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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
CNH
2426
CNH Industrial
CNH
$21.9B
$70K ﹤0.01%
+11,384
New +$63K
PLAY icon
2427
Dave & Buster's
PLAY
$308M
$69K ﹤0.01%
+5,196
New +$69.2K
PMT
2428
PennyMac Mortgage Investment
PMT
$838M
$68K ﹤0.01%
+3,869
New +$46.4K
WES icon
2429
Western Midstream Partners
WES
$20.4B
$68K ﹤0.01%
+6,789
New +$56.3K
INFO
2430
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
$68K ﹤0.01%
900
-49,100
-98% -$3.34M
ROL icon
2431
Rollins
ROL
$16.8B
$67K ﹤0.01%
+2,357
New +$63.1K
ASUR icon
2432
Asure Software
ASUR
$256M
$66K ﹤0.01%
10,237
-15,761
-61% -$98.3K
NEE.PRP
2433
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
– –
-380,889
Closed -$16.5M
EHTH icon
2434
eHealth
EHTH
$31.3M
$65K ﹤0.01%
660
-1,545
-70% -$180K
HAE icon
2435
Haemonetics
HAE
$4.68B
$65K ﹤0.01%
+724
New +$73.1K
PII icon
2436
CALL
Polaris
PII
$3.49B
$65K ﹤0.01%
700
– –
HII icon
2437
Huntington Ingalls Industries
HII
$11.3B
$64K ﹤0.01%
+364
New +$67.6K
LW icon
2438
CALL
Lamb Weston
LW
$6.79B
$64K ﹤0.01%
1,000
-3,200
-76% -$193K
XME icon
2439
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.92B
$63K ﹤0.01%
3,000
-104,100
-97% -$2.06M
XYL icon
2440
Xylem
XYL
$25.4B
$63K ﹤0.01%
968
-1,409
-59% -$93K
CHD icon
2441
Church & Dwight Co
CHD
$22.9B
$62K ﹤0.01%
806
-330
-29% -$24K
PWR icon
2442
Quanta Services
PWR
$96.1B
$62K ﹤0.01%
1,581
-22
-1% -$785
ENB icon
2443
CALL
Enbridge
ENB
$110B
$61K ﹤0.01%
2,000
-140,000
-99% -$4.3M
TAP icon
2444
CALL
Molson Coors Class B
TAP
$7.24B
$61K ﹤0.01%
1,800
+1,600
+800% +$63.9K
BIG
2445
DELISTED
Big Lots, Inc.
BIG
$61K ﹤0.01%
+1,457
New +$41.4K
MMP
2446
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$61K ﹤0.01%
1,400
-2,600
-65% -$110K
HTZ
2447
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
$61K ﹤0.01%
45,200
+10,100
+29% +$32.1K
APH icon
2448
Amphenol
APH
$202B
$60K ﹤0.01%
5,048
-12,752
-72% -$142K
CTRA
2449
PUT
DELISTED
Coterra Energy
CTRA
$59K ﹤0.01%
3,400
+3,300
+3,300% +$64K
ROP icon
2450
Roper Technologies
ROP
$39.1B
$59K ﹤0.01%
151
-699
-82% -$250K
96 97
98
99 100

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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.