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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
FOXA icon
976
PUT
Fox Class A
FOXA
$27.5B
$10.3M 0.01%
368,600
+348,500
+1,734% +$9.22M
PGR icon
977
PUT
Progressive
PGR
$121B
$10.2M 0.01%
108,000
+18,100
+20% +$1.63M
PHM icon
978
PUT
Pultegroup
PHM
$24.6B
$10.2M 0.01%
220,600
+7,500
+4% +$321K
NXPI icon
979
NXP Semiconductors
NXPI
$58.5B
$10.2M 0.01%
81,788
+16,500
+25% +$2.01M
BHC icon
980
CALL
Bausch Health
BHC
$2.32B
$10.2M 0.01%
656,200
-81,900
-11% -$1.41M
TJX icon
981
CALL
TJX Companies
TJX
$170B
$10.2M 0.01%
182,900
-144,100
-44% -$7.77M
EPD icon
982
PUT
Enterprise Products Partners
EPD
$81.9B
$10.2M 0.01%
644,400
+296,300
+85% +$5.19M
XLP icon
983
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$10.2M 0.01%
158,569
-16,863
-10% -$1.06M
XRT icon
984
CALL
State Street SPDR S&P Retail ETF
XRT
$643M
$10.2M 0.01%
204,500
+94,500
+86% +$4.63M
SIRI icon
985
CALL
SiriusXM
SIRI
$9.43B
$10.1M 0.01%
189,110
+149,960
+383% +$8.6M
SPCE icon
986
PUT
Virgin Galactic
SPCE
$475M
$10.1M 0.01%
26,320
+14,010
+114% +$5.32M
CPRT icon
987
Copart
CPRT
$27.2B
$10.1M 0.01%
383,924
+327,916
+585% +$7.94M
FNV icon
988
PUT
Franco-Nevada
FNV
$45.5B
$10.1M 0.01%
72,100
+42,700
+145% +$6.34M
AN icon
989
AutoNation
AN
$6.9B
$10.1M 0.01%
+189,994
New +$9.9M
LYV icon
990
CALL
Live Nation Entertainment
LYV
$43.2B
$10.1M 0.01%
186,600
+39,600
+27% +$2.04M
LUV icon
991
Southwest Airlines
LUV
$22B
$9.91M 0.01%
264,225
-99,728
-27% -$3.54M
UPLD icon
992
PUT
Upland Software
UPLD
$14.9M
$9.9M 0.01%
+26,250
New +$9.46M
LYFT icon
993
Lyft
LYFT
$6.28B
$9.87M 0.01%
358,068
-259,698
-42% -$7.72M
MAT icon
994
PUT
Mattel
MAT
$4.19B
$9.85M 0.01%
842,000
-40,000
-5% -$444K
BHP icon
995
PUT
BHP
BHP
$222B
$9.85M 0.01%
213,438
-94,949
-31% -$4.57M
PPG icon
996
CALL
PPG Industries
PPG
$25.5B
$9.84M 0.01%
80,700
+50,400
+166% +$5.89M
ALB icon
997
PUT
Albemarle
ALB
$15.1B
$9.83M 0.01%
110,100
+800
+0.7% +$70.9K
BIIB icon
998
CALL
Biogen
BIIB
$30.9B
$9.81M 0.01%
34,600
+21,400
+162% +$5.97M
ON icon
999
PUT
ON Semiconductor
ON
$31.8B
$9.77M 0.01%
450,500
+231,800
+106% +$4.92M
DKS icon
1000
PUT
Dick's Sporting Goods
DKS
$18.1B
$9.75M 0.01%
168,400
+137,700
+449% +$6.7M
38 39
40
41 42

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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.