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 | |
|---|---|---|---|---|---|---|
1776
PUT
Check Point Software Technologies
CHKP
$13.7B
| $817K | ﹤0.01% |
7,600
+2,300
| +43% | +$244K |
|
|
HTT
1777
High Templar Tech Ltd
HTT
$391M
| $813K | ﹤0.01% |
478,408
+67,073
| +16% | +$111K |
|
1778
Boeing
BA
$182B
| $809K | ﹤0.01% |
4,414
-582,109
| -99% | -$89.5M |
|
1779
iShares MSCI South Africa ETF
EZA
$559M
| $803K | ﹤0.01% |
+22,799
| New | +$751K |
|
1780
PENN Entertainment
PENN
$2.53B
| $802K | ﹤0.01% |
26,277
-11,583
| -31% | -$265K |
|
1781
Green Dot
GDOT
$770M
| $800K | ﹤0.01% |
+16,295
| New | +$551K |
|
1782
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $799K | ﹤0.01% |
26,894
+25,867
| +2,519% | +$714K |
|
1783
Steris
STE
$23B
| $799K | ﹤0.01% |
+5,206
| New | +$793K |
|
|
MDLA
1784
DELISTED
Medallia, Inc.
MDLA
| $798K | ﹤0.01% |
31,636
+886
| +3% | +$21.2K |
|
1785
CALL
Blackstone Mortgage Trust
BXMT
$2.44B
| $795K | ﹤0.01% |
+33,000
| New | +$758K |
|
|
HBI
1786
CALL
DELISTED
Hanesbrands
HBI
| $793K | ﹤0.01% |
70,200
+9,700
| +16% | +$97K |
|
1787
CALL
Stratasys
SSYS
$779M
| $793K | ﹤0.01% |
50,000
| – | – |
|
|
CXO
1788
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $793K | ﹤0.01% |
+15,400
| New | +$851K |
|
1789
Global Payments
GPN
$25.1B
| $792K | ﹤0.01% |
4,667
-1,955
| -30% | -$325K |
|
|
SREV
1790
PUT
DELISTED
ServiceSource International, Inc.
SREV
| $790K | ﹤0.01% |
500,000
| – | – |
|
|
MRO
1791
DELISTED
Marathon Oil Corporation
MRO
| $789K | ﹤0.01% |
128,980
+51,709
| +67% | +$286K |
|
1792
CALL
Elastic
ESTC
$8.94B
| $784K | ﹤0.01% |
+8,500
| New | +$621K |
|
1793
CALL
W.W. Grainger
GWW
$62.2B
| $784K | ﹤0.01% |
2,500
-500
| -17% | -$144K |
|
1794
PUT
Axalta
AXTA
$7.93B
| $783K | ﹤0.01% |
34,600
+29,800
| +621% | +$610K |
|
1795
Chegg
CHGG
$89.3M
| $782K | ﹤0.01% |
11,629
+9,250
| +389% | +$494K |
|
1796
Darling Ingredients
DAR
$10.4B
| $779K | ﹤0.01% |
+31,622
| New | +$689K |
|
|
SRC
1797
CALL
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $777K | ﹤0.01% |
+22,300
| New | +$675K |
|
1798
Devon Energy
DVN
$48.8B
| $776K | ﹤0.01% |
68,414
-20,060
| -23% | -$229K |
|
1799
IPG Photonics
IPGP
$3.57B
| $774K | ﹤0.01% |
4,828
+4,478
| +1,279% | +$638K |
|
1800
CALL
SFL Corp
SFL
$1.61B
| $772K | ﹤0.01% |
+83,100
| New | +$831K |
|
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.