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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 | |
|---|---|---|---|---|---|---|
326
PUT
Take-Two Interactive
TTWO
$46.2B
| $65.4M | 0.05% |
395,700
+149,000
| +60% | +$24.2M |
|
327
CALL
Walmart Inc
WMT
$917B
| $65.1M | 0.05% |
1,395,600
-290,700
| -17% | -$12.9M |
|
328
CALL
Zillow
Z
$7.82B
| $64.8M | 0.05% |
637,800
+191,600
| +43% | +$15M |
|
329
CALL
CME Group
CME
$97B
| $64.8M | 0.05% |
387,000
+189,700
| +96% | +$32M |
|
330
iShares MSCI Emerging Markets ETF
EEM
$30.5B
| $64.7M | 0.05% |
1,467,363
+1,202,605
| +454% | +$52.8M |
|
331
Mastercard
MA
$499B
| $64.2M | 0.05% |
189,858
+99,107
| +109% | +$32.2M |
|
332
CALL
RTX Corp
RTX
$301B
| $64.2M | 0.05% |
1,114,700
+876,900
| +369% | +$53.4M |
|
333
CALL
Sony
SONY
$142B
| $64.1M | 0.05% |
4,178,500
+351,000
| +9% | +$5.46M |
|
334
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $64M | 0.05% |
870,686
+489,510
| +128% | +$34.6M |
|
335
PUT
United Rentals
URI
$71.8B
| $63.9M | 0.05% |
365,900
+29,000
| +9% | +$4.88M |
|
336
PUT
S&P Global
SPGI
$123B
| $63.6M | 0.05% |
176,400
+44,300
| +34% | +$15.6M |
|
337
CALL
MongoDB
MDB
$37B
| $63.5M | 0.05% |
274,200
+159,000
| +138% | +$34.5M |
|
|
338
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $63.3M | 0.05% |
862,000
+447,400
| +108% | +$31.7M |
|
339
PUT
Union Pacific
UNP
$174B
| $63.2M | 0.05% |
321,300
+109,200
| +51% | +$20.3M |
|
340
PUT
Blackstone
BX
$108B
| $62.8M | 0.05% |
1,203,100
+802,400
| +200% | +$42.9M |
|
341
CALL
Delta Air Lines
DAL
$58.8B
| $62.6M | 0.05% |
2,046,700
+1,809,100
| +761% | +$52.2M |
|
342
CALL
Expedia Group
EXPE
$39.9B
| $62.4M | 0.05% |
680,300
+279,200
| +70% | +$25.1M |
|
343
Intel
INTC
$517B
| $62.4M | 0.05% |
1,204,427
+402,964
| +50% | +$20.9M |
|
344
CALL
Mercado Libre
MELI
$93.5B
| $62.1M | 0.05% |
57,400
+33,200
| +137% | +$36M |
|
345
Pinduoduo
PDD
$121B
| $61.8M | 0.05% |
833,414
+785,968
| +1,657% | +$67.4M |
|
346
Tesla
TSLA
$1.35T
| $61.7M | 0.05% |
431,550
+232,590
| +117% | +$27.5M |
|
347
CALL
State Street Energy Select Sector SPDR ETF
XLE
$40.5B
| $61.5M | 0.05% |
4,107,800
+332,000
| +9% | +$5.89M |
|
348
PUT
Elevance Health
ELV
$86.8B
| $61.5M | 0.05% |
228,800
+102,900
| +82% | +$27.7M |
|
|
349
PUT
MongoDB
MDB
$37B
| $61.1M | 0.05% |
263,800
+147,400
| +127% | +$32M |
|
350
Booking.com
BKNG
$159B
| $60.6M | 0.04% |
885,625
+517,025
| +140% | +$36.3M |
|
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.