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 | |
|---|---|---|---|---|---|---|
|
SWCH
1751
CALL
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $891K | ﹤0.01% |
+50,000
| New | +$876K |
|
1752
PUT
AvalonBay Communities
AVB
$26.3B
| $880K | ﹤0.01% |
5,700
+3,500
| +159% | +$554K |
|
1753
Golar LNG
GLNG
$5.21B
| $880K | ﹤0.01% |
121,524
-29,085
| -19% | -$202K |
|
1754
PUT
WEX
WEX
$6.78B
| $880K | ﹤0.01% |
5,300
-1,100
| -17% | -$151K |
|
1755
HP
HPQ
$28.6B
| $869K | ﹤0.01% |
49,838
-6,909
| -12% | -$110K |
|
|
MPT
1756
CALL
Medical Properties Trust
MPT
$2.51B
| $869K | ﹤0.01% |
46,200
| – | – |
|
1757
Outfront Media
OUT
$5.24B
| $866K | ﹤0.01% |
62,122
+14,278
| +30% | +$200K |
|
|
AVLR
1758
PUT
DELISTED
Avalara, Inc.
AVLR
| $866K | ﹤0.01% |
+6,500
| New | +$639K |
|
1759
National Beverage
FIZZ
$2.93B
| $865K | ﹤0.01% |
+28,352
| New | +$765K |
|
1760
PUT
Williams-Sonoma
WSM
$28.5B
| $860K | ﹤0.01% |
21,000
+20,200
| +2,525% | +$687K |
|
1761
PUT
CDW
CDW
$17.8B
| $859K | ﹤0.01% |
7,400
+2,700
| +57% | +$293K |
|
1762
MasTec
MTZ
$23B
| $855K | ﹤0.01% |
19,060
+9,553
| +100% | +$362K |
|
1763
PUT
Innovative Industrial Properties
IIPR
$1.67B
| $854K | ﹤0.01% |
+9,700
| New | +$789K |
|
1764
Scorpio Tankers
STNG
$3.93B
| $852K | ﹤0.01% |
+66,515
| New | +$1.21M |
|
1765
CALL
MarketAxess Holdings
MKTX
$5.72B
| $850K | ﹤0.01% |
+1,700
| New | +$792K |
|
1766
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
| $848K | ﹤0.01% |
17,100
-8,000
| -32% | -$339K |
|
|
APLS
1767
CALL
DELISTED
Apellis Pharmaceuticals
APLS
| $843K | ﹤0.01% |
+25,800
| New | +$829K |
|
1768
CALL
DXC Technology
DXC
$1.79B
| $841K | ﹤0.01% |
50,900
-5,300
| -9% | -$84.3K |
|
|
PVG
1769
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $840K | ﹤0.01% |
100,000
| – | – |
|
1770
CALL
Royal Gold
RGLD
$19.1B
| $839K | ﹤0.01% |
+6,800
| New | +$821K |
|
1771
PUT
F5
FFIV
$23.6B
| $837K | ﹤0.01% |
6,000
+2,300
| +62% | +$310K |
|
|
WWE
1772
CALL
DELISTED
World Wrestling Entertainment
WWE
| $837K | ﹤0.01% |
19,300
-40,200
| -68% | -$1.73M |
|
1773
PUT
NOV
NOV
$7.36B
| $831K | ﹤0.01% |
67,600
+21,800
| +48% | +$268K |
|
|
CLR
1774
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $822K | ﹤0.01% |
46,884
-9,050
| -16% | -$127K |
|
1775
CALL
Northwest Bancshares
NWBI
$2.31B
| $818K | ﹤0.01% |
+80,000
| New | +$824K |
|
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.