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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 | |
|---|---|---|---|---|---|---|
301
PUT
EOG Resources
EOG
$74.8B
| $72.3M | 0.05% |
2,011,500
+1,378,200
| +218% | +$61.8M |
|
302
Texas Instruments
TXN
$255B
| $72.1M | 0.05% |
505,070
+232,938
| +86% | +$31.7M |
|
303
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.8B
| $72M | 0.05% |
934,900
-171,300
| -15% | -$12.8M |
|
304
PUT
Northrop Grumman
NOC
$83.2B
| $71.9M | 0.05% |
228,000
+104,900
| +85% | +$34.2M |
|
305
PUT
PENN Entertainment
PENN
$2.52B
| $71.5M | 0.05% |
983,700
+897,600
| +1,043% | +$44M |
|
306
PUT
Newmont
NEM
$124B
| $70.8M | 0.05% |
1,116,200
+473,200
| +74% | +$30.8M |
|
307
CALL
Blackrock
BLK
$182B
| $70.7M | 0.05% |
125,400
+70,400
| +128% | +$40.2M |
|
308
PayPal
PYPL
$52.7B
| $70.3M | 0.05% |
356,881
+104,178
| +41% | +$19.6M |
|
309
CALL
Humana
HUM
$46.7B
| $70M | 0.05% |
169,100
+28,000
| +20% | +$11.3M |
|
310
PUT
Verizon
VZ
$201B
| $69.7M | 0.05% |
1,172,100
+151,000
| +15% | +$8.77M |
|
311
PUT
NetEase
NTES
$80.1B
| $69.7M | 0.05% |
766,000
+742,500
| +3,160% | +$69.8M |
|
312
PUT
RingCentral
RNG
$5.39B
| $69.5M | 0.05% |
253,000
+215,800
| +580% | +$59.9M |
|
313
CALL
Abbott
ABT
$193B
| $69.3M | 0.05% |
637,200
+422,300
| +197% | +$42.8M |
|
314
Home Depot
HD
$338B
| $68.9M | 0.05% |
248,082
+106,128
| +75% | +$28.7M |
|
315
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $68.7M | 0.05% |
934,200
+523,000
| +127% | +$37M |
|
|
XYZ
316
Block Inc
XYZ
$49.8B
| $68.3M | 0.05% |
420,121
+401,354
| +2,139% | +$56.7M |
|
|
317
PUT
Abbott
ABT
$193B
| $67.8M | 0.05% |
622,700
+237,000
| +61% | +$24M |
|
318
CALL
US Bancorp
USB
$102B
| $67.8M | 0.05% |
1,889,900
+644,500
| +52% | +$23.6M |
|
319
CALL
Palo Alto Networks
PANW
$313B
| $66.5M | 0.05% |
1,630,800
+1,268,400
| +350% | +$52.8M |
|
320
PUT
VanEck Gold Miners ETF
GDX
$27.5B
| $66.4M | 0.05% |
1,695,800
+199,700
| +13% | +$8.14M |
|
321
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
| $66M | 0.05% |
626,100
+122,800
| +24% | +$12.9M |
|
|
322
CALL
PENN Entertainment
PENN
$2.52B
| $65.9M | 0.05% |
906,600
+767,400
| +551% | +$37.6M |
|
323
PUT
General Motors
GM
$76.1B
| $65.9M | 0.05% |
2,227,500
+897,000
| +67% | +$25.2M |
|
324
PUT
Best Buy
BBY
$18.2B
| $65.9M | 0.05% |
591,800
+404,100
| +215% | +$41.3M |
|
325
Wells Fargo
WFC
$269B
| $65.8M | 0.05% |
2,797,431
+1,274,252
| +84% | +$31.4M |
|
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.