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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$18.3B 13.56%
54,669,200
+3,084,600
+6% +$1.02B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$445B
$5.09B 3.77%
18,320,700
+9,671,600
+112% +$2.62B
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$4.59B 3.4%
13,710,100
+713,800
+5% +$237M
MSFT icon
4
PUT
Microsoft
MSFT
$2.92T
$3.06B 2.27%
14,542,200
+7,022,300
+93% +$1.47B
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$2.99B 2.21%
19,938,700
+1,783,900
+10% +$268M
AAPL icon
6
PUT
Apple
AAPL
$4.99T
$2.83B 2.09%
24,402,500
+3,436,100
+16% +$375M
QQQ icon
7
CALL
Invesco QQQ Trust
QQQ
$445B
$2.25B 1.67%
8,111,300
+3,238,900
+66% +$878M
META icon
8
PUT
Meta Platforms (Facebook)
META
$1.51T
$1.78B 1.32%
6,789,600
+3,155,400
+87% +$814M
AAPL icon
9
CALL
Apple
AAPL
$4.99T
$1.48B 1.1%
12,768,400
+4,438,800
+53% +$484M
GLD icon
10
CALL
SPDR Gold Trust
GLD
$131B
$1.46B 1.08%
8,257,900
+4,302,400
+109% +$773M
TSLA icon
11
PUT
Tesla
TSLA
$1.21T
$1.39B 1.03%
9,692,700
+1,735,200
+22% +$205M
TLT icon
12
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$1.26B 0.94%
7,746,600
+5,696,600
+278% +$945M
MSFT icon
13
CALL
Microsoft
MSFT
$2.92T
$1.2B 0.89%
5,723,800
+2,376,300
+71% +$499M
META icon
14
CALL
Meta Platforms (Facebook)
META
$1.51T
$1.2B 0.89%
4,583,500
+3,508,900
+327% +$905M
NVDA icon
15
PUT
NVIDIA
NVDA
$4.77T
$1.12B 0.83%
82,460,000
+32,128,000
+64% +$374M
IWM icon
16
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$1.11B 0.82%
7,388,500
-2,695,700
-27% -$406M
GOOG icon
17
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$941M 0.7%
12,804,000
+6,162,000
+93% +$470M
HYG icon
18
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$841M 0.62%
10,023,200
+3,353,200
+50% +$282M
NFLX icon
19
PUT
Netflix
NFLX
$301B
$820M 0.61%
16,401,000
+4,120,000
+34% +$205M
AMZN icon
20
PUT
Amazon
AMZN
$2.48T
$769M 0.57%
4,884,000
-1,512,000
-24% -$238M
BABA icon
21
PUT
Alibaba
BABA
$276B
$755M 0.56%
2,566,700
+758,200
+42% +$200M
ADBE icon
22
PUT
Adobe
ADBE
$99B
$727M 0.54%
1,482,600
+807,000
+119% +$375M
AMD icon
23
PUT
Advanced Micro Devices
AMD
$741B
$716M 0.53%
8,728,400
+5,045,900
+137% +$375M
NVDA icon
24
CALL
NVIDIA
NVDA
$4.77T
$703M 0.52%
51,976,000
+28,136,000
+118% +$327M
AMZN icon
25
CALL
Amazon
AMZN
$2.48T
$640M 0.47%
4,062,000
+2,384,000
+142% +$376M
1
2 3 4 5

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Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.