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 | |
|---|---|---|---|---|---|---|
126
CALL
Uber
UBER
$159B
| $112M | 0.13% |
3,594,400
+2,557,700
| +247% | +$79.7M |
|
127
CALL
Wayfair
W
$14.2B
| $109M | 0.13% |
552,400
+534,400
| +2,969% | +$79.9M |
|
128
CALL
Adobe
ADBE
$105B
| $109M | 0.13% |
250,000
-40,100
| -14% | -$14.9M |
|
129
PUT
Deere & Co
DE
$167B
| $108M | 0.13% |
688,200
+199,200
| +41% | +$28.9M |
|
130
CALL
Thermo Fisher Scientific
TMO
$222B
| $108M | 0.13% |
298,300
+201,100
| +207% | +$67.4M |
|
131
PUT
IBM
IBM
$225B
| $107M | 0.13% |
928,325
-158,155
| -15% | -$18.4M |
|
132
CALL
PayPal
PYPL
$50.4B
| $106M | 0.12% |
610,100
+69,600
| +13% | +$9.62M |
|
133
CALL
Ford
F
$56.3B
| $106M | 0.12% |
17,427,900
+6,715,500
| +63% | +$37.2M |
|
134
CALL
UnitedHealth
UNH
$367B
| $106M | 0.12% |
358,200
+165,400
| +86% | +$47.4M |
|
|
135
PUT
UnitedHealth
UNH
$367B
| $106M | 0.12% |
357,900
-71,700
| -17% | -$20.5M |
|
136
PUT
Merck
MRK
$321B
| $104M | 0.12% |
1,416,058
+39,720
| +3% | +$2.99M |
|
137
PUT
CVS Health
CVS
$119B
| $104M | 0.12% |
1,594,200
+191,200
| +14% | +$12M |
|
138
PUT
Chevron
CVX
$385B
| $102M | 0.12% |
1,148,100
+432,500
| +60% | +$38.7M |
|
139
CALL
Target
TGT
$69B
| $100M | 0.12% |
836,700
+300,900
| +56% | +$34.3M |
|
140
PUT
Chipotle Mexican Grill
CMG
$40.4B
| $100M | 0.12% |
4,765,000
-815,000
| -15% | -$15.1M |
|
141
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $99.9M | 0.12% |
1,223,800
-2,716,000
| -69% | -$219M |
|
142
CALL
VanEck Semiconductor ETF
SMH
$70.4B
| $99.4M | 0.12% |
1,301,400
-881,600
| -40% | -$60.6M |
|
143
PUT
iShares MSCI Brazil ETF
EWZ
$8.63B
| $98.4M | 0.12% |
3,421,900
+1,944,700
| +132% | +$51M |
|
144
CALL
United Parcel Service
UPS
$88.5B
| $97M | 0.11% |
872,100
+181,500
| +26% | +$18.1M |
|
145
PUT
Lam Research
LRCX
$389B
| $95.2M | 0.11% |
2,943,000
-839,000
| -22% | -$22.9M |
|
146
CALL
Qualcomm
QCOM
$170B
| $94.9M | 0.11% |
1,040,400
+319,600
| +44% | +$25.6M |
|
147
PUT
Coca-Cola
KO
$374B
| $94.4M | 0.11% |
2,113,300
+386,800
| +22% | +$17.8M |
|
148
iShares Russell 2000 ETF
IWM
$81.9B
| $94.1M | 0.11% |
657,091
-213,787
| -25% | -$28.1M |
|
149
PUT
Oracle
ORCL
$417B
| $93.5M | 0.11% |
1,692,000
+559,400
| +49% | +$29.6M |
|
150
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $91.5M | 0.11% |
1,560,200
+526,400
| +51% | +$30.7M |
|
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.