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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 | |
|---|---|---|---|---|---|---|
1951
Southern Company
SO
$107B
| $487K | ﹤0.01% |
9,395
-112,066
| -92% | -$6.23M |
|
1952
SSR Mining
SSRM
$6.49B
| $487K | ﹤0.01% |
+22,843
| New | +$410K |
|
1953
PUT
McCormick & Company Non-Voting
MKC
$14.6B
| $486K | ﹤0.01% |
+5,400
| New | +$445K |
|
1954
VF Corp
VFC
$5.79B
| $486K | ﹤0.01% |
7,969
-16,287
| -67% | -$948K |
|
1955
PUT
Fastenal
FAST
$58.9B
| $484K | ﹤0.01% |
22,600
-12,200
| -35% | -$233K |
|
1956
PUT
GSK
GSK
$101B
| $484K | ﹤0.01% |
+9,520
| New | +$488K |
|
1957
PUT
Northern Trust
NTRS
$34.8B
| $483K | ﹤0.01% |
6,100
+2,900
| +91% | +$230K |
|
1958
Fidelity National Information Services
FIS
$22.8B
| $481K | ﹤0.01% |
3,589
-13,232
| -79% | -$1.74M |
|
1959
PUT
Ameriprise Financial
AMP
$50.4B
| $480K | ﹤0.01% |
3,200
-3,100
| -49% | -$397K |
|
1960
Kohl's
KSS
$2.22B
| $478K | ﹤0.01% |
23,035
-136,756
| -86% | -$2.64M |
|
1961
T. Rowe Price
TROW
$23.7B
| $477K | ﹤0.01% |
3,861
-2,405
| -38% | -$274K |
|
1962
CALL
Citizens Financial Group
CFG
$31.2B
| $475K | ﹤0.01% |
+18,800
| New | +$427K |
|
|
PMT
1963
CALL
PennyMac Mortgage Investment
PMT
$828M
| $474K | ﹤0.01% |
+27,000
| New | +$324K |
|
|
DMYT.U
1964
DELISTED
dMY Technology Group, Inc. Units, each consisting of one share of Class A Common Stock and one-half
DMYT.U
| $474K | ﹤0.01% |
44,816
-55,184
| -55% | -$556K |
|
1965
PUT
Xcel Energy
XEL
$49.3B
| $470K | ﹤0.01% |
7,500
-27,100
| -78% | -$1.71M |
|
1966
Dominion Energy
D
$60.3B
| $469K | ﹤0.01% |
5,772
-11,240
| -66% | -$901K |
|
|
ANSS
1967
CALL
DELISTED
Ansys
ANSS
| $467K | ﹤0.01% |
1,600
-1,200
| -43% | -$320K |
|
1968
CALL
Bank OZK
OZK
$5.7B
| $467K | ﹤0.01% |
19,900
| – | – |
|
1969
PUT
DXC Technology
DXC
$1.79B
| $465K | ﹤0.01% |
28,200
+15,000
| +114% | +$239K |
|
1970
Omnicom Group
OMC
$24.2B
| $460K | ﹤0.01% |
8,419
-2,230
| -21% | -$121K |
|
1971
PUT
Camping World
CWH
$675M
| $459K | ﹤0.01% |
+16,900
| New | +$272K |
|
1972
Pentair
PNR
$10.7B
| $458K | ﹤0.01% |
+12,053
| New | +$424K |
|
|
CMBT
1973
PUT
CMB.TECH NV
CMBT
$4.92B
| $457K | ﹤0.01% |
56,100
+6,100
| +12% | +$60.6K |
|
|
1974
CALL
VF Corp
VFC
$5.79B
| $456K | ﹤0.01% |
7,500
-16,300
| -68% | -$949K |
|
1975
PUT
Wolfspeed
WOLF
$1.64B
| $453K | ﹤0.01% |
7,600
+4,400
| +138% | +$212K |
|
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.