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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$135B
AUM Growth
+$49.5B
Cap. Flow
+$39.3B
Cap. Flow %
29.09%
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 Technology 1.81%
2 Consumer Discretionary 1.06%
3 Communication Services 0.84%
4 Financials 0.55%
5 Healthcare 0.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DRI icon
251
PUT
Darden Restaurants
DRI
$25.6B
$89.2M 0.07%
885,700
+571,300
+182% +$47.5M
ULTA icon
252
CALL
Ulta Beauty
ULTA
$22B
$89M 0.07%
397,300
+197,500
+99% +$42.5M
MPC icon
253
CALL
Marathon Petroleum
MPC
$99.8B
$88.9M 0.07%
3,029,300
+2,376,900
+364% +$83.5M
WDC icon
254
PUT
Western Digital
WDC
$175B
$88.5M 0.07%
3,203,777
+2,324,511
+264% +$69.1M
CFXA
255
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$87.8M 0.07%
654,019
-13,153
-2% -$1.8M
XOP icon
256
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.72B
$87.5M 0.06%
2,079,150
+1,151,500
+124% +$57.9M
ADI icon
257
PUT
Analog Devices
ADI
$190B
$87.2M 0.06%
747,300
+379,800
+103% +$44.5M
ABBV icon
258
PUT
AbbVie
ABBV
$441B
$87.1M 0.06%
993,968
-444,300
-31% -$41.8M
TXN icon
259
CALL
Texas Instruments
TXN
$255B
$87M 0.06%
609,100
+194,900
+47% +$26.5M
RH icon
260
CALL
RH
RH
$3.44B
$86.6M 0.06%
226,400
+91,600
+68% +$28.9M
CVNA icon
261
CALL
Carvana
CVNA
$83.1B
$86.4M 0.06%
1,937,000
+1,007,000
+108% +$35.7M
TTD icon
262
CALL
Trade Desk
TTD
$6.64B
$85.6M 0.06%
1,649,000
+575,000
+54% +$26.3M
FXI icon
263
CALL
iShares China Large-Cap ETF
FXI
$4.16B
$85.1M 0.06%
2,026,700
-4,423,700
-69% -$190M
DAL icon
264
PUT
Delta Air Lines
DAL
$58.8B
$84.9M 0.06%
2,775,700
+2,381,900
+605% +$68.7M
F icon
265
CALL
Ford
F
$57.3B
$84.9M 0.06%
12,744,000
-4,683,900
-27% -$31.7M
AZO icon
266
PUT
AutoZone
AZO
$49.4B
$84.2M 0.06%
71,500
+55,100
+336% +$65.1M
YUMC icon
267
PUT
Yum China
YUMC
$16.3B
$84.2M 0.06%
1,590,200
-22,800
-1% -$1.21M
RCL icon
268
PUT
Royal Caribbean
RCL
$81.6B
$84.2M 0.06%
1,300,800
+898,300
+223% +$52.9M
LEN icon
269
PUT
Lennar Class A
LEN
$20.9B
$84.2M 0.06%
1,064,403
+853,464
+405% +$60.6M
HUM icon
270
PUT
Humana
HUM
$46.7B
$84.1M 0.06%
203,100
+71,700
+55% +$28.8M
FDX icon
271
FedEx
FDX
$79.2B
$83.8M 0.06%
333,127
+301,070
+939% +$60.2M
SPOT icon
272
CALL
Spotify
SPOT
$105B
$83.4M 0.06%
343,700
+68,000
+25% +$17.6M
SHW icon
273
PUT
Sherwin-Williams
SHW
$87.2B
$83.3M 0.06%
358,800
+236,100
+192% +$51.6M
BDX icon
274
PUT
Becton Dickinson
BDX
$50B
$83.1M 0.06%
366,233
+283,310
+342% +$69.6M
SPOT icon
275
PUT
Spotify
SPOT
$105B
$83.1M 0.06%
342,400
+215,500
+170% +$55.7M
9 10
11
12 13

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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 deployed $39.3B of net new capital in Q3 2020, opening 598 new positions and adding to 1,528 existing holdings. Its largest new stake was AutoNation: 189,994 shares worth $10.1M.

By sector, the portfolio is most concentrated in Technology at 1.8% of assets, up from 1.4% a quarter earlier, followed by Consumer Discretionary and Communication Services.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $127M trimmed.

  • 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.