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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+25.51%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$85.5B
AUM Growth
+$7.65B
Cap. Flow
-$4.5B
Cap. Flow %
-5.27%
Top 10 Hldgs %
37.96%
Holding
3,004
New
586
Increased
1,139
Reduced
848
Closed
321

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$166M
2
GLD icon
SPDR Gold Trust
GLD
+$126M
3
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$48.2M
4
NEE icon
NextEra Energy
NEE
+$39.8M
5
BAC icon
Bank of America
BAC
+$33.9M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$347M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$211M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$210M
4
PANW icon
Palo Alto Networks
PANW
+$152M
5
AMZN icon
Amazon
AMZN
+$152M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.56%
2 Technology 1.37%
3 Consumer Discretionary 1.02%
4 Communication Services 0.78%
5 Financials 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XOM icon
301
ExxonMobil
XOM
$661B
$42.4M 0.05%
947,611
+515,953
+120% +$23.1M
CMCSA icon
302
PUT
Comcast
CMCSA
$93.4B
$42.3M 0.05%
1,084,800
-1,489,500
-58% -$56.7M
ORLY icon
303
CALL
O'Reilly Automotive
ORLY
$69.5B
$41.5M 0.05%
1,476,000
+597,000
+68% +$15.6M
JPM icon
304
JPMorgan Chase
JPM
$940B
$41.5M 0.05%
440,994
+211,233
+92% +$20M
LMT icon
305
PUT
Lockheed Martin
LMT
$124B
$41.1M 0.05%
112,700
+5,200
+5% +$1.96M
BHC icon
306
Bausch Health
BHC
$2.4B
$40.9M 0.05%
2,234,187
+1,782,674
+395% +$31.4M
ULTA icon
307
CALL
Ulta Beauty
ULTA
$23.5B
$40.6M 0.05%
199,800
+121,200
+154% +$26.1M
WYNN icon
308
CALL
Wynn Resorts
WYNN
$9.5B
$40.2M 0.05%
540,300
+325,900
+152% +$26.1M
PG icon
309
PUT
Procter & Gamble
PG
$338B
$40.2M 0.05%
336,000
+56,400
+20% +$6.58M
ROKU icon
310
PUT
Roku
ROKU
$23.1B
$40.1M 0.05%
344,300
-224,000
-39% -$25.6M
DG icon
311
PUT
Dollar General
DG
$28.2B
$39.7M 0.05%
208,600
-21,500
-9% -$3.89M
NEM icon
312
PUT
Newmont
NEM
$134B
$39.7M 0.05%
643,000
-81,400
-11% -$4.82M
BKR icon
313
CALL
Baker Hughes
BKR
$63.5B
$39.6M 0.05%
2,575,700
+239,100
+10% +$3.5M
MDLZ icon
314
PUT
Mondelez International
MDLZ
$78.7B
$39.3M 0.05%
769,300
+78,800
+11% +$4.05M
ACN icon
315
PUT
Accenture
ACN
$110B
$39.3M 0.05%
183,200
+73,600
+67% +$13.9M
AMD icon
316
Advanced Micro Devices
AMD
$826B
$39.3M 0.05%
747,543
-1,628,927
-69% -$86.4M
TWLO icon
317
CALL
Twilio
TWLO
$34.7B
$39.2M 0.05%
178,600
+85,200
+91% +$13.7M
BSX icon
318
PUT
Boston Scientific
BSX
$65.2B
$39.2M 0.05%
1,115,400
+292,200
+35% +$10.5M
LLY icon
319
CALL
Eli Lilly
LLY
$1T
$39.1M 0.05%
238,400
+30,100
+14% +$4.62M
SPOT icon
320
Spotify
SPOT
$109B
$39.1M 0.05%
151,461
+80,918
+115% +$13.9M
WFC icon
321
Wells Fargo
WFC
$266B
$39M 0.05%
1,523,179
-238,626
-14% -$6.53M
ELV icon
322
CALL
Elevance Health
ELV
$87.2B
$39M 0.05%
148,100
+26,600
+22% +$7.1M
SHOP icon
323
PUT
Shopify
SHOP
$173B
$38.8M 0.05%
408,000
+80,000
+24% +$5.55M
CTXS
324
DELISTED
Citrix Systems Inc
CTXS
$38.6M 0.05%
261,072
+183,031
+235% +$26.3M
MS icon
325
Morgan Stanley
MS
$340B
$38.6M 0.05%
798,183
+59,808
+8% +$2.51M
11 12
13
14 15

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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 $4.5B 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 Miscellaneous at 95% of assets, up from 91% a quarter earlier, followed by Technology and Consumer Discretionary.

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.