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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+12.62%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
501
CALL
SLB Ltd
SLB
$79.8B
| $36.2M | 0.03% |
2,328,800
-284,700
| -11% | -$5.29M |
|
502
CALL
BHP
BHP
$220B
| $36.2M | 0.03% |
784,027
-359,954
| -31% | -$17.3M |
|
503
PUT
Kraft Heinz
KHC
$30.1B
| $36M | 0.03% |
1,202,900
+319,400
| +36% | +$10.6M |
|
|
TWTR
504
DELISTED
Twitter, Inc.
TWTR
| $35.9M | 0.03% |
807,307
+165,206
| +26% | +$6.34M |
|
505
CALL
Bilibili
BILI
$7.27B
| $35.9M | 0.03% |
863,000
+357,400
| +71% | +$15.8M |
|
506
PUT
United Airlines
UAL
$40.6B
| $35.9M | 0.03% |
1,032,900
+807,800
| +359% | +$27.9M |
|
507
Bank of America
BAC
$450B
| $35.9M | 0.03% |
1,488,618
-1,014,246
| -41% | -$25.3M |
|
508
CALL
Petrobras
PBR
$115B
| $35.8M | 0.03% |
5,026,600
+1,909,100
| +61% | +$16.2M |
|
509
CALL
Dow Inc
DOW
$22.4B
| $35.8M | 0.03% |
760,600
+424,500
| +126% | +$19.1M |
|
510
PUT
Air Products & Chemicals
APD
$68.7B
| $35.7M | 0.03% |
119,900
+95,100
| +383% | +$27.4M |
|
511
CALL
KLA
KLAC
$267B
| $35.6M | 0.03% |
1,837,000
+1,174,000
| +177% | +$23.2M |
|
|
XLNX
512
CALL
DELISTED
Xilinx Inc
XLNX
| $35.6M | 0.03% |
341,100
+125,700
| +58% | +$12.9M |
|
513
PUT
Synchrony
SYF
$26.3B
| $35.5M | 0.03% |
1,355,800
+1,018,500
| +302% | +$24.7M |
|
514
Merck
MRK
$334B
| $35.4M | 0.03% |
447,037
+176,052
| +65% | +$13.8M |
|
515
CALL
PG&E
PCG
$39.2B
| $35.3M | 0.03% |
3,760,200
+3,414,900
| +989% | +$31.6M |
|
516
PUT
Emerson Electric
EMR
$91.1B
| $35M | 0.03% |
534,300
+59,600
| +13% | +$3.93M |
|
517
PUT
Qorvo
QRVO
$8.61B
| $35M | 0.03% |
271,100
+133,500
| +97% | +$16.6M |
|
518
CALL
Labcorp
LH
$25.8B
| $35M | 0.03% |
216,271
-117
| -0.1% | -$18.5K |
|
519
PUT
TransDigm Group
TDG
$69.4B
| $35M | 0.03% |
73,600
+70,600
| +2,353% | +$33.2M |
|
520
lululemon athletica
LULU
$13.6B
| $34.7M | 0.03% |
105,455
+32,234
| +44% | +$10.8M |
|
|
WORK
521
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $34.7M | 0.03% |
1,293,000
+364,900
| +39% | +$10.7M |
|
522
State Street Energy Select Sector SPDR ETF
XLE
$40.5B
| $34.7M | 0.03% |
2,316,170
+1,105,228
| +91% | +$19.6M |
|
523
CALL
iShares Biotechnology ETF
IBB
$9.73B
| $34.7M | 0.03% |
256,000
-22,700
| -8% | -$3.08M |
|
524
CALL
Dollar General
DG
$27.3B
| $34.6M | 0.03% |
165,000
-103,700
| -39% | -$20.4M |
|
525
Starbucks
SBUX
$123B
| $34.6M | 0.03% |
402,410
-411,527
| -51% | -$32.8M |
|
Similar funds
GAM
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.