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 | |
|---|---|---|---|---|---|---|
1026
State Street Materials Select Sector SPDR ETF
XLB
$8.61B
| $5.34M | 0.01% |
189,396
+102,856
| +119% | +$2.71M |
|
1027
PUT
Clorox
CLX
$12.8B
| $5.33M | 0.01% |
24,300
-25,000
| -51% | -$4.99M |
|
1028
CALL
Equinix
EQIX
$105B
| $5.33M | 0.01% |
7,600
+3,500
| +85% | +$2.37M |
|
1029
O'Reilly Automotive
ORLY
$74.5B
| $5.32M | 0.01% |
189,210
-766,290
| -80% | -$20M |
|
1030
Humana
HUM
$46.7B
| $5.32M | 0.01% |
13,711
-54,497
| -80% | -$20.4M |
|
1031
PUT
Outfront Media
OUT
$5.29B
| $5.31M | 0.01% |
380,991
| – | – |
|
1032
VanEck Junior Gold Miners ETF
GDXJ
$8.59B
| $5.3M | 0.01% |
106,851
+47,419
| +80% | +$2.01M |
|
1033
CALL
Raymond James Financial
RJF
$34.9B
| $5.29M | 0.01% |
+115,350
| New | +$5.2M |
|
1034
PUT
Boston Beer
SAM
$1.89B
| $5.27M | 0.01% |
9,800
+4,600
| +88% | +$2.23M |
|
1035
PUT
Monster Beverage
MNST
$90.1B
| $5.26M | 0.01% |
303,600
-458,000
| -60% | -$7.48M |
|
1036
KLA
KLAC
$272B
| $5.24M | 0.01% |
269,550
-72,660
| -21% | -$1.24M |
|
1037
Ross Stores
ROST
$79.6B
| $5.21M | 0.01% |
61,102
+30,728
| +101% | +$2.78M |
|
1038
CALL
Teck Resources
TECK
$32.4B
| $5.21M | 0.01% |
499,700
+407,400
| +441% | +$3.74M |
|
1039
Analog Devices
ADI
$187B
| $5.2M | 0.01% |
42,379
-113,241
| -73% | -$12.4M |
|
1040
PUT
CF Industries
CF
$18.2B
| $5.2M | 0.01% |
184,600
+119,600
| +184% | +$3.4M |
|
|
SGEN
1041
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $5.12M | 0.01% |
+30,100
| New | +$4.49M |
|
|
IPHI
1042
PUT
DELISTED
INPHI CORPORATION
IPHI
| $5.11M | 0.01% |
43,500
+3,500
| +9% | +$368K |
|
1043
PUT
Western Alliance Bancorporation
WAL
$9.01B
| $5.11M | 0.01% |
+135,000
| New | +$4.72M |
|
|
SFIX
1044
PUT
Stitch Fix
SFIX
$474M
| $5.08M | 0.01% |
203,700
+103,700
| +104% | +$2.05M |
|
1045
CALL
Akamai
AKAM
$17.6B
| $5.08M | 0.01% |
47,400
+47,300
| +47,300% | +$4.76M |
|
1046
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $5.08M | 0.01% |
142,847
-78,641
| -36% | -$2.54M |
|
1047
PUT
Ferrari
RACE
$71.6B
| $5.06M | 0.01% |
29,600
-12,600
| -30% | -$2.03M |
|
1048
PUT
Corpay
CPAY
$26.9B
| $5.05M | 0.01% |
20,100
+6,800
| +51% | +$1.61M |
|
1049
TJX Companies
TJX
$169B
| $5.05M | 0.01% |
99,835
+68,001
| +214% | +$3.42M |
|
1050
CALL
Intuit
INTU
$91.6B
| $5.04M | 0.01% |
17,000
-9,800
| -37% | -$2.69M |
|
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.