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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 | |
|---|---|---|---|---|---|---|
1176
CALL
Dominion Energy
D
$59.8B
| $3.73M | ﹤0.01% |
45,900
-11,700
| -20% | -$938K |
|
1177
DaVita
DVA
$11.6B
| $3.7M | ﹤0.01% |
+46,725
| New | +$3.65M |
|
|
EXAS
1178
PUT
DELISTED
Exact Sciences
EXAS
| $3.69M | ﹤0.01% |
42,500
-18,200
| -30% | -$1.45M |
|
1179
CALL
Lincoln National
LNC
$8.44B
| $3.68M | ﹤0.01% |
+100,000
| New | +$3.52M |
|
|
MRSH
1180
Marsh
MRSH
$90.1B
| $3.67M | ﹤0.01% |
34,215
+33,620
| +5,650% | +$3.4M |
|
1181
CALL
Ventas
VTR
$45.7B
| $3.66M | ﹤0.01% |
+100,000
| New | +$3.3M |
|
1182
CALL
Zimmer Biomet
ZBH
$18.7B
| $3.64M | ﹤0.01% |
31,415
+22,454
| +251% | +$2.59M |
|
1183
CrowdStrike
CRWD
$226B
| $3.63M | ﹤0.01% |
144,932
-212,884
| -59% | -$4.27M |
|
1184
CALL
Global Payments
GPN
$23.4B
| $3.63M | ﹤0.01% |
21,400
+4,800
| +29% | +$799K |
|
|
RDS.B
1185
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $3.63M | ﹤0.01% |
119,200
+19,200
| +19% | +$628K |
|
1186
CALL
Varonis Systems
VRNS
$4.82B
| $3.63M | ﹤0.01% |
+123,000
| New | +$3.08M |
|
1187
CALL
BILL Holdings
BILL
$4.85B
| $3.61M | ﹤0.01% |
+40,000
| New | +$2.58M |
|
1188
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $3.6M | ﹤0.01% |
69,015
-607,790
| -90% | -$30.7M |
|
1189
CALL
M&T Bank
MTB
$36.6B
| $3.58M | ﹤0.01% |
+34,400
| New | +$3.63M |
|
1190
PUT
DraftKings
DKNG
$12.7B
| $3.57M | ﹤0.01% |
+107,200
| New | +$2.96M |
|
1191
TAL Education Group
TAL
$6.58B
| $3.54M | ﹤0.01% |
51,817
+33,083
| +177% | +$1.89M |
|
|
SNBR
1192
PUT
DELISTED
Sleep Number
SNBR
| $3.54M | ﹤0.01% |
+85,000
| New | +$2.7M |
|
1193
PUT
Planet Fitness
PLNT
$3.65B
| $3.53M | ﹤0.01% |
58,400
+22,800
| +64% | +$1.37M |
|
1194
CALL
Biogen
BIIB
$30.9B
| $3.53M | ﹤0.01% |
13,200
+11,900
| +915% | +$3.58M |
|
1195
Crown Castle
CCI
$31.5B
| $3.53M | ﹤0.01% |
21,091
+18,833
| +834% | +$3.03M |
|
1196
PUT
iShares MSCI South Africa ETF
EZA
$567M
| $3.52M | ﹤0.01% |
+100,000
| New | +$3.29M |
|
1197
PUT
Intercontinental Exchange
ICE
$85B
| $3.5M | ﹤0.01% |
38,300
+11,600
| +43% | +$1.06M |
|
1198
Dow Inc
DOW
$22.1B
| $3.5M | ﹤0.01% |
85,838
-8,001
| -9% | -$293K |
|
1199
L3Harris
LHX
$54.1B
| $3.5M | ﹤0.01% |
20,619
+6,401
| +45% | +$1.2M |
|
1200
Allstate
ALL
$64.7B
| $3.48M | ﹤0.01% |
35,933
+19,255
| +115% | +$1.89M |
|
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.