We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1276
CALL
First Majestic Silver
AG
$9.44B
| $2.98M | ﹤0.01% |
+299,000
| New | +$2.53M |
|
1277
W.W. Grainger
GWW
$61.5B
| $2.97M | ﹤0.01% |
9,455
+5,154
| +120% | +$1.49M |
|
|
VSLR
1278
CALL
DELISTED
VIVINT SOLAR, INC.
VSLR
| $2.97M | ﹤0.01% |
+300,000
| New | +$2.16M |
|
1279
CALL
Ross Stores
ROST
$79.6B
| $2.95M | ﹤0.01% |
34,500
+17,000
| +97% | +$1.54M |
|
1280
Tractor Supply
TSCO
$19B
| $2.95M | ﹤0.01% |
111,845
-109,750
| -50% | -$2.4M |
|
1281
PUT
Welltower
WELL
$166B
| $2.95M | ﹤0.01% |
57,000
+50,400
| +764% | +$2.48M |
|
1282
PUT
WIX.com
WIX
$2.88B
| $2.95M | ﹤0.01% |
11,500
+1,200
| +12% | +$213K |
|
1283
CALL
Oneok
OKE
$58.3B
| $2.95M | ﹤0.01% |
88,700
+85,200
| +2,434% | +$2.78M |
|
1284
RTX Corp
RTX
$300B
| $2.93M | ﹤0.01% |
47,567
+15,453
| +48% | +$964K |
|
1285
CALL
Nexstar Media Group
NXST
$5.7B
| $2.93M | ﹤0.01% |
35,000
| – | – |
|
1286
CALL
Ameriprise Financial
AMP
$49.9B
| $2.93M | ﹤0.01% |
19,500
+19,200
| +6,400% | +$2.46M |
|
1287
CALL
PennyMac Financial
PFSI
$4B
| $2.92M | ﹤0.01% |
+70,000
| New | +$2.22M |
|
1288
CALL
Range Resources
RRC
$9.39B
| $2.92M | ﹤0.01% |
519,100
-3,600
| -0.7% | -$20K |
|
1289
PUT
Upwork
UPWK
$1.05B
| $2.92M | ﹤0.01% |
202,300
-40,000
| -17% | -$420K |
|
|
WW
1290
PUT
DELISTED
WW International
WW
| $2.92M | ﹤0.01% |
115,100
-800
| -0.7% | -$18.6K |
|
1291
Norfolk Southern
NSC
$75.3B
| $2.92M | ﹤0.01% |
16,626
-14,021
| -46% | -$2.38M |
|
1292
PUT
Haemonetics
HAE
$4.16B
| $2.91M | ﹤0.01% |
+32,500
| New | +$3.28M |
|
1293
NetApp
NTAP
$39.6B
| $2.91M | ﹤0.01% |
65,574
-103,813
| -61% | -$4.46M |
|
1294
CALL
STMicroelectronics
STM
$48.4B
| $2.88M | ﹤0.01% |
105,300
+11,300
| +12% | +$281K |
|
1295
CALL
Burlington
BURL
$22.3B
| $2.86M | ﹤0.01% |
14,500
+14,300
| +7,150% | +$2.69M |
|
1296
CALL
Diamondback Energy
FANG
$56.2B
| $2.85M | ﹤0.01% |
68,200
+33,700
| +98% | +$1.38M |
|
1297
Dollar Tree
DLTR
$24.7B
| $2.85M | ﹤0.01% |
30,748
-40,701
| -57% | -$3.39M |
|
1298
CALL
DHT Holdings
DHT
$3.01B
| $2.85M | ﹤0.01% |
+555,300
| New | +$3.54M |
|
1299
CALL
Warrior Met Coal
HCC
$5.11B
| $2.85M | ﹤0.01% |
+185,000
| New | +$2.52M |
|
1300
CALL
Ferrari
RACE
$71.6B
| $2.83M | ﹤0.01% |
16,600
+13,200
| +388% | +$2.13M |
|
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.