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 | |
|---|---|---|---|---|---|---|
876
PUT
VeriSign
VRSN
$25.6B
| $8.04M | 0.01% |
38,900
-133,700
| -77% | -$27.8M |
|
877
CSX Corp
CSX
$92.8B
| $7.99M | 0.01% |
343,788
+6,096
| +2% | +$135K |
|
|
HOLX
878
CALL
DELISTED
Hologic
HOLX
| $7.96M | 0.01% |
+139,700
| New | +$6.85M |
|
|
ZNGA
879
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $7.95M | 0.01% |
832,934
+376,019
| +82% | +$3.08M |
|
880
CALL
Tyson Foods
TSN
$19.6B
| $7.91M | 0.01% |
132,400
+18,800
| +17% | +$1.14M |
|
881
PUT
Lumentum
LITE
$72.5B
| $7.91M | 0.01% |
97,200
+61,100
| +169% | +$4.65M |
|
882
State Street Financial Select Sector SPDR ETF
XLF
$59.1B
| $7.9M | 0.01% |
341,214
-438,423
| -56% | -$9.96M |
|
883
Take-Two Interactive
TTWO
$45.4B
| $7.85M | 0.01% |
56,212
+2,075
| +4% | +$271K |
|
884
PUT
Akamai
AKAM
$17.6B
| $7.84M | 0.01% |
73,200
+22,600
| +45% | +$2.27M |
|
885
PUT
First Solar
FSLR
$24.4B
| $7.83M | 0.01% |
157,900
+86,900
| +122% | +$3.88M |
|
886
PUT
Digital Realty Trust
DLR
$72.9B
| $7.8M | 0.01% |
54,900
-51,100
| -48% | -$7.23M |
|
887
PUT
United Airlines
UAL
$40.6B
| $7.79M | 0.01% |
225,100
-238,600
| -51% | -$7.15M |
|
888
CALL
Paycom
PAYC
$9.52B
| $7.78M | 0.01% |
25,100
+7,600
| +43% | +$2.02M |
|
889
American Tower
AMT
$79.4B
| $7.77M | 0.01% |
30,065
+3,346
| +13% | +$828K |
|
890
PUT
Steris
STE
$23.1B
| $7.72M | 0.01% |
+50,300
| New | +$7.66M |
|
891
PUT
Apollo Global Management
APO
$81.9B
| $7.7M | 0.01% |
154,100
+98,400
| +177% | +$4.32M |
|
892
Zillow
Z
$7.48B
| $7.69M | 0.01% |
133,432
+25,681
| +24% | +$1.27M |
|
|
PARA
893
PUT
DELISTED
Paramount Global Class B
PARA
| $7.63M | 0.01% |
326,963
+169,105
| +107% | +$3.26M |
|
894
CALL
MGM Resorts International
MGM
$11.1B
| $7.62M | 0.01% |
453,300
+192,000
| +73% | +$3.1M |
|
895
PPG Industries
PPG
$25.5B
| $7.56M | 0.01% |
71,262
+66,672
| +1,453% | +$6.42M |
|
896
PUT
Green Plains
GPRE
$1.06B
| $7.53M | 0.01% |
737,300
+129,900
| +21% | +$957K |
|
897
PUT
Pinterest
PINS
$13B
| $7.51M | 0.01% |
339,000
-313,600
| -48% | -$6.12M |
|
898
PUT
Synchrony
SYF
$25.8B
| $7.47M | 0.01% |
337,300
+274,200
| +435% | +$5.34M |
|
899
NXP Semiconductors
NXPI
$58.9B
| $7.45M | 0.01% |
65,288
-101,599
| -61% | -$10.2M |
|
900
PUT
Motorola Solutions
MSI
$77.7B
| $7.44M | 0.01% |
53,100
+43,700
| +465% | +$6.18M |
|
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.