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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 | |
|---|---|---|---|---|---|---|
1976
Vertex Pharmaceuticals
VRTX
$131B
| $450K | ﹤0.01% |
1,549
+1,126
| +266% | +$305K |
|
1977
PUT
PVH
PVH
$3.77B
| $448K | ﹤0.01% |
9,300
+5,000
| +116% | +$233K |
|
1978
PUT
Coty
COTY
$2.42B
| $447K | ﹤0.01% |
100,000
-1,600
| -2% | -$7.76K |
|
1979
Andersons Inc
ANDE
$2.21B
| $445K | ﹤0.01% |
+32,362
| New | +$470K |
|
|
SPR
1980
CALL
DELISTED
Spirit AeroSystems
SPR
| $445K | ﹤0.01% |
18,700
+5,500
| +42% | +$125K |
|
1981
PUT
J.M. Smucker
SJM
$12.9B
| $444K | ﹤0.01% |
4,200
+1,100
| +35% | +$124K |
|
1982
Tencent Music
TME
$14.2B
| $443K | ﹤0.01% |
32,897
-1,240,811
| -97% | -$14.7M |
|
|
SHOE
1983
Shoe Station Group
SHOE
$415M
| $441K | ﹤0.01% |
+30,156
| New | +$361K |
|
1984
Box
BOX
$4.66B
| $439K | ﹤0.01% |
+21,149
| New | +$371K |
|
1985
CALL
Inovio Pharmaceuticals
INO
$93M
| $439K | ﹤0.01% |
+1,358
| New | +$218K |
|
1986
CALL
Host Hotels & Resorts
HST
$15.6B
| $438K | ﹤0.01% |
+40,600
| New | +$466K |
|
1987
CALL
KB Home
KBH
$3.45B
| $436K | ﹤0.01% |
14,200
+1,100
| +8% | +$30.3K |
|
1988
Trane Technologies
TT
$105B
| $435K | ﹤0.01% |
4,894
-3,951
| -45% | -$344K |
|
1989
United States Natural Gas Fund
UNG
$489M
| $429K | ﹤0.01% |
10,452
-5,933
| -36% | -$282K |
|
|
SGEN
1990
DELISTED
Seagen Inc. Common Stock
SGEN
| $425K | ﹤0.01% |
2,500
+1,643
| +192% | +$245K |
|
1991
GoPro
GPRO
$117M
| $422K | ﹤0.01% |
88,749
-5,223
| -6% | -$19.8K |
|
|
SKX
1992
DELISTED
Skechers
SKX
| $422K | ﹤0.01% |
13,455
-165,682
| -92% | -$4.75M |
|
1993
PUT
Cracker Barrel
CBRL
$1.31B
| $420K | ﹤0.01% |
+3,800
| New | +$377K |
|
1994
Oneok
OKE
$58.4B
| $420K | ﹤0.01% |
12,650
+11,079
| +705% | +$361K |
|
1995
CALL
TripAdvisor
TRIP
$1.29B
| $420K | ﹤0.01% |
+21,800
| New | +$417K |
|
1996
Warner Bros
WBD
$69.6B
| $419K | ﹤0.01% |
19,873
+1,228
| +7% | +$26.5K |
|
1997
SiriusXM
SIRI
$9.43B
| $417K | ﹤0.01% |
7,106
+7,027
| +8,895% | +$394K |
|
1998
PUT
NRG Energy
NRG
$25.2B
| $414K | ﹤0.01% |
12,700
+10,100
| +388% | +$333K |
|
1999
PUT
Public Service Enterprise Group
PEG
$37.8B
| $414K | ﹤0.01% |
+8,400
| New | +$419K |
|
2000
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
| $413K | ﹤0.01% |
8,300
-6,800
| -45% | -$288K |
|
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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.