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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 | |
|---|---|---|---|---|---|---|
1826
Harley-Davidson
HOG
$2.9B
| $727K | ﹤0.01% |
30,590
-2,109
| -6% | -$45.9K |
|
1827
PACCAR
PCAR
$68.8B
| $727K | ﹤0.01% |
14,570
+792
| +6% | +$37K |
|
|
EVA
1828
PUT
DELISTED
Enviva Inc.
EVA
| $721K | ﹤0.01% |
20,000
| – | – |
|
|
VRS
1829
CALL
DELISTED
Verso Corporation
VRS
| $721K | ﹤0.01% |
+60,300
| New | +$790K |
|
|
ICPT
1830
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $719K | ﹤0.01% |
15,008
+5,090
| +51% | +$393K |
|
1831
CALL
Check Point Software Technologies
CHKP
$13.7B
| $718K | ﹤0.01% |
6,700
+900
| +16% | +$95.4K |
|
1832
Johnson Controls International
JCI
$91.7B
| $716K | ﹤0.01% |
20,977
+9,627
| +85% | +$296K |
|
1833
Fastenal
FAST
$58.9B
| $711K | ﹤0.01% |
33,180
+15,214
| +85% | +$291K |
|
1834
PUT
Marchex
MCHX
$80.6M
| $711K | ﹤0.01% |
450,000
-270,000
| -38% | -$409K |
|
|
JNPR
1835
PUT
DELISTED
Juniper Networks
JNPR
| $709K | ﹤0.01% |
31,100
+19,000
| +157% | +$437K |
|
|
IPHI
1836
CALL
DELISTED
INPHI CORPORATION
IPHI
| $709K | ﹤0.01% |
+6,000
| New | +$632K |
|
|
RDFN
1837
DELISTED
Redfin
RDFN
| $698K | ﹤0.01% |
16,657
+9,157
| +122% | +$241K |
|
|
HAYN
1838
DELISTED
Haynes International, Inc.
HAYN
| $696K | ﹤0.01% |
29,800
-15,328
| -34% | -$341K |
|
1839
Realty Income
O
$59.6B
| $695K | ﹤0.01% |
12,058
+8,891
| +281% | +$473K |
|
1840
PUT
TE Connectivity
TEL
$62.2B
| $694K | ﹤0.01% |
+8,500
| New | +$640K |
|
1841
PUT
Aflac
AFL
$60.7B
| $693K | ﹤0.01% |
19,200
+6,300
| +49% | +$228K |
|
1842
PUT
HubSpot
HUBS
$12B
| $693K | ﹤0.01% |
3,100
+2,200
| +244% | +$396K |
|
1843
PUT
Oneok
OKE
$58.4B
| $693K | ﹤0.01% |
20,800
+14,700
| +241% | +$479K |
|
1844
PUT
Tilray
TLRY
$640M
| $688K | ﹤0.01% |
+9,670
| New | +$780K |
|
|
KSU
1845
PUT
DELISTED
Kansas City Southern
KSU
| $687K | ﹤0.01% |
4,600
-5,100
| -53% | -$717K |
|
1846
Duke Energy
DUK
$97.1B
| $685K | ﹤0.01% |
8,576
+2,752
| +47% | +$233K |
|
|
HBI
1847
PUT
DELISTED
Hanesbrands
HBI
| $683K | ﹤0.01% |
60,500
+38,500
| +175% | +$385K |
|
1848
CALL
Zions Bancorporation
ZION
$10.5B
| $680K | ﹤0.01% |
20,000
-20,000
| -50% | -$633K |
|
1849
CALL
Williams-Sonoma
WSM
$28.5B
| $678K | ﹤0.01% |
+16,600
| New | +$565K |
|
|
LDL
1850
PUT
DELISTED
Lydall, Inc.
LDL
| $678K | ﹤0.01% |
+50,000
| New | +$553K |
|
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.