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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
UNP icon
401
CALL
Union Pacific
UNP
$170B
$48.9M 0.04%
248,500
+68,700
+38% +$12.8M
AIG icon
402
PUT
American International
AIG
$39.2B
$48.9M 0.04%
1,776,500
+896,400
+102% +$26.7M
IBB icon
403
PUT
iShares Biotechnology ETF
IBB
$10.2B
$48.4M 0.04%
357,300
+277,600
+348% +$37.7M
BDX icon
404
CALL
Becton Dickinson
BDX
$48B
$48.3M 0.04%
212,688
+166,665
+362% +$41M
TLT icon
405
iShares 20+ Year Treasury Bond ETF
TLT
$46.3B
$48.1M 0.04%
294,810
+199,810
+210% +$33.1M
XOM icon
406
ExxonMobil
XOM
$680B
$47.8M 0.04%
1,391,215
+443,604
+47% +$18.1M
ZM icon
407
CALL
Zoom
ZM
$27.9B
$47.7M 0.04%
101,500
+62,300
+159% +$19.9M
MPC icon
408
PUT
Marathon Petroleum
MPC
$110B
$47.7M 0.04%
1,625,300
+850,100
+110% +$29.9M
EFA icon
409
iShares MSCI EAFE ETF
EFA
$78.1B
$47.5M 0.04%
746,637
-1,759,332
-70% -$113M
ISRG icon
410
CALL
Intuitive Surgical
ISRG
$127B
$47.5M 0.04%
200,700
+70,500
+54% +$15.8M
PNC icon
411
PUT
PNC Financial Services
PNC
$96.9B
$47.4M 0.04%
431,500
+240,500
+126% +$25.9M
NKE icon
412
Nike
NKE
$54.2B
$47.2M 0.04%
376,251
+223,292
+146% +$24M
TEAM icon
413
PUT
Atlassian
TEAM
$45.4B
$47.1M 0.03%
258,800
+110,500
+75% +$19.7M
EBAY icon
414
PUT
eBay
EBAY
$46.7B
$47M 0.03%
902,900
+664,500
+279% +$36.6M
AAL icon
415
PUT
American Airlines Group
AAL
$8.51B
$46.9M 0.03%
3,813,400
+2,381,100
+166% +$29.8M
ZM icon
416
PUT
Zoom
ZM
$27.9B
$46.8M 0.03%
99,500
+55,400
+126% +$17.7M
FCX icon
417
PUT
Freeport-McMoran
FCX
$102B
$46.4M 0.03%
2,964,700
+1,448,900
+96% +$20.9M
USB icon
418
PUT
US Bancorp
USB
$97.2B
$46.3M 0.03%
1,292,300
+490,700
+61% +$18M
GILD icon
419
PUT
Gilead Sciences
GILD
$179B
$46.3M 0.03%
732,500
+86,000
+13% +$5.96M
ROKU icon
420
PUT
Roku
ROKU
$22.9B
$46.1M 0.03%
244,000
-100,300
-29% -$15.9M
XLU icon
421
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.1B
$46M 0.03%
1,549,200
-755,400
-33% -$22.4M
PINS icon
422
PUT
Pinterest
PINS
$10.6B
$46M 0.03%
1,107,200
+768,200
+227% +$25M
MET icon
423
CALL
MetLife
MET
$61.5B
$45.6M 0.03%
1,226,200
+457,100
+59% +$17.3M
ITW icon
424
CALL
Illinois Tool Works
ITW
$75.5B
$45.3M 0.03%
234,700
+193,800
+474% +$36.8M
CSX icon
425
PUT
CSX Corp
CSX
$90.8B
$45.3M 0.03%
1,749,000
+828,900
+90% +$20.4M
15 16
17
18 19

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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.