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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
FL
1126
PUT
DELISTED
Foot Locker
FL
$7.3M 0.01%
221,100
+50,800
+30% +$1.55M
X
1127
PUT
DELISTED
US Steel
X
$7.28M 0.01%
992,200
+687,300
+225% +$5.21M
ELME
1128
PUT
Elme Communities
ELME
$148M
$7.25M 0.01%
+360,000
New +$7.85M
APA icon
1129
CALL
APA Corp
APA
$15.6B
$7.19M 0.01%
759,500
+466,100
+159% +$6.38M
RAMP icon
1130
CALL
LiveRamp
RAMP
$2.3B
$7.17M 0.01%
+138,400
New +$6.92M
HOG icon
1131
CALL
Harley-Davidson
HOG
$2.81B
$7.15M 0.01%
291,100
+244,200
+521% +$6.58M
CIEN icon
1132
CALL
Ciena
CIEN
$47.4B
$7.14M 0.01%
179,700
+90,300
+101% +$4.75M
COR icon
1133
CALL
Cencora
COR
$61.2B
$7.11M 0.01%
73,400
-39,100
-35% -$3.89M
CB icon
1134
CALL
Chubb
CB
$131B
$6.99M 0.01%
60,200
-73,000
-55% -$9.17M
JACK icon
1135
CALL
Jack in the Box
JACK
$281M
$6.96M 0.01%
87,700
+72,600
+481% +$5.84M
DUK icon
1136
PUT
Duke Energy
DUK
$93.1B
$6.95M 0.01%
78,400
+51,600
+193% +$4.25M
KDP icon
1137
CALL
Keurig Dr Pepper
KDP
$42.8B
$6.9M 0.01%
250,000
+165,000
+194% +$4.83M
STM icon
1138
STMicroelectronics
STM
$45.3B
$6.87M 0.01%
+223,791
New +$6.58M
CBRE icon
1139
CALL
CBRE Group
CBRE
$40B
$6.86M 0.01%
146,000
+113,200
+345% +$5.17M
LI icon
1140
CALL
Li Auto
LI
$11.4B
$6.84M 0.01%
+393,100
New +$6.57M
KMX icon
1141
CALL
CarMax
KMX
$8.59B
$6.84M 0.01%
74,500
+44,600
+149% +$4.46M
KWEB icon
1142
KraneShares CSI China Internet ETF
KWEB
$4.71B
$6.83M 0.01%
+100,222
New +$6.8M
EXC icon
1143
CALL
Exelon
EXC
$44.7B
$6.81M 0.01%
267,081
+36,592
+16% +$970K
NVTA
1144
CALL
DELISTED
Invitae Corporation
NVTA
$6.8M 0.01%
156,900
+85,000
+118% +$2.9M
HR icon
1145
Healthcare Realty
HR
$6.47B
$6.74M 0.01%
+259,144
New +$6.8M
ZGNX
1146
CALL
DELISTED
Zogenix, Inc.
ZGNX
$6.74M 0.01%
375,700
-24,300
-6% -$595K
EWJ icon
1147
iShares MSCI Japan ETF
EWJ
$23.2B
$6.73M 0.01%
113,983
-50,477
-31% -$2.89M
PSA icon
1148
CALL
Public Storage
PSA
$55B
$6.73M 0.01%
+30,200
New +$6.17M
VMC icon
1149
PUT
Vulcan Materials
VMC
$32.5B
$6.71M 0.01%
49,500
-66,600
-57% -$8.37M
CNC icon
1150
Centene
CNC
$32.3B
$6.7M 0.01%
114,908
+67,762
+144% +$4.21M
44 45
46
47 48

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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.