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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
TXN icon
351
Texas Instruments
TXN
$236B
$34.6M 0.04%
272,132
-781,134
-74% -$91.1M
TTWO icon
352
PUT
Take-Two Interactive
TTWO
$39.9B
$34.4M 0.04%
246,700
-38,400
-13% -$5.02M
COUP
353
PUT
DELISTED
Coupa Software Incorporated
COUP
$34.4M 0.04%
124,100
+69,900
+129% +$14.1M
LYFT icon
354
CALL
Lyft
LYFT
$6.15B
$34.2M 0.04%
1,034,700
+146,300
+16% +$4.63M
EDU icon
355
CALL
New Oriental
EDU
$9.1B
$34.1M 0.04%
262,000
+224,700
+602% +$27.4M
WPM icon
356
CALL
Wheaton Precious Metals
WPM
$70.4B
$34M 0.04%
771,300
+418,700
+119% +$16.5M
DGX icon
357
Quest Diagnostics
DGX
$26B
$33.8M 0.04%
296,967
+285,378
+2,462% +$30.3M
ZS icon
358
PUT
Zscaler
ZS
$26.4B
$33.8M 0.04%
308,200
-3,700
-1% -$307K
GM icon
359
PUT
General Motors
GM
$75.3B
$33.7M 0.04%
1,330,500
-180,600
-12% -$4.39M
RH icon
360
CALL
RH
RH
$2.7B
$33.6M 0.04%
134,800
+48,500
+56% +$8.79M
COUP
361
CALL
DELISTED
Coupa Software Incorporated
COUP
$33.4M 0.04%
120,500
+87,200
+262% +$17.6M
AVGO icon
362
Broadcom
AVGO
$1.75T
$33.3M 0.04%
1,056,580
-2,378,400
-69% -$66.6M
JCI icon
363
CALL
Johnson Controls International
JCI
$88.7B
$33.1M 0.04%
970,500
+119,900
+14% +$3.69M
ELV icon
364
PUT
Elevance Health
ELV
$87.2B
$33.1M 0.04%
125,900
+49,800
+65% +$13.3M
EXPE icon
365
CALL
Expedia Group
EXPE
$33B
$33M 0.04%
401,100
+90,700
+29% +$6.6M
NOC icon
366
CALL
Northrop Grumman
NOC
$73.7B
$32.8M 0.04%
106,800
+62,600
+142% +$20.5M
SPOT icon
367
PUT
Spotify
SPOT
$109B
$32.8M 0.04%
126,900
-13,300
-9% -$2.28M
MRVL icon
368
PUT
Marvell Technology
MRVL
$203B
$32.5M 0.04%
925,300
+371,000
+67% +$10.9M
TDOC icon
369
CALL
Teladoc Health
TDOC
$1.14B
$32.4M 0.04%
169,600
+116,000
+216% +$20.3M
DHI icon
370
PUT
D.R. Horton
DHI
$38.7B
$32.4M 0.04%
583,600
+266,700
+84% +$12.9M
TSM icon
371
CALL
TSMC
TSM
$2.28T
$32.1M 0.04%
566,100
-771,200
-58% -$40.6M
CME icon
372
CALL
CME Group
CME
$100B
$32.1M 0.04%
197,300
+37,500
+23% +$6.72M
EOG icon
373
PUT
EOG Resources
EOG
$76.2B
$32.1M 0.04%
633,300
+506,300
+399% +$24.5M
CVNA icon
374
PUT
Carvana
CVNA
$53.8B
$31.9M 0.04%
1,329,000
+497,500
+60% +$9.32M
KHC icon
375
CALL
Kraft Heinz
KHC
$29.5B
$31.6M 0.04%
989,500
+756,800
+325% +$22.7M
13 14
15
16 17

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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.