We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
826
CALL
Sarepta Therapeutics
SRPT
$1.95B
| $14.6M | 0.01% |
104,100
+28,600
| +38% | +$4.35M |
|
827
PUT
Chubb
CB
$133B
| $14.5M | 0.01% |
125,200
+51,400
| +70% | +$6.46M |
|
828
CALL
Williams Companies
WMB
$89.3B
| $14.4M | 0.01% |
732,800
-283,700
| -28% | -$5.78M |
|
829
PUT
CarMax
KMX
$8.52B
| $14.4M | 0.01% |
156,600
+15,200
| +11% | +$1.52M |
|
830
PUT
AB InBev
BUD
$158B
| $14.3M | 0.01% |
265,600
+100,000
| +60% | +$5.54M |
|
831
PUT
Deckers Outdoor
DECK
$12.7B
| $14.3M | 0.01% |
389,400
+211,200
| +119% | +$7.3M |
|
832
Workday
WDAY
$51B
| $14.2M | 0.01% |
66,232
+65,726
| +12,989% | +$13M |
|
|
STMP
833
CALL
DELISTED
Stamps.com, Inc.
STMP
| $14.2M | 0.01% |
59,000
+50,900
| +628% | +$12.1M |
|
834
CALL
Synchrony
SYF
$26.1B
| $14.2M | 0.01% |
541,100
+361,300
| +201% | +$8.78M |
|
835
PUT
Aon
AON
$75.7B
| $14.1M | 0.01% |
68,500
+44,200
| +182% | +$8.83M |
|
836
CALL
International Paper
IP
$21.8B
| $14.1M | 0.01% |
367,805
+222,288
| +153% | +$7.85M |
|
837
PUT
Edison International
EIX
$26.7B
| $14.1M | 0.01% |
277,600
-291,500
| -51% | -$15.5M |
|
|
838
CALL
AB InBev
BUD
$158B
| $14.1M | 0.01% |
261,800
+176,500
| +207% | +$9.78M |
|
839
Broadcom
AVGO
$1.99T
| $14M | 0.01% |
385,330
-671,250
| -64% | -$22.5M |
|
840
CALL
Truist Financial
TFC
$64.7B
| $14M | 0.01% |
368,800
+136,700
| +59% | +$5.15M |
|
841
CALL
Enterprise Products Partners
EPD
$82.1B
| $14M | 0.01% |
885,900
+396,700
| +81% | +$6.95M |
|
842
CALL
Corning
GLW
$137B
| $14M | 0.01% |
431,100
+179,900
| +72% | +$5.56M |
|
843
Marathon Petroleum
MPC
$100B
| $14M | 0.01% |
475,725
+154,711
| +48% | +$5.44M |
|
844
RingCentral
RNG
$5.25B
| $13.8M | 0.01% |
50,354
+41,289
| +455% | +$11.5M |
|
|
IRBT
845
CALL
DELISTED
iRobot
IRBT
| $13.8M | 0.01% |
182,100
-324,600
| -64% | -$25M |
|
846
PUT
Amgen
AMGN
$226B
| $13.8M | 0.01% |
54,200
-6,500
| -11% | -$1.61M |
|
847
PUT
Agilent Technologies
A
$41.9B
| $13.8M | 0.01% |
136,400
+62,800
| +85% | +$6.07M |
|
848
PUT
Kohl's
KSS
$2.22B
| $13.7M | 0.01% |
741,500
+454,900
| +159% | +$9.63M |
|
849
CALL
Diamondback Energy
FANG
$55.9B
| $13.7M | 0.01% |
453,600
+385,400
| +565% | +$14.7M |
|
|
WBA
850
DELISTED
Walgreens Boots Alliance
WBA
| $13.7M | 0.01% |
380,253
+184,546
| +94% | +$7.22M |
|
Similar funds
HF
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.