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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 1.79%
2 Consumer Discretionary 1.06%
3 Communication Services 0.84%
4 Financials 0.55%
5 Healthcare 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RGLD icon
926
CALL
Royal Gold
RGLD
$19.1B
$11.4M 0.01%
94,500
+87,700
+1,290% +$11.5M
TAL icon
927
CALL
TAL Education Group
TAL
$6.58B
$11.3M 0.01%
148,800
-712,300
-83% -$53.7M
CTXS
928
CALL
DELISTED
Citrix Systems Inc
CTXS
$11.3M 0.01%
82,100
+56,000
+215% +$8M
GOTU icon
929
PUT
Gaotu Techedu
GOTU
$410M
$11.3M 0.01%
125,500
+115,100
+1,107% +$10.3M
AMBA icon
930
CALL
Ambarella
AMBA
$3.66B
$11.3M 0.01%
216,300
+205,800
+1,960% +$9.95M
ORCL icon
931
Oracle
ORCL
$450B
$11.3M 0.01%
188,911
-346,378
-65% -$19.7M
MLM icon
932
CALL
Martin Marietta Materials
MLM
$32.7B
$11.3M 0.01%
47,900
-9,900
-17% -$2.14M
WYNN icon
933
Wynn Resorts
WYNN
$10.6B
$11.3M 0.01%
156,728
+46,033
+42% +$3.65M
SUI icon
934
PUT
Sun Communities
SUI
$14.4B
$11.2M 0.01%
80,000
-70,000
-47% -$10M
XLU icon
935
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$11.2M 0.01%
376,898
+242,792
+181% +$7.21M
DOCU
936
CALL
DocuSign
DOCU
$12.2B
$11.2M 0.01%
51,800
-21,800
-30% -$4.52M
BMY icon
937
Bristol-Myers Squibb
BMY
$132B
$11.1M 0.01%
184,739
+138,516
+300% +$8.34M
DIA icon
938
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
$11.1M 0.01%
40,004
-62,613
-61% -$17.1M
NCLH icon
939
CALL
Norwegian Cruise Line
NCLH
$8.98B
$11.1M 0.01%
647,700
+259,000
+67% +$4.1M
DPZ icon
940
Domino's
DPZ
$11.7B
$11.1M 0.01%
26,031
+7,285
+39% +$2.9M
XME icon
941
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
$11M 0.01%
475,200
+438,900
+1,209% +$10.4M
GLW icon
942
PUT
Corning
GLW
$137B
$11M 0.01%
339,800
-79,700
-19% -$2.46M
MDY icon
943
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$11M 0.01%
32,500
+22,500
+225% +$7.68M
VXX icon
944
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$142M
$11M 0.01%
6,903
-13,225
-66% -$23.5M
HAL icon
945
Halliburton
HAL
$27.4B
$10.9M 0.01%
906,845
+413,039
+84% +$5.98M
H icon
946
CALL
Hyatt Hotels
H
$16.8B
$10.9M 0.01%
+203,700
New +$10.9M
DKNG icon
947
PUT
DraftKings
DKNG
$12.7B
$10.9M 0.01%
184,700
+77,500
+72% +$3.01M
CME icon
948
CME Group
CME
$94.3B
$10.8M 0.01%
64,636
+9,300
+17% +$1.57M
BURL icon
949
CALL
Burlington
BURL
$22.3B
$10.8M 0.01%
52,400
+37,900
+261% +$7.38M
LYB icon
950
CALL
LyondellBasell Industries
LYB
$20.2B
$10.8M 0.01%
153,000
+130,000
+565% +$8.98M
36 37
38
39 40

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HF
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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.