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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+25.51%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$85.5B
AUM Growth
+$7.65B
Cap. Flow
-$10.1B
Cap. Flow %
-11.82%
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 Technology 1.35%
2 Consumer Discretionary 1.02%
3 Communication Services 0.78%
4 Financials 0.65%
5 Healthcare 0.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WIFI
2926
DELISTED
Boingo Wireless, Inc.
WIFI
– –
-855
Closed -$9K
PS
2927
CALL
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
– –
-108,000
Closed -$1.19M
PS
2928
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
– –
-35,907
Closed -$394K
PS
2929
PUT
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
– –
-45,000
Closed -$494K
PE
2930
CALL
DELISTED
PARSLEY ENERGY INC
PE
– –
-100,000
Closed -$573K
TIF
2931
CALL
DELISTED
Tiffany & Co.
TIF
– –
-2,000
Closed -$259K
DNKN
2932
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-25,300
Closed -$1.34M
RST
2933
DELISTED
ROSETTA STONE INC
RST
– –
-44,408
Closed -$623K
ETFC
2934
CALL
DELISTED
E*Trade Financial Corporation
ETFC
– –
-98,200
Closed -$3.37M
ETFC
2935
DELISTED
E*Trade Financial Corporation
ETFC
– –
-33,449
Closed -$1.15M
ETFC
2936
PUT
DELISTED
E*Trade Financial Corporation
ETFC
– –
-40,400
Closed -$1.39M
PACK.WS
2937
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
– –
-18,600
Closed -$23K
VAL
2938
CALL
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-25,300
Closed -$11K
VAL
2939
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-57,052
Closed -$26K
CCI.PRA
2940
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
– –
-5,000
Closed -$13.1M
ACEL.WS
2941
DELISTED
Accel Entertainment Inc Warrant
ACEL.WS
– –
-189,911
Closed -$285K
CHK
2942
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,219
Closed -$42K
LK
2943
CALL
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
– –
-392,400
Closed -$10.7M
LK
2944
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
– –
-114,757
Closed -$3.12M
LK
2945
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
– –
-216,100
Closed -$5.88M
PYX
2946
DELISTED
Pyxus International, Inc.
PYX
– –
-85,000
Closed -$264K
PYX
2947
PUT
DELISTED
Pyxus International, Inc.
PYX
– –
-275,100
Closed -$856K
FG.WS
2948
DELISTED
FGL Holdings Warrants exercisable for one Ordinary Share at a price of $11.50 per share
FG.WS
– –
-160,115
Closed -$397K
AGN
2949
CALL
DELISTED
Allergan plc
AGN
– –
-10,700
Closed -$1.89M
AGN
2950
DELISTED
Allergan plc
AGN
– –
-40,564
Closed -$7.18M
115 116 117
118
119

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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 $10.1B 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 Technology at 1.4% of assets, down from 2.7% a quarter earlier, followed by Consumer Discretionary and Communication Services.

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.