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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 | |
|---|---|---|---|---|---|---|
1151
CALL
HSBC
HSBC
$358B
| $3.94M | ﹤0.01% |
168,800
+164,200
| +3,570% | +$4.08M |
|
1152
Agilent Technologies
A
$41.9B
| $3.93M | ﹤0.01% |
44,456
+38,419
| +636% | +$3.15M |
|
1153
PUT
TransUnion
TRU
$15.2B
| $3.92M | ﹤0.01% |
+45,000
| New | +$3.59M |
|
1154
CALL
Pan American Silver
PAAS
$22.1B
| $3.91M | ﹤0.01% |
+128,600
| New | +$3.05M |
|
1155
United Parcel Service
UPS
$88.4B
| $3.9M | ﹤0.01% |
35,090
-6,113
| -15% | -$610K |
|
1156
Gilead Sciences
GILD
$168B
| $3.89M | ﹤0.01% |
50,568
+39,078
| +340% | +$2.99M |
|
1157
PUT
Trip.com Group
TCOM
$28.7B
| $3.89M | ﹤0.01% |
150,100
-211,500
| -58% | -$5.33M |
|
1158
CALL
FirstEnergy
FE
$27.2B
| $3.88M | ﹤0.01% |
+100,000
| New | +$4.13M |
|
|
ZEN
1159
DELISTED
ZENDESK INC
ZEN
| $3.88M | ﹤0.01% |
43,793
-14,768
| -25% | -$1.14M |
|
|
THS
1160
CALL
DELISTED
Treehouse Foods
THS
| $3.87M | ﹤0.01% |
88,400
+23,400
| +36% | +$1.14M |
|
|
CTXS
1161
CALL
DELISTED
Citrix Systems Inc
CTXS
| $3.87M | ﹤0.01% |
26,100
-151,400
| -85% | -$21.8M |
|
1162
CALL
eHealth
EHTH
$39.7M
| $3.85M | ﹤0.01% |
39,200
+32,900
| +522% | +$3.83M |
|
1163
Chewy
CHWY
$9.15B
| $3.85M | ﹤0.01% |
86,112
+69,823
| +429% | +$3.05M |
|
|
EXAS
1164
CALL
DELISTED
Exact Sciences
EXAS
| $3.83M | ﹤0.01% |
44,000
+42,500
| +2,833% | +$3.4M |
|
1165
PUT
Bunge Global
BG
$21.5B
| $3.82M | ﹤0.01% |
92,900
+100
| +0.1% | +$3.88K |
|
1166
CALL
DraftKings
DKNG
$12.7B
| $3.81M | ﹤0.01% |
+114,500
| New | +$3.16M |
|
1167
CALL
Encompass Health
EHC
$12.3B
| $3.81M | ﹤0.01% |
77,306
-10,684
| -12% | -$577K |
|
1168
Advance Auto Parts
AAP
$3.23B
| $3.79M | ﹤0.01% |
26,636
+18,151
| +214% | +$2.31M |
|
1169
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $3.78M | ﹤0.01% |
134,106
-1,202,224
| -90% | -$34.7M |
|
1170
CALL
PACCAR
PCAR
$69B
| $3.77M | ﹤0.01% |
75,600
+61,650
| +442% | +$2.88M |
|
1171
CALL
MSCI
MSCI
$40.9B
| $3.77M | ﹤0.01% |
11,300
+5,700
| +102% | +$1.84M |
|
1172
Crocs
CROX
$6.26B
| $3.76M | ﹤0.01% |
102,106
+79,575
| +353% | +$2.11M |
|
|
K
1173
PUT
DELISTED
Kellanova
K
| $3.74M | ﹤0.01% |
60,279
+9,585
| +19% | +$580K |
|
1174
PUT
Teradyne
TER
$63B
| $3.73M | ﹤0.01% |
44,200
+26,700
| +153% | +$1.79M |
|
|
JWN
1175
PUT
DELISTED
Nordstrom
JWN
| $3.73M | ﹤0.01% |
240,700
+184,600
| +329% | +$3.25M |
|
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.