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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 | |
|---|---|---|---|---|---|---|
1451
PUT
VF Corp
VFC
$5.78B
| $1.9M | ﹤0.01% |
31,200
-9,200
| -23% | -$536K |
|
1452
PUT
Dropbox
DBX
$7.37B
| $1.89M | ﹤0.01% |
86,900
+32,900
| +61% | +$695K |
|
1453
Whirlpool
WHR
$2.83B
| $1.88M | ﹤0.01% |
14,540
+874
| +6% | +$100K |
|
|
AYX
1454
DELISTED
Alteryx Inc
AYX
| $1.88M | ﹤0.01% |
11,443
-2,546
| -18% | -$330K |
|
1455
PUT
Labcorp
LH
$26.1B
| $1.88M | ﹤0.01% |
13,153
+11,058
| +528% | +$1.53M |
|
1456
PUT
Equifax
EFX
$21.4B
| $1.87M | ﹤0.01% |
10,900
-5,600
| -34% | -$830K |
|
1457
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.1B
| $1.86M | ﹤0.01% |
324,180
-142,037
| -30% | -$662K |
|
1458
Rio Tinto
RIO
$161B
| $1.86M | ﹤0.01% |
33,101
+21,395
| +183% | +$1.08M |
|
1459
CALL
Dave & Buster's
PLAY
$378M
| $1.85M | ﹤0.01% |
+138,600
| New | +$1.85M |
|
|
1460
Dropbox
DBX
$7.37B
| $1.84M | ﹤0.01% |
84,461
+68,217
| +420% | +$1.44M |
|
1461
Sunrun
RUN
$2.35B
| $1.84M | ﹤0.01% |
93,163
+13,531
| +17% | +$207K |
|
1462
PUT
Ciena
CIEN
$64.8B
| $1.83M | ﹤0.01% |
34,000
-59,100
| -63% | -$2.94M |
|
1463
NovoCure
NVCR
$2.03B
| $1.83M | ﹤0.01% |
30,804
-23,971
| -44% | -$1.58M |
|
1464
International Paper
IP
$21.7B
| $1.83M | ﹤0.01% |
54,775
+26,022
| +91% | +$829K |
|
|
DCH
1465
PUT
Dauch Corp
DCH
$1.58B
| $1.82M | ﹤0.01% |
240,000
| – | – |
|
1466
CALL
Vail Resorts
MTN
$5.19B
| $1.82M | ﹤0.01% |
+10,000
| New | +$1.75M |
|
1467
CALL
Americold
COLD
$4.29B
| $1.81M | ﹤0.01% |
+50,000
| New | +$1.71M |
|
1468
Elastic
ESTC
$8.15B
| $1.81M | ﹤0.01% |
+19,687
| New | +$1.44M |
|
1469
CALL
Tenet Healthcare
THC
$21.4B
| $1.81M | ﹤0.01% |
100,000
| – | – |
|
1470
Ambev
ABEV
$43.9B
| $1.81M | ﹤0.01% |
+684,241
| New | +$1.61M |
|
|
GAP
1471
PUT
The Gap Inc
GAP
$7.3B
| $1.8M | ﹤0.01% |
142,600
+136,100
| +2,094% | +$1.23M |
|
|
STAY
1472
CALL
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $1.79M | ﹤0.01% |
+160,100
| New | +$1.68M |
|
1473
Invitation Homes
INVH
$18B
| $1.79M | ﹤0.01% |
+65,074
| New | +$1.63M |
|
|
UNVR
1474
CALL
DELISTED
Univar Solutions Inc.
UNVR
| $1.79M | ﹤0.01% |
+106,200
| New | +$1.52M |
|
1475
Seagate
STX
$205B
| $1.79M | ﹤0.01% |
36,985
-85,731
| -70% | -$4.3M |
|
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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.