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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
SIG icon
2201
CALL
Signet Jewelers
SIG
$3.6B
$196K ﹤0.01%
19,000
+14,500
+322% +$143K
KLR.WS
2202
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$196K ﹤0.01%
300,822
+6,697
+2% +$5.67K
CBRE icon
2203
PUT
CBRE Group
CBRE
$44B
$195K ﹤0.01%
+4,300
New +$185K
CACC icon
2204
Credit Acceptance
CACC
$6.05B
$193K ﹤0.01%
+461
New +$160K
MT icon
2205
CALL
ArcelorMittal
MT
$55.2B
$192K ﹤0.01%
+17,800
New +$179K
PZZA icon
2206
CALL
Papa John's
PZZA
$804M
$192K ﹤0.01%
2,400
+400
+20% +$29.8K
RF icon
2207
Regions Financial
RF
$27B
$192K ﹤0.01%
17,263
+9,503
+122% +$101K
CLDR
2208
DELISTED
Cloudera, Inc.
CLDR
$192K ﹤0.01%
15,057
-47,354
-76% -$455K
PRKS icon
2209
PUT
United Parks & Resorts
PRKS
$2.04B
$191K ﹤0.01%
13,400
-36,600
-73% -$539K
PE
2210
DELISTED
PARSLEY ENERGY INC
PE
$191K ﹤0.01%
17,883
-1,098
-6% -$10.2K
REZI icon
2211
Resideo Technologies
REZI
$3.1B
$190K ﹤0.01%
16,224
– –
SDGR icon
2212
PUT
Schrodinger
SDGR
$1.38B
$190K ﹤0.01%
+2,100
New +$122K
DOYU
2213
DouYu International Holdings
DOYU
$136M
$189K ﹤0.01%
+1,636
New +$137K
DVN icon
2214
CALL
Devon Energy
DVN
$48.8B
$189K ﹤0.01%
16,700
+11,800
+241% +$135K
SDC
2215
CALL
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$189K ﹤0.01%
+23,800
New +$162K
VAC icon
2216
PUT
Marriott Vacations Worldwide
VAC
$4.17B
$188K ﹤0.01%
+2,300
New +$187K
CYRX icon
2217
CryoPort
CYRX
$766M
$187K ﹤0.01%
6,184
-15,680
-72% -$349K
J icon
2218
CALL
Jacobs Solutions
J
$16.8B
$186K ﹤0.01%
+2,660
New +$179K
NOK icon
2219
Nokia
NOK
$59B
$186K ﹤0.01%
42,262
+37,454
+779% +$142K
TTM
2220
DELISTED
Tata Motors Limited
TTM
$185K ﹤0.01%
28,230
-7,897
-22% -$45.5K
RUTH
2221
PUT
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$184K ﹤0.01%
+22,500
New +$196K
ODFL icon
2222
Old Dominion Freight Line
ODFL
$44.7B
$182K ﹤0.01%
2,150
+30
+1% +$2.28K
WWE
2223
PUT
DELISTED
World Wrestling Entertainment
WWE
$182K ﹤0.01%
4,200
-20,300
-83% -$871K
AG icon
2224
PUT
First Majestic Silver
AG
$9.26B
$181K ﹤0.01%
+18,100
New +$153K
KL
2225
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$181K ﹤0.01%
+4,400
New +$170K
87 88
89
90 91

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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.