We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
401
CALL
Union Pacific
UNP
$174B
| $48.9M | 0.04% |
248,500
+68,700
| +38% | +$12.8M |
|
402
PUT
American International
AIG
$40.1B
| $48.9M | 0.04% |
1,776,500
+896,400
| +102% | +$26.7M |
|
403
PUT
iShares Biotechnology ETF
IBB
$9.73B
| $48.4M | 0.04% |
357,300
+277,600
| +348% | +$37.7M |
|
404
CALL
Becton Dickinson
BDX
$50B
| $48.3M | 0.04% |
212,688
+166,665
| +362% | +$41M |
|
405
iShares 20+ Year Treasury Bond ETF
TLT
$40.5B
| $48.1M | 0.04% |
294,810
+199,810
| +210% | +$33.1M |
|
406
ExxonMobil
XOM
$658B
| $47.8M | 0.04% |
1,391,215
+443,604
| +47% | +$18.1M |
|
407
CALL
Zoom
ZM
$31.1B
| $47.7M | 0.04% |
101,500
+62,300
| +159% | +$19.9M |
|
408
PUT
Marathon Petroleum
MPC
$99.8B
| $47.7M | 0.04% |
1,625,300
+850,100
| +110% | +$29.9M |
|
|
409
iShares MSCI EAFE ETF
EFA
$80.3B
| $47.5M | 0.04% |
746,637
-1,759,332
| -70% | -$113M |
|
410
CALL
Intuitive Surgical
ISRG
$139B
| $47.5M | 0.04% |
200,700
+70,500
| +54% | +$15.8M |
|
411
PUT
PNC Financial Services
PNC
$103B
| $47.4M | 0.04% |
431,500
+240,500
| +126% | +$25.9M |
|
412
Nike
NKE
$60.4B
| $47.2M | 0.04% |
376,251
+223,292
| +146% | +$24M |
|
413
PUT
Atlassian
TEAM
$41.2B
| $47.1M | 0.03% |
258,800
+110,500
| +75% | +$19.7M |
|
414
PUT
eBay
EBAY
$45.9B
| $47M | 0.03% |
902,900
+664,500
| +279% | +$36.6M |
|
415
PUT
American Airlines Group
AAL
$9.82B
| $46.9M | 0.03% |
3,813,400
+2,381,100
| +166% | +$29.8M |
|
|
416
PUT
Zoom
ZM
$31.1B
| $46.8M | 0.03% |
99,500
+55,400
| +126% | +$17.7M |
|
417
PUT
Freeport-McMoran
FCX
$93.1B
| $46.4M | 0.03% |
2,964,700
+1,448,900
| +96% | +$20.9M |
|
418
PUT
US Bancorp
USB
$102B
| $46.3M | 0.03% |
1,292,300
+490,700
| +61% | +$18M |
|
419
PUT
Gilead Sciences
GILD
$172B
| $46.3M | 0.03% |
732,500
+86,000
| +13% | +$5.96M |
|
420
PUT
Roku
ROKU
$23.4B
| $46.1M | 0.03% |
244,000
-100,300
| -29% | -$15.9M |
|
421
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $46M | 0.03% |
1,549,200
-755,400
| -33% | -$22.4M |
|
422
PUT
Pinterest
PINS
$13.6B
| $46M | 0.03% |
1,107,200
+768,200
| +227% | +$25M |
|
423
CALL
MetLife
MET
$62.1B
| $45.6M | 0.03% |
1,226,200
+457,100
| +59% | +$17.3M |
|
424
CALL
Illinois Tool Works
ITW
$82.8B
| $45.3M | 0.03% |
234,700
+193,800
| +474% | +$36.8M |
|
425
PUT
CSX Corp
CSX
$92.9B
| $45.3M | 0.03% |
1,749,000
+828,900
| +90% | +$20.4M |
|
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.