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 | |
|---|---|---|---|---|---|---|
|
CRC
2451
PUT
DELISTED
California Resources Corporation
CRC
| $59K | ﹤0.01% |
48,000
-2,100
| -4% | -$3.55K |
|
2452
CALL
Aflac
AFL
$60.7B
| $58K | ﹤0.01% |
1,600
-1,900
| -54% | -$68.6K |
|
2453
Leidos
LDOS
$17.4B
| $58K | ﹤0.01% |
617
-5,149
| -89% | -$507K |
|
2454
Packaging Corp of America
PKG
$22.9B
| $58K | ﹤0.01% |
+577
| New | +$54.9K |
|
2455
Radian Group
RDN
$4.88B
| $58K | ﹤0.01% |
+3,734
| New | +$55.3K |
|
2456
FMC
FMC
$1.28B
| $56K | ﹤0.01% |
561
-2,297
| -80% | -$212K |
|
2457
PUT
Frontline
FRO
$8.74B
| $56K | ﹤0.01% |
+8,100
| New | +$68.8K |
|
2458
Marriott Vacations Worldwide
VAC
$4.04B
| $56K | ﹤0.01% |
+676
| New | +$55.1K |
|
2459
PUT
DTE Energy
DTE
$28.8B
| $54K | ﹤0.01% |
588
-14,805
| -96% | -$1.31M |
|
2460
NRG Energy
NRG
$25.7B
| $54K | ﹤0.01% |
1,669
-4,565
| -73% | -$150K |
|
2461
iShares MSCI ACWI ETF
ACWI
$33.4B
| $53K | ﹤0.01% |
+723
| New | +$50.4K |
|
2462
Agios Pharmaceuticals
AGIO
$2.02B
| $53K | ﹤0.01% |
988
-2,255
| -70% | -$104K |
|
2463
Avis
CAR
$4.86B
| $53K | ﹤0.01% |
2,313
-3,116
| -57% | -$57.2K |
|
2464
Goodyear
GT
$1.72B
| $53K | ﹤0.01% |
5,904
-165,216
| -97% | -$1.26M |
|
|
EVA
2465
DELISTED
Enviva Inc.
EVA
| $53K | ﹤0.01% |
1,475
-6,468
| -81% | -$215K |
|
2466
PUT
Navient
NAVI
$808M
| $51K | ﹤0.01% |
+7,300
| New | +$54.3K |
|
2467
Northern Oil and Gas
NOG
$2.56B
| $51K | ﹤0.01% |
6,113
+2,392
| +64% | +$20.5K |
|
|
AAN.A
2468
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $51K | ﹤0.01% |
1,100
-9,300
| -89% | -$431K |
|
|
AMRS
2469
DELISTED
Amyris Inc.
AMRS
| $50K | ﹤0.01% |
+11,805
| New | +$39.2K |
|
2470
CALL
CenterPoint Energy
CNP
$26.6B
| $49K | ﹤0.01% |
2,600
-47,400
| -95% | -$817K |
|
2471
Regency Centers
REG
$13.9B
| $49K | ﹤0.01% |
+1,066
| New | +$45K |
|
2472
CALL
Crocs
CROX
$6.26B
| $48K | ﹤0.01% |
+1,300
| New | +$34.4K |
|
2473
PUT
Globus Medical
GMED
$11.2B
| $48K | ﹤0.01% |
+1,000
| New | +$48.2K |
|
2474
CALL
IPG Photonics
IPGP
$3.69B
| $48K | ﹤0.01% |
300
-300
| -50% | -$42.7K |
|
2475
Warrior Met Coal
HCC
$5.1B
| $47K | ﹤0.01% |
+3,084
| New | +$42K |
|
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.