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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 | |
|---|---|---|---|---|---|---|
|
ZNGA
1126
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $4.13M | ﹤0.01% |
432,600
+385,200
| +813% | +$3.16M |
|
|
K
1127
CALL
DELISTED
Kellanova
K
| $4.12M | ﹤0.01% |
66,456
+15,336
| +30% | +$928K |
|
1128
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $4.11M | ﹤0.01% |
38,800
| – | – |
|
1129
AeroVironment
AVAV
$9.81B
| $4.11M | ﹤0.01% |
+51,623
| New | +$3.32M |
|
1130
PUT
Franco-Nevada
FNV
$45.5B
| $4.11M | ﹤0.01% |
29,400
+22,900
| +352% | +$3.04M |
|
1131
CALL
iShares MSCI ACWI ETF
ACWI
$33.4B
| $4.1M | ﹤0.01% |
+55,600
| New | +$3.88M |
|
|
RDS.A
1132
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.09M | ﹤0.01% |
125,100
+103,700
| +485% | +$3.56M |
|
|
FLIR
1133
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $4.09M | ﹤0.01% |
+100,800
| New | +$4.18M |
|
1134
Dollar General
DG
$26.4B
| $4.08M | ﹤0.01% |
21,429
-28,838
| -57% | -$5.22M |
|
1135
Pinduoduo
PDD
$127B
| $4.07M | ﹤0.01% |
47,446
-640,533
| -93% | -$38.5M |
|
1136
CALL
Tanger
SKT
$4.42B
| $4.06M | ﹤0.01% |
+570,000
| New | +$3.77M |
|
1137
PUT
W.P. Carey
WPC
$16.1B
| $4.06M | ﹤0.01% |
+61,260
| New | +$3.81M |
|
1138
PUT
iShares US Home Construction ETF
ITB
$2.34B
| $4.04M | ﹤0.01% |
91,600
-100
| -0.1% | -$3.83K |
|
1139
CALL
Targa Resources
TRGP
$57.6B
| $4.04M | ﹤0.01% |
201,200
+161,200
| +403% | +$2.42M |
|
1140
Itaú Unibanco
ITUB
$81.6B
| $4.03M | ﹤0.01% |
1,180,796
+1,091,010
| +1,215% | +$3.54M |
|
1141
PUT
Virgin Galactic
SPCE
$500M
| $4.02M | ﹤0.01% |
12,310
-3,640
| -23% | -$1.2M |
|
1142
CALL
Newell Brands
NWL
$2.62B
| $4M | ﹤0.01% |
252,100
-2,500
| -1% | -$34.3K |
|
1143
Wheaton Precious Metals
WPM
$61.3B
| $4M | ﹤0.01% |
90,715
+90,602
| +80,179% | +$3.56M |
|
1144
Petrobras
PBR
$114B
| $3.99M | ﹤0.01% |
482,590
-907,173
| -65% | -$6.58M |
|
1145
CALL
Synchrony
SYF
$25.8B
| $3.98M | ﹤0.01% |
179,800
+122,000
| +211% | +$2.38M |
|
1146
PUT
C.H. Robinson
CHRW
$17.1B
| $3.97M | ﹤0.01% |
50,200
+20,500
| +69% | +$1.55M |
|
|
LNW
1147
DELISTED
Light & Wonder
LNW
| $3.97M | ﹤0.01% |
256,665
-5,445
| -2% | -$71.1K |
|
1148
CALL
Dropbox
DBX
$7.31B
| $3.97M | ﹤0.01% |
182,200
+122,300
| +204% | +$2.58M |
|
1149
CALL
APA Corp
APA
$14B
| $3.96M | ﹤0.01% |
293,400
-303,200
| -51% | -$3.46M |
|
1150
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.61B
| $3.94M | ﹤0.01% |
140,000
-334,200
| -70% | -$8.8M |
|
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.