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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 | |
|---|---|---|---|---|---|---|
1926
PUT
Iron Mountain
IRM
$37.7B
| $519K | ﹤0.01% |
19,900
-12,400
| -38% | -$313K |
|
1927
ARKO Corp
ARKO
$505M
| $517K | ﹤0.01% |
49,998
| – | – |
|
|
MIC
1928
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $516K | ﹤0.01% |
16,800
-11,000
| -40% | -$304K |
|
|
DOYU
1929
PUT
DouYu International Holdings
DOYU
$136M
| $515K | ﹤0.01% |
+4,460
| New | +$373K |
|
1930
PUT
ProPetro Holding
PUMP
$1.42B
| $514K | ﹤0.01% |
+100,000
| New | +$461K |
|
1931
Boston Beer
SAM
$1.9B
| $512K | ﹤0.01% |
954
+80
| +9% | +$38.7K |
|
1932
CALL
Plug Power
PLUG
$3.21B
| $511K | ﹤0.01% |
62,500
+48,500
| +346% | +$227K |
|
1933
PUT
Textron
TXT
$15.1B
| $511K | ﹤0.01% |
15,500
-5,000
| -24% | -$148K |
|
|
KL
1934
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $511K | ﹤0.01% |
+12,395
| New | +$479K |
|
|
CLDR
1935
CALL
DELISTED
Cloudera, Inc.
CLDR
| $511K | ﹤0.01% |
+40,100
| New | +$385K |
|
1936
Simply Good Foods
SMPL
$989M
| $510K | ﹤0.01% |
+27,463
| New | +$486K |
|
1937
PUT
WEC Energy
WEC
$35.9B
| $509K | ﹤0.01% |
+5,800
| New | +$523K |
|
|
CONN
1938
DELISTED
Conn's Inc.
CONN
| $508K | ﹤0.01% |
50,349
-509,291
| -91% | -$3.36M |
|
|
MIC
1939
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $507K | ﹤0.01% |
16,514
-11,261
| -41% | -$312K |
|
|
MAXR
1940
CALL
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $503K | ﹤0.01% |
+28,000
| New | +$362K |
|
|
ANSS
1941
DELISTED
Ansys
ANSS
| $501K | ﹤0.01% |
1,719
-5,957
| -78% | -$1.59M |
|
1942
Bunge Global
BG
$21.7B
| $501K | ﹤0.01% |
12,193
+8,735
| +253% | +$339K |
|
1943
CALL
Northern Trust
NTRS
$34.8B
| $501K | ﹤0.01% |
6,300
-33,700
| -84% | -$2.67M |
|
1944
PUT
Regions Financial
RF
$27B
| $500K | ﹤0.01% |
45,100
+9,600
| +27% | +$102K |
|
1945
PUT
Public Storage
PSA
$61.4B
| $499K | ﹤0.01% |
2,600
-3,500
| -57% | -$675K |
|
1946
NOV
NOV
$7.36B
| $497K | ﹤0.01% |
40,601
-1,454
| -3% | -$17.9K |
|
1947
CALL
Ambarella
AMBA
$3.6B
| $496K | ﹤0.01% |
10,500
-60,100
| -85% | -$3.1M |
|
|
BIG
1948
CALL
DELISTED
Big Lots, Inc.
BIG
| $491K | ﹤0.01% |
+11,700
| New | +$332K |
|
1949
PUT
Cerence
CRNC
$389M
| $490K | ﹤0.01% |
12,000
| – | – |
|
1950
PUT
Alexandria Real Estate Equities
ARE
$8.33B
| $487K | ﹤0.01% |
+3,000
| New | +$459K |
|
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.