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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
SHOP icon
626
Shopify
SHOP
$192B
$14.2M 0.02%
150,040
+116,070
+342% +$8.06M
DELL icon
627
CALL
Dell
DELL
$306B
$14.2M 0.02%
511,402
+159,813
+45% +$3.59M
TEAM icon
628
CALL
Atlassian
TEAM
$38.9B
$14.2M 0.02%
78,800
+61,400
+353% +$10.2M
F icon
629
Ford
F
$55.1B
$14.2M 0.02%
2,327,863
-2,597,392
-53% -$14.4M
AVYA
630
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$14.1M 0.02%
1,142,600
+10,600
+0.9% +$122K
SWK icon
631
Stanley Black & Decker
SWK
$15.5B
$14.1M 0.02%
101,040
+96,454
+2,103% +$11.6M
LSI
632
PUT
DELISTED
Life Storage, Inc.
LSI
$14M 0.02%
221,250
+131,250
+146% +$8.14M
EMR icon
633
CALL
Emerson Electric
EMR
$91.7B
$13.9M 0.02%
224,400
+128,500
+134% +$7.3M
PANW icon
634
CALL
Palo Alto Networks
PANW
$313B
$13.9M 0.02%
362,400
+171,600
+90% +$6.05M
NIO icon
635
CALL
NIO
NIO
$11.4B
$13.8M 0.02%
1,791,600
+1,391,600
+348% +$6.12M
SPG icon
636
CALL
Simon Property Group
SPG
$71.3B
$13.8M 0.02%
202,100
+147,100
+267% +$9.23M
FIVE icon
637
CALL
Five Below
FIVE
$13.3B
$13.8M 0.02%
129,200
+82,100
+174% +$7.7M
FSLR icon
638
CALL
First Solar
FSLR
$24.3B
$13.7M 0.02%
277,400
+224,900
+428% +$10M
SSNC icon
639
PUT
SS&C Technologies
SSNC
$18.7B
$13.7M 0.02%
+243,000
New +$13.2M
DOW icon
640
CALL
Dow Inc
DOW
$22.1B
$13.7M 0.02%
336,100
+225,450
+204% +$8.25M
BHP icon
641
PUT
BHP
BHP
$229B
$13.7M 0.02%
308,387
-375,311
-55% -$14.7M
PSX icon
642
PUT
Phillips 66
PSX
$90.3B
$13.7M 0.02%
190,100
+144,900
+321% +$10.3M
YETI icon
643
CALL
Yeti Holdings
YETI
$3.77B
$13.6M 0.02%
318,600
+293,000
+1,145% +$8.8M
BHC icon
644
CALL
Bausch Health
BHC
$2.31B
$13.5M 0.02%
738,100
+366,300
+99% +$6.45M
LVS icon
645
Las Vegas Sands
LVS
$29.6B
$13.5M 0.02%
296,048
-329,815
-53% -$15.5M
VMC icon
646
PUT
Vulcan Materials
VMC
$36.5B
$13.4M 0.02%
116,100
+32,200
+38% +$3.53M
KR icon
647
CALL
Kroger
KR
$34.4B
$13.4M 0.02%
397,400
+160,100
+67% +$5.19M
BIIB icon
648
PUT
Biogen
BIIB
$30.6B
$13.4M 0.02%
50,200
+15,300
+44% +$4.6M
EWZ icon
649
iShares MSCI Brazil ETF
EWZ
$8.59B
$13.4M 0.02%
465,467
-34,446
-7% -$903K
VMW
650
PUT
DELISTED
VMware, Inc
VMW
$13.3M 0.02%
+86,100
New +$11.8M
24 25
26
27 28

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HF
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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.