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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
EFA icon
26
PUT
iShares MSCI EAFE ETF
EFA
$80.3B
$632M 0.47%
9,928,600
+380,300
+4% +$24.3M
SPY icon
27
State Street SPDR S&P 500 ETF Trust
SPY
$813B
$609M 0.45%
1,819,743
-215,196
-11% -$71.3M
INTC icon
28
PUT
Intel
INTC
$517B
$596M 0.44%
11,508,200
+7,396,800
+180% +$385M
MA icon
29
PUT
Mastercard
MA
$499B
$580M 0.43%
1,715,400
+787,900
+85% +$256M
TSLA icon
30
CALL
Tesla
TSLA
$1.35T
$551M 0.41%
3,851,400
+417,900
+12% +$49.3M
BABA icon
31
CALL
Alibaba
BABA
$297B
$549M 0.41%
1,868,000
-39,200
-2% -$10.3M
EEM icon
32
PUT
iShares MSCI Emerging Markets ETF
EEM
$30.5B
$540M 0.4%
12,236,700
+696,400
+6% +$30.6M
QCOM icon
33
PUT
Qualcomm
QCOM
$174B
$539M 0.4%
4,577,500
+1,889,400
+70% +$202M
INTC icon
34
CALL
Intel
INTC
$517B
$520M 0.39%
10,049,600
+7,242,100
+258% +$376M
PYPL icon
35
PUT
PayPal
PYPL
$52.7B
$519M 0.38%
2,633,000
+661,200
+34% +$125M
V icon
36
PUT
Visa
V
$680B
$505M 0.37%
2,527,600
+990,100
+64% +$198M
AMD icon
37
CALL
Advanced Micro Devices
AMD
$840B
$490M 0.36%
5,973,600
+3,536,800
+145% +$263M
CRM icon
38
CALL
Salesforce
CRM
$161B
$477M 0.35%
1,898,600
+1,515,000
+395% +$332M
GOOGL icon
39
PUT
Alphabet (Google) Class A
GOOGL
$4.23T
$477M 0.35%
6,510,000
-296,000
-4% -$22.6M
CSCO icon
40
CALL
Cisco
CSCO
$440B
$472M 0.35%
11,987,700
+10,560,800
+740% +$460M
BKNG icon
41
PUT
Booking.com
BKNG
$159B
$457M 0.34%
6,672,500
+4,340,000
+186% +$305M
FDX icon
42
PUT
FedEx
FDX
$79.2B
$450M 0.33%
1,787,800
+1,274,100
+248% +$255M
CSCO icon
43
PUT
Cisco
CSCO
$440B
$434M 0.32%
11,009,900
+7,398,300
+205% +$322M
BAC icon
44
CALL
Bank of America
BAC
$451B
$431M 0.32%
17,870,600
+3,307,000
+23% +$82.3M
JPM icon
45
PUT
JPMorgan Chase
JPM
$964B
$423M 0.31%
4,398,700
+1,566,700
+55% +$154M
C icon
46
PUT
Citigroup
C
$234B
$415M 0.31%
9,616,800
+3,548,300
+58% +$177M
BRK.B icon
47
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$413M 0.31%
1,940,800
+970,300
+100% +$198M
FXI icon
48
PUT
iShares China Large-Cap ETF
FXI
$4.16B
$411M 0.3%
9,786,000
-4,484,700
-31% -$193M
DIS icon
49
PUT
Walt Disney
DIS
$184B
$402M 0.3%
3,238,000
+805,400
+33% +$101M
GLD icon
50
PUT
SPDR Gold Trust
GLD
$143B
$398M 0.29%
2,247,100
-376,400
-14% -$67.6M
1
2
3 4 5

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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.