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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
CLX icon
351
PUT
Clorox
CLX
$12.8B
$59.9M 0.04%
285,200
+260,900
+1,074% +$58.1M
COF icon
352
PUT
Capital One
COF
$139B
$59.7M 0.04%
831,000
+341,100
+70% +$22.8M
XLI icon
353
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.8B
$59.6M 0.04%
773,600
+22,200
+3% +$1.66M
PM icon
354
PUT
Philip Morris
PM
$297B
$59.5M 0.04%
793,300
+444,000
+127% +$34.3M
GDX icon
355
VanEck Gold Miners ETF
GDX
$27.5B
$59.3M 0.04%
1,513,968
+1,070,959
+242% +$43.7M
OKTA icon
356
CALL
Okta
OKTA
$25.6B
$58.8M 0.04%
274,900
-18,300
-6% -$3.81M
PINS icon
357
CALL
Pinterest
PINS
$13.6B
$58.3M 0.04%
1,405,700
+563,900
+67% +$18.4M
DIS icon
358
Walt Disney
DIS
$184B
$58.2M 0.04%
468,996
-54,617
-10% -$6.83M
RNG icon
359
CALL
RingCentral
RNG
$5.39B
$57.8M 0.04%
210,500
+179,300
+575% +$49.8M
MS icon
360
Morgan Stanley
MS
$342B
$57.7M 0.04%
1,194,192
+396,009
+50% +$19.9M
ELV icon
361
CALL
Elevance Health
ELV
$86.8B
$57.6M 0.04%
214,300
+66,200
+45% +$17.8M
LVS icon
362
PUT
Las Vegas Sands
LVS
$29.9B
$57.5M 0.04%
1,232,400
+437,100
+55% +$20.9M
ANET icon
363
CALL
Arista Networks
ANET
$251B
$57.1M 0.04%
4,414,400
+3,307,200
+299% +$45.4M
COP icon
364
PUT
ConocoPhillips
COP
$152B
$56.7M 0.04%
1,725,300
+661,900
+62% +$25.1M
NSC icon
365
CALL
Norfolk Southern
NSC
$75.1B
$56.4M 0.04%
263,500
+50,400
+24% +$10.1M
TAL icon
366
PUT
TAL Education Group
TAL
$6.46B
$56M 0.04%
736,500
-227,800
-24% -$17.2M
VLO icon
367
CALL
Valero Energy
VLO
$98.4B
$55.8M 0.04%
1,289,100
+1,022,700
+384% +$53.6M
NOC icon
368
CALL
Northrop Grumman
NOC
$83.2B
$55.8M 0.04%
176,900
+70,100
+66% +$22.9M
DDOG icon
369
CALL
Datadog
DDOG
$91.7B
$55.7M 0.04%
545,600
+190,800
+54% +$16.6M
ORCL icon
370
CALL
Oracle
ORCL
$434B
$55.7M 0.04%
932,600
-104,900
-10% -$5.96M
GDX icon
371
CALL
VanEck Gold Miners ETF
GDX
$27.5B
$55.7M 0.04%
1,421,400
+39,800
+3% +$1.62M
FISV
372
PUT
Fiserv Inc
FISV
$28.9B
$55.1M 0.04%
534,800
+313,800
+142% +$31.3M
PAYC icon
373
PUT
Paycom
PAYC
$9.83B
$55M 0.04%
176,700
+134,500
+319% +$39.3M
PM icon
374
CALL
Philip Morris
PM
$297B
$54.9M 0.04%
733,200
+433,400
+145% +$33.4M
XLE icon
375
PUT
State Street Energy Select Sector SPDR ETF
XLE
$40.5B
$54.8M 0.04%
3,660,200
-3,249,200
-47% -$57.7M
13 14
15
16 17

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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.