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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
QCOM icon
51
CALL
Qualcomm
QCOM
$174B
$395M 0.29%
3,354,900
+2,314,500
+222% +$247M
MELI icon
52
PUT
Mercado Libre
MELI
$93.5B
$391M 0.29%
361,200
+57,200
+19% +$62.1M
AVGO icon
53
PUT
Broadcom
AVGO
$1.87T
$385M 0.28%
10,556,000
+3,632,000
+52% +$122M
NKE icon
54
PUT
Nike
NKE
$60.4B
$383M 0.28%
3,051,500
+1,522,500
+100% +$163M
META icon
55
Meta Platforms (Facebook)
META
$1.5T
$382M 0.28%
1,456,934
+448,549
+44% +$116M
JPM icon
56
CALL
JPMorgan Chase
JPM
$964B
$370M 0.27%
3,845,000
+2,221,300
+137% +$218M
XYZ
57
PUT
Block Inc
XYZ
$49.8B
$365M 0.27%
2,243,600
+259,300
+13% +$36.6M
AMAT icon
58
PUT
Applied Materials
AMAT
$403B
$361M 0.27%
6,064,400
+4,110,100
+210% +$254M
SBUX icon
59
PUT
Starbucks
SBUX
$123B
$359M 0.27%
4,175,300
+810,100
+24% +$64.6M
MU icon
60
PUT
Micron Technology
MU
$1.1T
$349M 0.26%
7,436,100
+4,436,500
+148% +$215M
DIS icon
61
CALL
Walt Disney
DIS
$184B
$341M 0.25%
2,749,400
+1,003,900
+58% +$125M
HD icon
62
PUT
Home Depot
HD
$338B
$339M 0.25%
1,219,800
+229,700
+23% +$62.2M
HYG icon
63
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$332M 0.25%
3,961,500
+2,737,700
+224% +$230M
GOOG icon
64
CALL
Alphabet (Google) Class C
GOOG
$4.2T
$319M 0.24%
4,342,000
+1,804,000
+71% +$138M
BAC icon
65
PUT
Bank of America
BAC
$451B
$318M 0.24%
13,187,600
+1,911,000
+17% +$47.6M
BRK.B icon
66
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
$317M 0.23%
1,487,000
+640,800
+76% +$131M
COST icon
67
PUT
Costco
COST
$426B
$316M 0.23%
891,100
+317,300
+55% +$107M
CAT icon
68
CALL
Caterpillar
CAT
$394B
$316M 0.23%
2,116,200
-54,300
-3% -$7.63M
V icon
69
CALL
Visa
V
$680B
$313M 0.23%
1,566,200
+484,100
+45% +$96.7M
BA icon
70
PUT
Boeing
BA
$183B
$310M 0.23%
1,875,600
+1,203,700
+179% +$205M
NFLX icon
71
CALL
Netflix
NFLX
$325B
$310M 0.23%
6,198,000
+4,689,000
+311% +$233M
NOW icon
72
PUT
ServiceNow
NOW
$128B
$299M 0.22%
3,079,000
+1,498,000
+95% +$134M
MSFT icon
73
Microsoft
MSFT
$3.68T
$299M 0.22%
1,419,833
+434,796
+44% +$91.3M
AVGO icon
74
CALL
Broadcom
AVGO
$1.87T
$298M 0.22%
8,168,000
+1,225,000
+18% +$41M
LRCX icon
75
PUT
Lam Research
LRCX
$416B
$288M 0.21%
8,685,000
+5,742,000
+195% +$198M
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.