We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
2001
TripAdvisor
TRIP
$1.29B
| $411K | ﹤0.01% |
21,627
-15,240
| -41% | -$291K |
|
2002
Travere Therapeutics
TVTX
$5.79B
| $408K | ﹤0.01% |
+19,999
| New | +$318K |
|
2003
CALL
Akebia Therapeutics
AKBA
$241M
| $407K | ﹤0.01% |
+30,000
| New | +$310K |
|
|
SAFM
2004
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $406K | ﹤0.01% |
3,500
+3,100
| +775% | +$398K |
|
2005
Zscaler
ZS
$30.4B
| $405K | ﹤0.01% |
3,695
-67,170
| -95% | -$5.58M |
|
|
JO
2006
DELISTED
iPath Series B Bloomberg Coffee Subindex Total ReturnSM ETN
JO
| $405K | ﹤0.01% |
13,000
| – | – |
|
2007
PUT
Principal Financial Group
PFG
$24.6B
| $403K | ﹤0.01% |
+9,700
| New | +$354K |
|
2008
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $403K | ﹤0.01% |
5,100
+2,000
| +65% | +$152K |
|
2009
Boyd Gaming
BYD
$6.05B
| $402K | ﹤0.01% |
+19,237
| New | +$351K |
|
2010
Americold
COLD
$4.32B
| $402K | ﹤0.01% |
+11,075
| New | +$378K |
|
2011
KeyCorp
KEY
$24.6B
| $400K | ﹤0.01% |
32,802
+28,461
| +656% | +$331K |
|
2012
Macy's
M
$6.27B
| $400K | ﹤0.01% |
58,088
-63,497
| -52% | -$391K |
|
2013
CALL
Sinclair Inc
SBGI
$1.03B
| $399K | ﹤0.01% |
21,600
| – | – |
|
2014
CALL
Idexx Laboratories
IDXX
$44.7B
| $396K | ﹤0.01% |
1,200
| – | – |
|
2015
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $395K | ﹤0.01% |
18,472
-8,249
| -31% | -$174K |
|
2016
CALL
Helmerich & Payne
HP
$4.3B
| $395K | ﹤0.01% |
+20,200
| New | +$394K |
|
2017
CALL
Wolfspeed
WOLF
$1.64B
| $394K | ﹤0.01% |
6,600
+5,800
| +725% | +$279K |
|
2018
PUT
Zions Bancorporation
ZION
$10.5B
| $394K | ﹤0.01% |
11,600
+6,100
| +111% | +$193K |
|
2019
PUT
Avis
CAR
$4.84B
| $393K | ﹤0.01% |
17,200
+12,200
| +244% | +$224K |
|
|
NS
2020
CALL
DELISTED
NuStar Energy L.P.
NS
| $391K | ﹤0.01% |
+27,400
| New | +$365K |
|
2021
CALL
Weibo
WB
$1.88B
| $390K | ﹤0.01% |
11,600
-113,300
| -91% | -$3.89M |
|
2022
PUT
Southern Company
SO
$107B
| $389K | ﹤0.01% |
7,500
-158,600
| -95% | -$8.82M |
|
2023
Badger Meter
BMI
$3.78B
| $388K | ﹤0.01% |
+6,165
| New | +$366K |
|
2024
ResMed
RMD
$32.9B
| $388K | ﹤0.01% |
2,022
+477
| +31% | +$78K |
|
2025
PUT
Roper Technologies
ROP
$39.3B
| $388K | ﹤0.01% |
1,000
-400
| -29% | -$143K |
|
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.