We are live on ! Find out more
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
+12.62%
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
$135B
AUM Growth
+$49.5B
Cap. Flow
+$2.24B
Cap. Flow %
1.66%
Top 10 Hldgs %
32.48%
Holding
3,280
New
598
Increased
1,528
Reduced
747
Closed
271

Top Buys

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$170M
2
CRM icon
Salesforce
CRM
+$162M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$153M
4
META icon
Meta Platforms (Facebook)
META
+$116M
5
AMD icon
Advanced Micro Devices
AMD
+$105M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$127M
2
GLD icon
SPDR Gold Trust
GLD
+$116M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$113M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$71.3M
5
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$45.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.12%
2 Technology 1.81%
3 Consumer Discretionary 1.06%
4 Communication Services 0.84%
5 Financials 0.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPLK
226
PUT
DELISTED
Splunk Inc
SPLK
$101M 0.08%
539,400
+299,600
+125% +$59.7M
LQD icon
227
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$101M 0.08%
752,900
+371,000
+97% +$50.6M
DXCM icon
228
PUT
DexCom
DXCM
$31.7B
$101M 0.08%
982,400
+478,400
+95% +$50M
PANW icon
229
PUT
Palo Alto Networks
PANW
$273B
$101M 0.07%
2,470,200
+933,600
+61% +$38.8M
DE icon
230
CALL
Deere & Co
DE
$183B
$100M 0.07%
452,500
+179,500
+66% +$34.7M
TWTR
231
CALL
DELISTED
Twitter, Inc.
TWTR
$99.8M 0.07%
2,243,100
+1,028,700
+85% +$39.5M
WYNN icon
232
PUT
Wynn Resorts
WYNN
$9.29B
$99.4M 0.07%
1,384,400
+590,700
+74% +$46.8M
CMCSA icon
233
CALL
Comcast
CMCSA
$87.3B
$98.4M 0.07%
2,126,300
+533,100
+33% +$23.2M
INTU icon
234
PUT
Intuit
INTU
$85.9B
$98M 0.07%
300,500
+146,900
+96% +$46M
LMT icon
235
PUT
Lockheed Martin
LMT
$121B
$97.3M 0.07%
253,800
+141,100
+125% +$53.8M
NXPI icon
236
PUT
NXP Semiconductors
NXPI
$56.3B
$97.1M 0.07%
777,900
+521,300
+203% +$63.6M
SWKS icon
237
PUT
Skyworks Solutions
SWKS
$11.5B
$96.5M 0.07%
663,200
+289,900
+78% +$40.3M
WMT icon
238
Walmart Inc
WMT
$840B
$96.3M 0.07%
2,065,782
+1,778,754
+620% +$79.1M
XLP icon
239
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$95.4M 0.07%
1,488,700
-71,500
-5% -$4.52M
XLV icon
240
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$94.3M 0.07%
893,700
+239,100
+37% +$25.2M
TTD icon
241
PUT
Trade Desk
TTD
$6.52B
$94.2M 0.07%
1,815,000
+583,000
+47% +$26.6M
STZ icon
242
CALL
Constellation Brands
STZ
$20.8B
$93.5M 0.07%
493,600
+411,700
+503% +$75.1M
JNJ icon
243
Johnson & Johnson
JNJ
$644B
$92M 0.07%
617,804
+446,546
+261% +$66.1M
CSCO icon
244
Cisco
CSCO
$431B
$91.6M 0.07%
2,325,663
+1,363,550
+142% +$59.4M
SE icon
245
Sea Limited
SE
$66.6B
$91.5M 0.07%
594,088
+28,098
+5% +$3.79M
DHR icon
246
CALL
Danaher
DHR
$144B
$91.1M 0.07%
477,144
+52,226
+12% +$9.29M
ACN icon
247
CALL
Accenture
ACN
$108B
$90.9M 0.07%
402,200
+255,500
+174% +$58.5M
COST icon
248
Costco
COST
$400B
$90.6M 0.07%
255,298
+184,171
+259% +$61.9M
DPZ icon
249
CALL
Domino's
DPZ
$10.6B
$89.8M 0.07%
211,100
+37,700
+22% +$15M
NIO icon
250
CALL
NIO
NIO
$9.27B
$89.5M 0.07%
4,217,900
+2,426,300
+135% +$37.4M
8 9
10
11 12

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

Parallax Volatility Advisers's Q3 2020 Portfolio in Review

As of Q3 2020, Parallax Volatility Advisers held 3,280 positions worth $135B, up 58% from $85.5B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Parallax Volatility Advisers's Q3 2020 filing shows 598 new, 1,528 increased, 747 reduced and 271 closed positions. Its largest new stake was AutoNation: 189,994 shares worth $10.1M. The largest sale was Invesco QQQ Trust, an estimated $127M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, down from 95% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q3 2020 buy was AutoNation: 189,994 shares worth $10.1M.
  • Parallax Volatility Advisers added most to Adobe in Q3 2020, an estimated $170M increase.
  • Parallax Volatility Advisers's biggest Q3 2020 reduction was Invesco QQQ Trust, cutting an estimated $127M.
  • Parallax Volatility Advisers fully exited The Southern Company in Q3 2020, selling an estimated $9.91M.
  • Parallax Volatility Advisers's ten largest holdings make up 32% of its $135B portfolio in Q3 2020.
  • Parallax Volatility Advisers opened 598 new positions and closed 271 in Q3 2020.
  • Parallax Volatility Advisers's portfolio value rose 58% quarter-over-quarter to $135B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2020, filed 13 Nov 2020.