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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
BIG
2101
PUT
DELISTED
Big Lots, Inc.
BIG
$309K ﹤0.01%
+7,300
New +$207K
CCJ icon
2102
CALL
Cameco
CCJ
$42.6B
$306K ﹤0.01%
+29,900
New +$299K
HIG icon
2103
CALL
Hartford Financial Services
HIG
$37.8B
$306K ﹤0.01%
7,900
+1,200
+18% +$45.7K
CLF icon
2104
PUT
Cleveland-Cliffs
CLF
$6.93B
$305K ﹤0.01%
+55,100
New +$268K
NVT icon
2105
CALL
nVent Electric
NVT
$27.5B
$305K ﹤0.01%
16,300
-483,700
-97% -$8.8M
FE icon
2106
PUT
FirstEnergy
FE
$27.1B
$303K ﹤0.01%
7,800
– –
GRMN
2107
Garmin
GRMN
$60.2B
$301K ﹤0.01%
3,088
-8,929
-74% -$764K
PAEWW
2108
DELISTED
PAE Incorporated Warrants
PAEWW
$301K ﹤0.01%
+125,000
New +$264K
AVB icon
2109
AvalonBay Communities
AVB
$26.3B
$299K ﹤0.01%
1,932
+974
+102% +$154K
LEVI icon
2110
CALL
Levi Strauss
LEVI
$8.63B
$299K ﹤0.01%
22,300
+3,900
+21% +$51.2K
RETA
2111
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$299K ﹤0.01%
1,900
+900
+90% +$137K
CLF icon
2112
CALL
Cleveland-Cliffs
CLF
$6.93B
$297K ﹤0.01%
+53,400
New +$260K
FEZ icon
2113
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.56B
$296K ﹤0.01%
8,300
+500
+6% +$16.1K
LOCO icon
2114
El Pollo Loco
LOCO
$471M
$295K ﹤0.01%
+19,962
New +$256K
OMC icon
2115
PUT
Omnicom Group
OMC
$24.2B
$295K ﹤0.01%
+5,400
New +$294K
LEVI icon
2116
Levi Strauss
LEVI
$8.63B
$291K ﹤0.01%
21,689
-100,095
-82% -$1.31M
VET icon
2117
PUT
Vermilion Energy
VET
$1.72B
$290K ﹤0.01%
65,000
– –
XEL icon
2118
Xcel Energy
XEL
$49.3B
$290K ﹤0.01%
4,637
-11,340
-71% -$715K
SNA icon
2119
PUT
Snap-on
SNA
$20.9B
$289K ﹤0.01%
+2,100
New +$267K
MIXT
2120
DELISTED
MIX TELEMATICS LIMITED
MIXT
$289K ﹤0.01%
+33,453
New +$295K
MKC icon
2121
CALL
McCormick & Company Non-Voting
MKC
$14.6B
$288K ﹤0.01%
+3,200
New +$264K
FTCH
2122
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$286K ﹤0.01%
16,563
-907,981
-98% -$12.3M
IPG
2123
PUT
DELISTED
Interpublic Group of Companies
IPG
$285K ﹤0.01%
+16,600
New +$274K
WDAY icon
2124
PUT
Workday
WDAY
$51B
$281K ﹤0.01%
1,500
-14,700
-91% -$2.38M
VNO icon
2125
Vornado Realty Trust
VNO
$7.41B
$278K ﹤0.01%
7,271
-5,832
-45% -$226K
83 84
85
86 87

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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.