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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 | |
|---|---|---|---|---|---|---|
1001
HSBC
HSBC
$358B
| $5.79M | 0.01% |
248,292
-412,853
| -62% | -$10.3M |
|
1002
Corning
GLW
$144B
| $5.77M | 0.01% |
222,648
-99,390
| -31% | -$2.25M |
|
1003
CALL
Gaotu Techedu
GOTU
$410M
| $5.76M | 0.01% |
+96,000
| New | +$3.8M |
|
1004
CALL
ON Semiconductor
ON
$32.4B
| $5.75M | 0.01% |
290,100
+58,700
| +25% | +$956K |
|
1005
Danaher
DHR
$145B
| $5.74M | 0.01% |
36,634
+36,069
| +6,384% | +$5.18M |
|
1006
VanEck Oil Services ETF
OIH
$1.96B
| $5.74M | 0.01% |
+47,081
| New | +$5.27M |
|
1007
PUT
International Flavors & Fragrances
IFF
$21.4B
| $5.73M | 0.01% |
46,800
+37,600
| +409% | +$4.75M |
|
1008
CALL
Southern Company
SO
$106B
| $5.73M | 0.01% |
110,500
+3,900
| +4% | +$217K |
|
1009
PUT
PACCAR
PCAR
$69B
| $5.69M | 0.01% |
114,000
+82,200
| +258% | +$3.84M |
|
1010
PUT
Teradata
TDC
$2.49B
| $5.65M | 0.01% |
271,700
+31,700
| +13% | +$689K |
|
1011
PUT
Occidental Petroleum
OXY
$58.5B
| $5.62M | 0.01% |
307,300
+27,900
| +10% | +$439K |
|
|
VSTO
1012
DELISTED
Vista Outdoor Inc.
VSTO
| $5.56M | 0.01% |
+384,798
| New | +$3.86M |
|
1013
CALL
Teva Pharmaceuticals
TEVA
$42.8B
| $5.53M | 0.01% |
449,000
+85,300
| +23% | +$965K |
|
1014
CALL
United Airlines
UAL
$40.6B
| $5.53M | 0.01% |
159,900
-660,000
| -80% | -$19.8M |
|
|
SPLK
1015
DELISTED
Splunk Inc
SPLK
| $5.51M | 0.01% |
27,743
-60,056
| -68% | -$9.5M |
|
1016
PUT
Zimmer Biomet
ZBH
$18.7B
| $5.5M | 0.01% |
47,483
+19,982
| +73% | +$2.3M |
|
1017
PUT
Elastic
ESTC
$8.02B
| $5.5M | 0.01% |
+59,600
| New | +$4.35M |
|
|
DCUE
1018
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
| $5.49M | 0.01% |
27,039
-45,670
| -63% | -$4.62M |
|
1019
PUT
Ventas
VTR
$45.7B
| $5.48M | 0.01% |
+149,600
| New | +$4.94M |
|
|
FISV
1020
CALL
Fiserv Inc
FISV
$27.4B
| $5.46M | 0.01% |
55,900
-95,500
| -63% | -$9.62M |
|
1021
Prologis
PLD
$134B
| $5.46M | 0.01% |
58,461
+51,785
| +776% | +$4.62M |
|
1022
TSMC
TSM
$2.23T
| $5.46M | 0.01% |
96,094
-618,770
| -87% | -$32.6M |
|
1023
CALL
Viatris
VTRS
$18.5B
| $5.42M | 0.01% |
336,800
-46,600
| -12% | -$755K |
|
1024
PUT
MSCI
MSCI
$40.9B
| $5.41M | 0.01% |
16,200
+1,400
| +9% | +$453K |
|
1025
CALL
Fastenal
FAST
$59.9B
| $5.36M | 0.01% |
250,000
-8,200
| -3% | -$157K |
|
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.