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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 | |
|---|---|---|---|---|---|---|
101
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.58B
| $137M | 0.16% |
3,574,600
+3,555,100
| +18,231% | +$130M |
|
102
CALL
Merck
MRK
$321B
| $135M | 0.16% |
1,835,991
+638,546
| +53% | +$48.1M |
|
103
PUT
Pinduoduo
PDD
$129B
| $135M | 0.16% |
1,570,300
-790,800
| -33% | -$47.6M |
|
104
CALL
Starbucks
SBUX
$121B
| $135M | 0.16% |
1,830,900
+1,051,300
| +135% | +$79M |
|
105
PUT
Texas Instruments
TXN
$258B
| $134M | 0.16% |
1,056,900
-436,100
| -29% | -$50.9M |
|
106
PUT
Uber
UBER
$161B
| $131M | 0.15% |
4,230,600
+2,291,200
| +118% | +$71.4M |
|
107
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $131M | 0.15% |
6,909,400
+5,107,400
| +283% | +$95M |
|
108
CALL
AbbVie
ABBV
$439B
| $130M | 0.15% |
1,319,618
+405,718
| +44% | +$35.7M |
|
109
CALL
Lowe's Companies
LOW
$125B
| $129M | 0.15% |
956,500
+608,900
| +175% | +$69.5M |
|
110
CALL
Advanced Micro Devices
AMD
$767B
| $128M | 0.15% |
2,436,800
-135,000
| -5% | -$7.16M |
|
111
PUT
ServiceNow
NOW
$133B
| $128M | 0.15% |
1,581,000
-507,000
| -24% | -$35.8M |
|
|
112
Apple
AAPL
$4.47T
| $128M | 0.15% |
1,403,100
-4,477,596
| -76% | -$347M |
|
113
CALL
IBM
IBM
$227B
| $125M | 0.15% |
1,085,957
+98,742
| +10% | +$11.5M |
|
114
PUT
Pfizer
PFE
$153B
| $125M | 0.15% |
4,034,817
+929,417
| +30% | +$31.6M |
|
115
PUT
Charter Communications
CHTR
$18.4B
| $124M | 0.15% |
243,400
-164,300
| -40% | -$83.3M |
|
116
PUT
Boeing
BA
$186B
| $123M | 0.14% |
671,900
-149,300
| -18% | -$22.9M |
|
117
PUT
lululemon athletica
LULU
$14.3B
| $121M | 0.14% |
388,600
+158,000
| +69% | +$40.4M |
|
|
118
CALL
Boeing
BA
$186B
| $120M | 0.14% |
655,900
+473,800
| +260% | +$72.8M |
|
119
PUT
Applied Materials
AMAT
$422B
| $118M | 0.14% |
1,954,300
-626,600
| -24% | -$33.8M |
|
120
CALL
Wells Fargo
WFC
$265B
| $116M | 0.14% |
4,548,500
+2,087,100
| +85% | +$57.1M |
|
|
121
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.58B
| $116M | 0.14% |
3,016,700
+2,920,800
| +3,046% | +$107M |
|
122
CALL
AT&T
T
$166B
| $116M | 0.14% |
5,068,669
+2,979,794
| +143% | +$67.9M |
|
123
CALL
Procter & Gamble
PG
$336B
| $114M | 0.13% |
953,500
+789,000
| +480% | +$92M |
|
124
CALL
Verizon
VZ
$196B
| $113M | 0.13% |
2,048,000
+146,500
| +8% | +$8.24M |
|
125
CALL
Rio Tinto
RIO
$165B
| $112M | 0.13% |
1,997,200
+1,995,500
| +117,382% | +$101M |
|
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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.