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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 | |
|---|---|---|---|---|---|---|
376
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
| $54.6M | 0.04% |
1,529,300
-1,487,400
| -49% | -$56.1M |
|
377
CALL
United Rentals
URI
$71.8B
| $53.9M | 0.04% |
308,600
-42,000
| -12% | -$7.06M |
|
378
PUT
Etsy
ETSY
$7.33B
| $53.8M | 0.04% |
442,600
+208,300
| +89% | +$24.4M |
|
379
CALL
AT&T
T
$171B
| $53.8M | 0.04% |
2,496,534
-2,572,135
| -51% | -$57.5M |
|
380
PUT
D.R. Horton
DHI
$41.6B
| $53.2M | 0.04% |
703,900
+120,300
| +21% | +$8.21M |
|
381
PUT
Twilio
TWLO
$36.6B
| $53.1M | 0.04% |
214,800
-23,600
| -10% | -$5.82M |
|
|
IFFT
382
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
| $53.1M | 0.04% |
1,197,834
-210,582
| -15% | -$9.56M |
|
|
EA
383
CALL
DELISTED
Electronic Arts
EA
| $53M | 0.04% |
406,500
+200,900
| +98% | +$27.4M |
|
384
PUT
iShares MSCI Japan ETF
EWJ
$23.2B
| $52.8M | 0.04% |
893,500
+356,900
| +67% | +$20.4M |
|
385
Zoom
ZM
$31.1B
| $52.7M | 0.04% |
112,129
+14,572
| +15% | +$4.66M |
|
386
CALL
American Tower
AMT
$81.8B
| $52.6M | 0.04% |
217,800
+104,200
| +92% | +$26.4M |
|
387
PUT
Dollar General
DG
$27.2B
| $52.6M | 0.04% |
251,100
+42,500
| +20% | +$8.36M |
|
388
CALL
Skyworks Solutions
SWKS
$10.5B
| $52.6M | 0.04% |
361,700
+145,500
| +67% | +$20.2M |
|
389
CALL
Sunrun
RUN
$2.45B
| $52.3M | 0.04% |
679,115
+375,115
| +123% | +$17.7M |
|
390
PUT
Toll Brothers
TOL
$13.9B
| $52.1M | 0.04% |
1,070,700
+992,100
| +1,262% | +$40.1M |
|
|
NEE.PRO
391
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $51.7M | 0.04% |
955,295
-834,312
| -47% | -$45.5M |
|
392
CALL
3M
MMM
$94.2B
| $51.3M | 0.04% |
383,079
-141,965
| -27% | -$19.1M |
|
393
PUT
MGM Resorts International
MGM
$11.1B
| $51.2M | 0.04% |
2,351,800
+921,800
| +64% | +$18.3M |
|
394
CALL
General Dynamics
GD
$107B
| $50.9M | 0.04% |
367,500
-152,000
| -29% | -$22.4M |
|
395
PUT
SLB Ltd
SLB
$79.8B
| $50.7M | 0.04% |
3,259,500
-487,700
| -13% | -$9.07M |
|
396
PUT
Comcast
CMCSA
$92.9B
| $50.7M | 0.04% |
1,096,300
+11,500
| +1% | +$500K |
|
397
CALL
Blackstone
BX
$108B
| $50.6M | 0.04% |
968,700
+629,200
| +185% | +$33.7M |
|
|
SCHW
398
PUT
Charles Schwab
SCHW
$192B
| $49.5M | 0.04% |
1,367,400
+748,900
| +121% | +$26.1M |
|
399
PUT
Cigna
CI
$74.7B
| $49.3M | 0.04% |
290,800
+179,300
| +161% | +$31.6M |
|
400
CALL
Analog Devices
ADI
$190B
| $49.2M | 0.04% |
421,700
+180,600
| +75% | +$21.1M |
|
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.