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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 | |
|---|---|---|---|---|---|---|
|
MGP
1676
CALL
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $1.09M | ﹤0.01% |
40,000
-39,000
| -49% | -$1M |
|
1677
PUT
Carrier Global
CARR
$52.3B
| $1.09M | ﹤0.01% |
+48,922
| New | +$909K |
|
1678
CALL
Welltower
WELL
$169B
| $1.08M | ﹤0.01% |
20,900
+20,700
| +10,350% | +$1.02M |
|
1679
CALL
Huntsman Corp
HUN
$1.82B
| $1.08M | ﹤0.01% |
60,000
| – | – |
|
1680
Incyte
INCY
$24.5B
| $1.08M | ﹤0.01% |
10,361
-4,716
| -31% | -$455K |
|
|
MNK
1681
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $1.08M | ﹤0.01% |
401,700
+279,000
| +227% | +$837K |
|
1682
PUT
Verisk Analytics
VRSK
$24.2B
| $1.07M | ﹤0.01% |
6,300
+1,500
| +31% | +$237K |
|
1683
Monster Beverage
MNST
$91.4B
| $1.07M | ﹤0.01% |
61,732
-121,884
| -66% | -$1.99M |
|
1684
PUT
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $1.07M | ﹤0.01% |
50,000
| – | – |
|
1685
PUT
KeyCorp
KEY
$24.6B
| $1.06M | ﹤0.01% |
87,400
+83,400
| +2,085% | +$969K |
|
1686
PUT
Cloudflare
NET
$118B
| $1.06M | ﹤0.01% |
+29,400
| New | +$821K |
|
1687
Cheniere Energy
LNG
$55.1B
| $1.06M | ﹤0.01% |
21,888
-30,554
| -58% | -$1.33M |
|
1688
Equinix
EQIX
$106B
| $1.06M | ﹤0.01% |
1,503
+519
| +53% | +$351K |
|
1689
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $1.05M | ﹤0.01% |
23,844
-23,408
| -50% | -$889K |
|
|
FLIR
1690
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $1.04M | ﹤0.01% |
+25,604
| New | +$1.06M |
|
1691
Best Buy
BBY
$18B
| $1.04M | ﹤0.01% |
11,893
-73,631
| -86% | -$5.58M |
|
|
MOMO
1692
PUT
Hello Group
MOMO
$850M
| $1.04M | ﹤0.01% |
59,400
-203,900
| -77% | -$4.28M |
|
|
HUYA
1693
Huya Inc
HUYA
$538M
| $1.03M | ﹤0.01% |
55,310
-177,747
| -76% | -$2.97M |
|
|
BRFS
1694
PUT
DELISTED
BRF SA
BRFS
| $1.03M | ﹤0.01% |
+260,000
| New | +$1M |
|
1695
EQT Corp
EQT
$33.9B
| $1.03M | ﹤0.01% |
86,574
+22,800
| +36% | +$299K |
|
1696
TransDigm Group
TDG
$68.7B
| $1.02M | ﹤0.01% |
2,310
-3,693
| -62% | -$1.4M |
|
1697
CALL
Ares Management
ARES
$33.7B
| $1.02M | ﹤0.01% |
+25,700
| New | +$908K |
|
|
1698
PUT
Ares Management
ARES
$33.7B
| $1.02M | ﹤0.01% |
+25,700
| New | +$908K |
|
1699
Marvell Technology
MRVL
$200B
| $1.02M | ﹤0.01% |
28,978
-167,319
| -85% | -$4.9M |
|
|
SIX
1700
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.01M | ﹤0.01% |
+52,800
| New | +$1.05M |
|
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.