku
ROKU
$22.5B
| $8.73M | 0.01% |
74,926
-229,800
| -75% | -$26.3M |
|
844
CALL
Truist Financial
TFC
$64.3B
| $8.72M | 0.01% |
232,100
-48,600
| -17% | -$1.75M |
|
845
CALL
Digital Realty Trust
DLR
$72.9B
| $8.7M | 0.01% |
+61,200
| New | +$8.66M |
|
846
CALL
Qorvo
QRVO
$8.67B
| $8.7M | 0.01% |
78,700
+38,900
| +98% | +$3.86M |
|
847
PUT
Parker-Hannifin
PH
$135B
| $8.69M | 0.01% |
47,400
+15,000
| +46% | +$2.42M |
|
848
PUT
Global Payments
GPN
$23.4B
| $8.67M | 0.01% |
51,100
+31,600
| +162% | +$5.26M |
|
849
PUT
Knight Transportation
KNX
$11.6B
| $8.63M | 0.01% |
206,800
+201,600
| +3,877% | +$7.69M |
|
850
General Dynamics
GD
$107B
| $8.57M | 0.01% |
57,365
+3,464
| +6% | +$489K |
|
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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.