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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
(+58%)
Cap. Flow
+$39.3B
Cap. Flow
% of AUM
29.09%
Top 10 Holdings %
Top 10 Hldgs %
32.48%
Holding
3,280
New
598
Increased
1,528
Reduced
747
Closed
271
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adobe
ADBE
|
+$170M |
| 2 |
Salesforce
CRM
|
+$162M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$153M |
| 4 |
Meta Platforms (Facebook)
META
|
+$116M |
| 5 |
Advanced Micro Devices
AMD
|
+$105M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$127M |
| 2 |
SPDR Gold Trust
GLD
|
+$116M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$113M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
SPLK
226
PUT
DELISTED
Splunk Inc
SPLK
| $101M | 0.08% |
539,400
+299,600
| +125% | +$59.7M |
|
227
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
| $101M | 0.08% |
752,900
+371,000
| +97% | +$50.6M |
|
228
PUT
DexCom
DXCM
$33.9B
| $101M | 0.08% |
982,400
+478,400
| +95% | +$50M |
|
229
PUT
Palo Alto Networks
PANW
$313B
| $101M | 0.07% |
2,470,200
+933,600
| +61% | +$38.8M |
|
230
CALL
Deere & Co
DE
$164B
| $100M | 0.07% |
452,500
+179,500
| +66% | +$34.7M |
|
|
TWTR
231
CALL
DELISTED
Twitter, Inc.
TWTR
| $99.8M | 0.07% |
2,243,100
+1,028,700
| +85% | +$39.5M |
|
232
PUT
Wynn Resorts
WYNN
$10.6B
| $99.4M | 0.07% |
1,384,400
+590,700
| +74% | +$46.8M |
|
233
CALL
Comcast
CMCSA
$92.9B
| $98.4M | 0.07% |
2,126,300
+533,100
| +33% | +$23.2M |
|
234
PUT
Intuit
INTU
$94.6B
| $98M | 0.07% |
300,500
+146,900
| +96% | +$46M |
|
235
PUT
Lockheed Martin
LMT
$140B
| $97.3M | 0.07% |
253,800
+141,100
| +125% | +$53.8M |
|
236
PUT
NXP Semiconductors
NXPI
$59.2B
| $97.1M | 0.07% |
777,900
+521,300
| +203% | +$63.6M |
|
237
PUT
Skyworks Solutions
SWKS
$10.5B
| $96.5M | 0.07% |
663,200
+289,900
| +78% | +$40.3M |
|
238
Walmart Inc
WMT
$917B
| $96.3M | 0.07% |
2,065,782
+1,778,754
| +620% | +$79.1M |
|
239
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $95.4M | 0.07% |
1,488,700
-71,500
| -5% | -$4.52M |
|
240
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
| $94.3M | 0.07% |
893,700
+239,100
| +37% | +$25.2M |
|
241
PUT
Trade Desk
TTD
$6.64B
| $94.2M | 0.07% |
1,815,000
+583,000
| +47% | +$26.6M |
|
242
CALL
Constellation Brands
STZ
$23.8B
| $93.5M | 0.07% |
493,600
+411,700
| +503% | +$75.1M |
|
243
Johnson & Johnson
JNJ
$627B
| $92M | 0.07% |
617,804
+446,546
| +261% | +$66.1M |
|
244
Cisco
CSCO
$440B
| $91.6M | 0.07% |
2,325,663
+1,363,550
| +142% | +$59.4M |
|
245
Sea Limited
SE
$74.7B
| $91.5M | 0.07% |
594,088
+28,098
| +5% | +$3.79M |
|
246
CALL
Danaher
DHR
$142B
| $91.1M | 0.07% |
477,144
+52,226
| +12% | +$9.29M |
|
247
CALL
Accenture
ACN
$108B
| $90.9M | 0.07% |
402,200
+255,500
| +174% | +$58.5M |
|
248
Costco
COST
$426B
| $90.6M | 0.07% |
255,298
+184,171
| +259% | +$61.9M |
|
249
CALL
Domino's
DPZ
$11.5B
| $89.8M | 0.07% |
211,100
+37,700
| +22% | +$15M |
|
250
CALL
NIO
NIO
$11.3B
| $89.5M | 0.07% |
4,217,900
+2,426,300
| +135% | +$37.4M |
|
Similar funds
RIM
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.