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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 | |
|---|---|---|---|---|---|---|
1076
CALL
Thor Industries
THO
$4.11B
| $4.74M | 0.01% |
44,500
+24,500
| +123% | +$1.92M |
|
1077
PUT
State Street SPDR S&P Bank ETF
KBE
$1.74B
| $4.73M | 0.01% |
+150,000
| New | +$4.53M |
|
1078
PUT
Ambev
ABEV
$43.5B
| $4.72M | 0.01% |
+1,787,400
| New | +$4.22M |
|
1079
CALL
State Street SPDR S&P Retail ETF
XRT
$639M
| $4.72M | 0.01% |
110,000
-114,600
| -51% | -$4.35M |
|
1080
PUT
Aon
AON
$74.7B
| $4.68M | 0.01% |
+24,300
| New | +$4.53M |
|
1081
CarMax
KMX
$8.33B
| $4.67M | 0.01% |
52,186
-7,261
| -12% | -$569K |
|
1082
Honeywell
HON
$74.6B
| $4.67M | 0.01% |
34,266
-13,683
| -29% | -$1.81M |
|
|
SPWR
1083
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $4.67M | 0.01% |
930,401
| – | – |
|
1084
CALL
Voya Financial
VOYA
$9.01B
| $4.67M | 0.01% |
+100,000
| New | +$4.44M |
|
1085
CALL
Green Dot
GDOT
$766M
| $4.66M | 0.01% |
+95,000
| New | +$3.22M |
|
1086
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $4.64M | 0.01% |
120,859
+102,624
| +563% | +$3.75M |
|
1087
Bath & Body Works
BBWI
$3.65B
| $4.63M | 0.01% |
382,343
-32,468
| -8% | -$362K |
|
1088
PUT
Fortive
FTV
$18.6B
| $4.57M | 0.01% |
+107,198
| New | +$4.18M |
|
1089
CALL
Macy's
M
$6.26B
| $4.54M | 0.01% |
659,600
+175,800
| +36% | +$1.08M |
|
1090
Capital One
COF
$136B
| $4.53M | 0.01% |
72,426
+33,222
| +85% | +$2.07M |
|
1091
PUT
Tandem Diabetes Care
TNDM
$1.63B
| $4.53M | 0.01% |
45,700
+23,100
| +102% | +$1.84M |
|
1092
Freeport-McMoran
FCX
$96.9B
| $4.53M | 0.01% |
391,206
-650,980
| -62% | -$5.97M |
|
1093
FedEx
FDX
$77.3B
| $4.5M | 0.01% |
32,057
-209,284
| -87% | -$26.3M |
|
|
GAP
1094
CALL
The Gap Inc
GAP
$7.29B
| $4.49M | 0.01% |
355,900
+355,200
| +50,743% | +$3.2M |
|
|
NVO
1095
CALL
Novo Nordisk
NVO
$203B
| $4.44M | 0.01% |
+135,600
| New | +$4.33M |
|
1096
PUT
Alcoa
AA
$13.5B
| $4.42M | 0.01% |
393,700
+69,100
| +21% | +$618K |
|
1097
CALL
ASML
ASML
$695B
| $4.42M | 0.01% |
12,000
+8,700
| +264% | +$2.73M |
|
1098
PUT
Hasbro
HAS
$13.4B
| $4.42M | 0.01% |
59,100
-1,000
| -2% | -$72.4K |
|
1099
CALL
Paychex
PAYX
$42.8B
| $4.42M | 0.01% |
58,300
+700
| +1% | +$48.5K |
|
1100
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.2B
| $4.41M | 0.01% |
766,600
-121,600
| -14% | -$567K |
|
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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.