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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
HSBC icon
1001
HSBC
HSBC
$364B
$5.79M 0.01%
248,292
-412,853
-62% -$10.3M
GLW icon
1002
Corning
GLW
$143B
$5.77M 0.01%
222,648
-99,390
-31% -$2.25M
GOTU icon
1003
CALL
Gaotu Techedu
GOTU
$508M
$5.76M 0.01%
+96,000
New +$3.8M
ON icon
1004
CALL
ON Semiconductor
ON
$27.7B
$5.75M 0.01%
290,100
+58,700
+25% +$956K
DHR icon
1005
Danaher
DHR
$144B
$5.74M 0.01%
36,634
+36,069
+6,384% +$5.18M
OIH icon
1006
VanEck Oil Services ETF
OIH
$2.1B
$5.74M 0.01%
+47,081
New +$5.27M
IFF icon
1007
PUT
International Flavors & Fragrances
IFF
$21.8B
$5.73M 0.01%
46,800
+37,600
+409% +$4.75M
SO icon
1008
CALL
Southern Company
SO
$102B
$5.73M 0.01%
110,500
+3,900
+4% +$217K
PCAR icon
1009
PUT
PACCAR
PCAR
$64.5B
$5.69M 0.01%
114,000
+82,200
+258% +$3.84M
TDC icon
1010
PUT
Teradata
TDC
$2.58B
$5.65M 0.01%
271,700
+31,700
+13% +$689K
OXY icon
1011
PUT
Occidental Petroleum
OXY
$60.6B
$5.62M 0.01%
307,300
+27,900
+10% +$439K
VSTO
1012
DELISTED
Vista Outdoor Inc.
VSTO
$5.56M 0.01%
+384,798
New +$3.86M
TEVA icon
1013
CALL
Teva Pharmaceuticals
TEVA
$42.8B
$5.53M 0.01%
449,000
+85,300
+23% +$965K
UAL icon
1014
CALL
United Airlines
UAL
$35.1B
$5.53M 0.01%
159,900
-660,000
-80% -$19.8M
SPLK
1015
DELISTED
Splunk Inc
SPLK
$5.51M 0.01%
27,743
-60,056
-68% -$9.5M
ZBH icon
1016
PUT
Zimmer Biomet
ZBH
$18B
$5.5M 0.01%
47,483
+19,982
+73% +$2.3M
ESTC icon
1017
PUT
Elastic
ESTC
$9.28B
$5.5M 0.01%
+59,600
New +$4.35M
DCUE
1018
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$5.49M 0.01%
27,039
-45,670
-63% -$4.62M
VTR icon
1019
PUT
Ventas
VTR
$46.1B
$5.48M 0.01%
+149,600
New +$4.94M
FISV
1020
CALL
Fiserv Inc
FISV
$27B
$5.46M 0.01%
55,900
-95,500
-63% -$9.62M
PLD icon
1021
Prologis
PLD
$132B
$5.46M 0.01%
58,461
+51,785
+776% +$4.62M
TSM icon
1022
TSMC
TSM
$2.28T
$5.46M 0.01%
96,094
-618,770
-87% -$32.6M
VTRS icon
1023
CALL
Viatris
VTRS
$19.1B
$5.42M 0.01%
336,800
-46,600
-12% -$755K
MSCI icon
1024
PUT
MSCI
MSCI
$40.1B
$5.41M 0.01%
16,200
+1,400
+9% +$453K
FAST icon
1025
CALL
Fastenal
FAST
$56.7B
$5.36M 0.01%
250,000
-8,200
-3% -$157K
39 40
41
42 43

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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.