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
+168.57%
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
TMO icon
276
CALL
Thermo Fisher Scientific
TMO
$218B
$82.8M 0.06%
187,500
-110,800
-37% -$45.8M
CVX icon
277
Chevron
CVX
$392B
$82.8M 0.06%
1,149,697
+844,593
+277% +$71M
TGT icon
278
Target
TGT
$70.2B
$81.9M 0.06%
520,427
+449,608
+635% +$61.7M
BMY icon
279
PUT
Bristol-Myers Squibb
BMY
$130B
$81.5M 0.06%
1,351,300
+858,300
+174% +$51.7M
SPGI icon
280
CALL
S&P Global
SPGI
$123B
$80M 0.06%
222,000
+188,100
+555% +$66.4M
MDT icon
281
CALL
Medtronic
MDT
$117B
$78M 0.06%
750,600
+278,300
+59% +$27.9M
MCHP icon
282
PUT
Microchip Technology
MCHP
$43B
$77.9M 0.06%
1,515,800
+839,600
+124% +$43.7M
QQQ icon
283
Invesco QQQ Trust
QQQ
$486B
$77.2M 0.06%
277,752
-469,552
-63% -$127M
MET icon
284
PUT
MetLife
MET
$62.1B
$77.1M 0.06%
2,075,600
+712,900
+52% +$27.1M
XLNX
285
PUT
DELISTED
Xilinx Inc
XLNX
$77M 0.06%
738,700
+208,100
+39% +$21.4M
XLK icon
286
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
$76.7M 0.06%
1,314,400
+464,400
+55% +$26.2M
ASML icon
287
CALL
ASML
ASML
$708B
$76.5M 0.06%
207,300
+195,300
+1,628% +$73M
GE icon
288
CALL
GE Aerospace
GE
$382B
$76.4M 0.06%
2,459,023
+155,514
+7% +$5.06M
CEF icon
289
Sprott Physical Gold and Silver Trust
CEF
$8.23B
$76.3M 0.06%
4,158,543
– –
CVS icon
290
PUT
CVS Health
CVS
$124B
$75.6M 0.06%
1,294,000
-300,200
-19% -$18.7M
WMT icon
291
PUT
Walmart Inc
WMT
$917B
$75M 0.06%
1,608,600
-283,500
-15% -$12.6M
SPLK
292
CALL
DELISTED
Splunk Inc
SPLK
$74.9M 0.06%
398,300
+316,100
+385% +$63M
COP icon
293
CALL
ConocoPhillips
COP
$152B
$74.5M 0.06%
2,268,700
+1,806,600
+391% +$68.5M
XOP icon
294
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.72B
$73.9M 0.05%
1,755,475
+583,775
+50% +$29.4M
LULU icon
295
CALL
lululemon athletica
LULU
$13.6B
$73.8M 0.05%
223,900
+139,400
+165% +$46.5M
SMH icon
296
PUT
VanEck Semiconductor ETF
SMH
$72.4B
$73.7M 0.05%
846,400
-1,624,800
-66% -$136M
NEM icon
297
CALL
Newmont
NEM
$124B
$73.7M 0.05%
1,161,700
+221,000
+23% +$14.4M
GM icon
298
CALL
General Motors
GM
$76.1B
$73.7M 0.05%
2,489,200
-268,500
-10% -$7.54M
LMT icon
299
CALL
Lockheed Martin
LMT
$140B
$73.4M 0.05%
191,400
+4,500
+2% +$1.72M
EBAY icon
300
CALL
eBay
EBAY
$45.9B
$72.5M 0.05%
1,392,100
+1,155,400
+488% +$63.7M
10 11
12
13 14

Similar funds

Capstone Investment Advisors
Capstone Investment Advisors New York $57.4B AUM 26.91% 1-Year Est. Return
Tudor Investment Corp
Tudor Investment Corp Stamford, Connecticut $53.9B AUM 29.12% 1-Year Est. Return
RIM
Rakuten Investment Management Tokyo, Japan $49.2B AUM
Holocene Advisors
Holocene Advisors New York $41.5B AUM 42.97% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
First Manhattan
First Manhattan New York $36.1B AUM 11.5% 1-Year Est. Return
Viking Global Investors
Viking Global Investors Stamford, Connecticut $35.7B AUM 21.3% 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 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.