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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
KLAC icon
326
PUT
KLA
KLAC
$247B
$38.4M 0.04%
1,972,000
+1,105,000
+127% +$18.9M
IBB icon
327
CALL
iShares Biotechnology ETF
IBB
$10.5B
$38.1M 0.04%
278,700
+174,200
+167% +$22.2M
NOC icon
328
PUT
Northrop Grumman
NOC
$73.7B
$37.8M 0.04%
123,100
+32,100
+35% +$10.5M
JD icon
329
CALL
JD.com
JD
$37.4B
$37.8M 0.04%
628,400
-82,000
-12% -$4.15M
NSC icon
330
CALL
Norfolk Southern
NSC
$73.7B
$37.4M 0.04%
213,100
+27,900
+15% +$4.73M
CCI icon
331
CALL
Crown Castle
CCI
$32.3B
$37.2M 0.04%
222,100
+90,500
+69% +$14.6M
PLD icon
332
PUT
Prologis
PLD
$132B
$36.6M 0.04%
392,100
+375,300
+2,234% +$33.5M
BKR icon
333
PUT
Baker Hughes
BKR
$63.5B
$36.4M 0.04%
2,365,200
+29,600
+1% +$433K
F icon
334
PUT
Ford
F
$55.8B
$36.3M 0.04%
5,971,900
-688,000
-10% -$3.81M
LVS icon
335
PUT
Las Vegas Sands
LVS
$28.5B
$36.2M 0.04%
795,300
-294,400
-27% -$13.8M
TWTR
336
CALL
DELISTED
Twitter, Inc.
TWTR
$36.2M 0.04%
1,214,400
+92,000
+8% +$2.77M
EL icon
337
PUT
Estee Lauder
EL
$36.8B
$35.9M 0.04%
190,500
-160,300
-46% -$28.6M
EDU icon
338
PUT
New Oriental
EDU
$9.1B
$35.9M 0.04%
275,800
+243,500
+754% +$29.7M
UNP icon
339
PUT
Union Pacific
UNP
$171B
$35.9M 0.04%
212,100
+17,000
+9% +$2.72M
CMI icon
340
PUT
Cummins
CMI
$77.3B
$35.8M 0.04%
206,800
+113,600
+122% +$18.2M
BBY icon
341
CALL
Best Buy
BBY
$18.8B
$35.6M 0.04%
408,500
+365,300
+846% +$27.7M
BP icon
342
CALL
BP
BP
$116B
$35.6M 0.04%
1,527,700
+834,400
+120% +$20M
MCHP icon
343
PUT
Microchip Technology
MCHP
$39.8B
$35.6M 0.04%
676,200
+69,600
+11% +$3.13M
HD icon
344
Home Depot
HD
$313B
$35.6M 0.04%
141,954
-230,568
-62% -$52.8M
CERN
345
PUT
DELISTED
Cerner Corp
CERN
$35.4M 0.04%
516,000
+289,000
+127% +$19.9M
USO icon
346
PUT
United States Oil Fund
USO
$1.65B
$35.3M 0.04%
1,257,284
+1,245,921
+10,965% +$34.1M
ABT icon
347
PUT
Abbott
ABT
$183B
$35.3M 0.04%
385,700
+36,400
+10% +$3.29M
DHR icon
348
PUT
Danaher
DHR
$144B
$35.2M 0.04%
224,698
+223,796
+24,811% +$32.1M
STZ icon
349
PUT
Constellation Brands
STZ
$20.7B
$34.9M 0.04%
199,400
-33,500
-14% -$5.58M
CMG icon
350
CALL
Chipotle Mexican Grill
CMG
$46.8B
$34.7M 0.04%
1,650,000
+445,000
+37% +$8.24M
12 13
14
15 16

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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.