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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 | |
|---|---|---|---|---|---|---|
426
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
| $45.1M | 0.03% |
1,263,300
-2,311,300
| -65% | -$87.1M |
|
427
PUT
Okta
OKTA
$25.6B
| $44.8M | 0.03% |
209,400
-135,000
| -39% | -$28.1M |
|
428
PUT
Veeva Systems
VEEV
$39.6B
| $44.8M | 0.03% |
159,200
+120,100
| +307% | +$31.7M |
|
|
WBA
429
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $44.7M | 0.03% |
1,244,900
+742,200
| +148% | +$29M |
|
430
PUT
Automatic Data Processing
ADP
$108B
| $44.6M | 0.03% |
319,800
+129,400
| +68% | +$18.1M |
|
431
CALL
Bath & Body Works
BBWI
$3.91B
| $44.6M | 0.03% |
1,734,027
-635,570
| -27% | -$13M |
|
432
CALL
American International
AIG
$40.1B
| $44.5M | 0.03% |
1,616,030
+1,029,000
| +175% | +$30.7M |
|
433
CALL
Altria Group
MO
$110B
| $44.3M | 0.03% |
1,146,100
+836,000
| +270% | +$34.8M |
|
434
CALL
Capital One
COF
$139B
| $44.2M | 0.03% |
615,300
+242,700
| +65% | +$16.2M |
|
435
CALL
EOG Resources
EOG
$74.8B
| $44.1M | 0.03% |
1,226,900
+752,800
| +159% | +$33.8M |
|
436
PUT
HCA Healthcare
HCA
$87.6B
| $44.1M | 0.03% |
353,600
+129,200
| +58% | +$16M |
|
437
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.49B
| $44M | 0.03% |
795,400
+778,300
| +4,551% | +$44.9M |
|
438
PUT
Dow Inc
DOW
$22.4B
| $43.9M | 0.03% |
933,000
+536,900
| +136% | +$24.1M |
|
439
Qualcomm
QCOM
$174B
| $43.8M | 0.03% |
372,322
+175,969
| +90% | +$18.8M |
|
440
CALL
Zscaler
ZS
$29.7B
| $43.6M | 0.03% |
309,700
-86,400
| -22% | -$11.2M |
|
441
CALL
VanEck Semiconductor ETF
SMH
$72.4B
| $43.5M | 0.03% |
499,800
-801,600
| -62% | -$67.2M |
|
|
442
EOG Resources
EOG
$74.8B
| $43.4M | 0.03% |
1,207,685
+1,087,494
| +905% | +$48.8M |
|
|
ZEN
443
PUT
DELISTED
ZENDESK INC
ZEN
| $43.1M | 0.03% |
418,400
+270,100
| +182% | +$25.3M |
|
444
CALL
First Solar
FSLR
$24.2B
| $42.9M | 0.03% |
648,400
+371,000
| +134% | +$24.6M |
|
445
PUT
Zoetis
ZTS
$30.5B
| $42.9M | 0.03% |
259,600
+182,300
| +236% | +$28M |
|
446
CALL
AutoZone
AZO
$49.4B
| $42.9M | 0.03% |
36,400
+18,700
| +106% | +$22.1M |
|
447
PUT
Whirlpool
WHR
$2.7B
| $42.9M | 0.03% |
233,000
+147,400
| +172% | +$24.5M |
|
448
CALL
Twilio
TWLO
$36.6B
| $42.8M | 0.03% |
173,000
-5,600
| -3% | -$1.38M |
|
449
CALL
Atlassian
TEAM
$41.2B
| $42.7M | 0.03% |
234,800
+156,000
| +198% | +$27.8M |
|
450
iShares Silver Trust
SLV
$31.5B
| $42.7M | 0.03% |
1,971,908
+946,948
| +92% | +$21.5M |
|
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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.