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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 | |
|---|---|---|---|---|---|---|
1901
PUT
Lincoln National
LNC
$8.67B
| $572K | ﹤0.01% |
15,500
+11,600
| +297% | +$408K |
|
1902
CALL
Stellantis
STLA
$20.2B
| $570K | ﹤0.01% |
55,700
-4,000
| -7% | -$34.6K |
|
1903
Universal Display
OLED
$4.18B
| $558K | ﹤0.01% |
3,732
-21,745
| -85% | -$3.19M |
|
1904
CALL
Schrodinger
SDGR
$1.38B
| $556K | ﹤0.01% |
+6,100
| New | +$355K |
|
1905
PUT
Hewlett Packard
HPE
$79.2B
| $555K | ﹤0.01% |
+56,800
| New | +$558K |
|
1906
Kimberly-Clark
KMB
$36.8B
| $555K | ﹤0.01% |
3,925
-629
| -14% | -$86.8K |
|
|
GPX
1907
CALL
DELISTED
GP Strategies Corp.
GPX
| $552K | ﹤0.01% |
+64,300
| New | +$463K |
|
1908
Masco
MAS
$14.7B
| $551K | ﹤0.01% |
10,976
-100,191
| -90% | -$4.34M |
|
1909
Vulcan Materials
VMC
$36B
| $551K | ﹤0.01% |
4,753
-20,355
| -81% | -$2.23M |
|
1910
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
| $551K | ﹤0.01% |
10,200
-2,500
| -20% | -$128K |
|
1911
Alnylam Pharmaceuticals
ALNY
$30.4B
| $550K | ﹤0.01% |
3,714
+2,260
| +155% | +$305K |
|
1912
PUT
AstraZeneca
AZN
$244B
| $549K | ﹤0.01% |
+5,200
| New | +$537K |
|
1913
Cboe Global Markets
CBOE
$30.6B
| $547K | ﹤0.01% |
5,861
+3,433
| +141% | +$338K |
|
1914
Eastman Chemical
EMN
$8.43B
| $546K | ﹤0.01% |
7,837
+5,958
| +317% | +$375K |
|
1915
PUT
Fox Class A
FOXA
$27.5B
| $541K | ﹤0.01% |
20,100
+17,700
| +738% | +$478K |
|
|
BBBY
1916
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $539K | ﹤0.01% |
50,900
-602,800
| -92% | -$4.15M |
|
1917
Five Below
FIVE
$13.4B
| $536K | ﹤0.01% |
5,011
-57,778
| -92% | -$5.42M |
|
1918
Norwegian Cruise Line
NCLH
$8.98B
| $535K | ﹤0.01% |
32,569
-10,617
| -25% | -$156K |
|
1919
CALL
Trane Technologies
TT
$105B
| $534K | ﹤0.01% |
6,000
| – | – |
|
1920
CALL
ScottsMiracle-Gro
SMG
$3.59B
| $533K | ﹤0.01% |
+4,000
| New | +$516K |
|
1921
Franco-Nevada
FNV
$44.7B
| $532K | ﹤0.01% |
3,808
+2,478
| +186% | +$329K |
|
1922
CALL
Logitech
LOGI
$15B
| $530K | ﹤0.01% |
+8,100
| New | +$432K |
|
1923
CALL
PagSeguro Digital
PAGS
$2.43B
| $530K | ﹤0.01% |
14,900
-43,700
| -75% | -$1.23M |
|
|
MNK
1924
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $520K | ﹤0.01% |
194,079
+131,103
| +208% | +$393K |
|
1925
PUT
Gen Digital
GEN
$17.7B
| $519K | ﹤0.01% |
+26,100
| New | +$531K |
|
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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.