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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 | |
|---|---|---|---|---|---|---|
1626
CALL
Cheesecake Factory
CAKE
$5.65B
| $1.25M | ﹤0.01% |
+54,500
| New | +$1.15M |
|
1627
CALL
Capri Holdings
CPRI
$1.77B
| $1.25M | ﹤0.01% |
79,500
+15,500
| +24% | +$229K |
|
1628
CALL
ArcBest
ARCB
$3.28B
| $1.23M | ﹤0.01% |
46,500
-25,200
| -35% | -$540K |
|
|
X
1629
DELISTED
US Steel
X
| $1.23M | ﹤0.01% |
170,045
+63,939
| +60% | +$499K |
|
1630
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.62B
| $1.22M | ﹤0.01% |
+13,938
| New | +$1.15M |
|
1631
PUT
Stellantis
STLA
$20.1B
| $1.22M | ﹤0.01% |
119,000
-43,900
| -27% | -$379K |
|
1632
PUT
PagSeguro Digital
PAGS
$2.42B
| $1.22M | ﹤0.01% |
34,400
-28,400
| -45% | -$800K |
|
1633
CALL
Cracker Barrel
CBRL
$1.31B
| $1.21M | ﹤0.01% |
10,900
-89,100
| -89% | -$8.83M |
|
1634
Sabre
SABR
$884M
| $1.2M | ﹤0.01% |
148,797
+55,487
| +59% | +$393K |
|
1635
Linde
LIN
$220B
| $1.19M | ﹤0.01% |
5,621
-4,321
| -43% | -$834K |
|
1636
CALL
EQT Corp
EQT
$33.6B
| $1.19M | ﹤0.01% |
100,000
| – | – |
|
1637
Blackstone
BX
$110B
| $1.18M | ﹤0.01% |
20,857
-43,762
| -68% | -$2.3M |
|
1638
CALL
MillerKnoll
MLKN
$1.63B
| $1.18M | ﹤0.01% |
50,000
| – | – |
|
|
1639
PUT
MillerKnoll
MLKN
$1.63B
| $1.18M | ﹤0.01% |
50,000
| – | – |
|
1640
PUT
Credit Acceptance
CACC
$6.03B
| $1.18M | ﹤0.01% |
+2,800
| New | +$975K |
|
|
FSCT
1641
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $1.17M | ﹤0.01% |
55,229
+54,924
| +18,008% | +$1.49M |
|
1642
Copart
CPRT
$26.9B
| $1.17M | ﹤0.01% |
56,008
+49,272
| +731% | +$989K |
|
1643
iQIYI
IQ
$1.29B
| $1.16M | ﹤0.01% |
50,074
-191,523
| -79% | -$3.55M |
|
1644
CALL
iShares MSCI United Kingdom ETF
EWU
$4.13B
| $1.16M | ﹤0.01% |
+45,000
| New | +$1.14M |
|
|
MRO
1645
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.16M | ﹤0.01% |
189,600
+101,700
| +116% | +$562K |
|
|
HES
1646
DELISTED
Hess
HES
| $1.16M | ﹤0.01% |
22,351
-58,076
| -72% | -$2.66M |
|
1647
CALL
The Mosaic Company
MOS
$6.85B
| $1.16M | ﹤0.01% |
92,200
+78,400
| +568% | +$939K |
|
1648
Ferrari
RACE
$72.1B
| $1.15M | ﹤0.01% |
6,731
-8,681
| -56% | -$1.4M |
|
|
CTRA
1649
CALL
DELISTED
Coterra Energy
CTRA
| $1.14M | ﹤0.01% |
+66,500
| New | +$1.29M |
|
1650
Teck Resources
TECK
$31.2B
| $1.14M | ﹤0.01% |
109,488
+107,405
| +5,156% | +$986K |
|
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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.