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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+12.62%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
ALNY icon
876
CALL
Alnylam Pharmaceuticals
ALNY
$30.4B
$13M 0.01%
89,400
+16,300
+22% +$2.32M
O icon
877
PUT
Realty Income
O
$59.6B
$13M 0.01%
220,332
+181,426
+466% +$10.7M
DBX icon
878
PUT
Dropbox
DBX
$7.31B
$13M 0.01%
672,300
+585,400
+674% +$12.2M
ICE icon
879
PUT
Intercontinental Exchange
ICE
$87.2B
$12.9M 0.01%
128,900
+90,600
+237% +$8.93M
VRSN icon
880
PUT
VeriSign
VRSN
$25.6B
$12.9M 0.01%
62,800
+23,900
+61% +$4.94M
AAP icon
881
CALL
Advance Auto Parts
AAP
$3.23B
$12.8M 0.01%
83,700
+60,600
+262% +$9.12M
XLB icon
882
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
$12.8M 0.01%
403,400
+263,400
+188% +$8.18M
ET icon
883
CALL
Energy Transfer Partners
ET
$71.5B
$12.8M 0.01%
2,367,300
+1,215,200
+105% +$7.71M
CG icon
884
CALL
Carlyle Group
CG
$17.2B
$12.8M 0.01%
520,000
-325,000
-38% -$8.77M
GM icon
885
General Motors
GM
$75.8B
$12.8M 0.01%
431,863
-27,409
-6% -$770K
SPCE icon
886
Virgin Galactic
SPCE
$475M
$12.8M 0.01%
33,189
+23,206
+232% +$8.81M
DFS
887
CALL
DELISTED
Discover Financial Services
DFS
$12.7M 0.01%
219,100
-9,900
-4% -$518K
LMT icon
888
Lockheed Martin
LMT
$138B
$12.6M 0.01%
32,959
+8,272
+34% +$3.16M
VTR icon
889
CALL
Ventas
VTR
$45.7B
$12.6M 0.01%
299,800
+199,800
+200% +$7.99M
KSS icon
890
CALL
Kohl's
KSS
$2.22B
$12.6M 0.01%
678,600
+374,400
+123% +$7.92M
NIO icon
891
PUT
NIO
NIO
$11.3B
$12.5M 0.01%
590,700
-2,251,400
-79% -$34.7M
GPN icon
892
CALL
Global Payments
GPN
$25.1B
$12.5M 0.01%
70,300
+48,900
+229% +$8.46M
OXY icon
893
PUT
Occidental Petroleum
OXY
$57.7B
$12.5M 0.01%
1,246,400
+939,100
+306% +$13.2M
DUK icon
894
CALL
Duke Energy
DUK
$97.1B
$12.4M 0.01%
140,000
+53,000
+61% +$4.37M
SWKS icon
895
Skyworks Solutions
SWKS
$10.5B
$12.4M 0.01%
84,949
+36,222
+74% +$5.04M
USO icon
896
United States Oil Fund
USO
$1.77B
$12.4M 0.01%
436,818
-283,756
-39% -$8.3M
NET icon
897
CALL
Cloudflare
NET
$118B
$12.3M 0.01%
300,100
+166,500
+125% +$6.37M
MNDT
898
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$12.3M 0.01%
997,400
+110,200
+12% +$1.51M
DHI icon
899
CALL
D.R. Horton
DHI
$40.8B
$12.3M 0.01%
162,500
-40,900
-20% -$2.79M
DOMO icon
900
CALL
Domo
DOMO
$184M
$12.3M 0.01%
320,000
-10,000
-3% -$360K
34 35
36
37 38

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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.