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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 | |
|---|---|---|---|---|---|---|
1051
CALL
Waste Management
WM
$90.5B
| $5.03M | 0.01% |
47,500
+9,800
| +26% | +$990K |
|
|
LSI
1052
DELISTED
Life Storage, Inc.
LSI
| $5.01M | 0.01% |
79,215
+23,554
| +42% | +$1.46M |
|
1053
Accenture
ACN
$110B
| $5.01M | 0.01% |
23,347
-18,977
| -45% | -$3.59M |
|
1054
PUT
Ball Corp
BALL
$16.4B
| $5M | 0.01% |
71,900
+66,100
| +1,140% | +$4.47M |
|
1055
PUT
APA Corp
APA
$14B
| $4.99M | 0.01% |
369,600
+160,600
| +77% | +$1.83M |
|
1056
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $4.99M | 0.01% |
45,700
+600
| +1% | +$62.1K |
|
|
SCHW
1057
Charles Schwab
SCHW
$189B
| $4.99M | 0.01% |
147,916
+100,651
| +213% | +$3.61M |
|
1058
Biogen
BIIB
$30.9B
| $4.99M | 0.01% |
18,646
+11,239
| +152% | +$3.38M |
|
|
FL
1059
PUT
DELISTED
Foot Locker
FL
| $4.97M | 0.01% |
170,300
-11,900
| -7% | -$314K |
|
|
BSX.PRA
1060
DELISTED
Boston Scientific Corporation 5.50% Mandatory Convertible Preferred Stock, Series A
BSX.PRA
| $4.97M | 0.01% |
+47,451
| New | +$5.08M |
|
1061
GDS Holdings
GDS
$6.56B
| $4.95M | 0.01% |
62,189
-45,329
| -42% | -$2.81M |
|
1062
PUT
Nucor
NUE
$61.9B
| $4.95M | 0.01% |
119,400
+76,400
| +178% | +$3.09M |
|
1063
PUT
NovoCure
NVCR
$2.05B
| $4.94M | 0.01% |
83,200
-88,500
| -52% | -$5.82M |
|
1064
CALL
Lumentum
LITE
$72.5B
| $4.93M | 0.01% |
60,600
+27,000
| +80% | +$2.06M |
|
1065
State Street Health Care Select Sector SPDR ETF
XLV
$44B
| $4.92M | 0.01% |
49,197
+24,115
| +96% | +$2.38M |
|
1066
CALL
Allegiant Air
ALGT
$2.31B
| $4.91M | 0.01% |
+45,000
| New | +$4.11M |
|
1067
Sun Communities
SUI
$14.4B
| $4.9M | 0.01% |
+36,108
| New | +$4.79M |
|
|
GTM
1068
CALL
ZoomInfo Technologies
GTM
$1.12B
| $4.87M | 0.01% |
+95,400
| New | +$4.56M |
|
1069
CALL
International Paper
IP
$21.8B
| $4.86M | 0.01% |
145,517
+118,695
| +443% | +$3.78M |
|
1070
CALL
Ciena
CIEN
$61.2B
| $4.84M | 0.01% |
89,400
-100
| -0.1% | -$4.97K |
|
1071
CALL
Cloudflare
NET
$111B
| $4.81M | 0.01% |
+133,600
| New | +$3.73M |
|
|
ALXN
1072
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $4.8M | 0.01% |
42,800
-54,300
| -56% | -$5.76M |
|
1073
PUT
Entergy
ETR
$50.3B
| $4.8M | 0.01% |
+102,400
| New | +$4.97M |
|
1074
Cigna
CI
$73.3B
| $4.79M | 0.01% |
25,553
-16,421
| -39% | -$3.12M |
|
1075
Williams-Sonoma
WSM
$28.9B
| $4.76M | 0.01% |
116,170
+43,840
| +61% | +$1.49M |
|
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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.