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 | |
|---|---|---|---|---|---|---|
151
PUT
RH
RH
$3.44B
| $151M | 0.11% |
395,600
+54,900
| +16% | +$17.3M |
|
152
PUT
iShares MSCI Brazil ETF
EWZ
$8.59B
| $151M | 0.11% |
5,468,600
+2,046,700
| +60% | +$62.8M |
|
153
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.4B
| $151M | 0.11% |
6,281,800
-7,010,500
| -53% | -$171M |
|
154
PUT
Ulta Beauty
ULTA
$22B
| $151M | 0.11% |
674,400
+324,000
| +92% | +$69.7M |
|
155
CALL
Starbucks
SBUX
$123B
| $149M | 0.11% |
1,739,100
-91,800
| -5% | -$7.32M |
|
156
PUT
Charter Communications
CHTR
$18.4B
| $149M | 0.11% |
238,800
-4,600
| -2% | -$2.71M |
|
157
PUT
ExxonMobil
XOM
$658B
| $149M | 0.11% |
4,335,300
+763,500
| +21% | +$31.2M |
|
|
158
Alphabet (Google) Class A
GOOGL
$4.23T
| $149M | 0.11% |
2,030,780
+1,243,680
| +158% | +$94.8M |
|
159
iShares Russell 2000 ETF
IWM
$82.9B
| $148M | 0.11% |
985,955
+328,864
| +50% | +$49.5M |
|
160
PUT
Merck
MRK
$335B
| $146M | 0.11% |
1,848,567
+432,509
| +31% | +$33.9M |
|
161
CALL
Uber
UBER
$155B
| $145M | 0.11% |
3,982,200
+387,800
| +11% | +$12.8M |
|
|
162
CALL
Charter Communications
CHTR
$18.4B
| $145M | 0.11% |
232,200
+136,400
| +142% | +$80.5M |
|
163
PUT
Honeywell
HON
$74.2B
| $145M | 0.11% |
932,513
+742,063
| +390% | +$110M |
|
164
CALL
Wells Fargo
WFC
$269B
| $144M | 0.11% |
6,141,300
+1,592,800
| +35% | +$39.3M |
|
165
PUT
Carvana
CVNA
$83.1B
| $144M | 0.11% |
3,222,000
+1,893,000
| +142% | +$67.1M |
|
166
PUT
Wayfair
W
$13.9B
| $144M | 0.11% |
493,600
+237,300
| +93% | +$64.9M |
|
167
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $141M | 0.1% |
507,300
+426,500
| +528% | +$117M |
|
168
PUT
Accenture
ACN
$108B
| $141M | 0.1% |
622,300
+439,100
| +240% | +$101M |
|
169
PUT
McDonald's
MCD
$193B
| $140M | 0.1% |
639,200
+186,600
| +41% | +$38.3M |
|
170
CALL
Rio Tinto
RIO
$156B
| $140M | 0.1% |
2,319,800
+322,600
| +16% | +$19.8M |
|
171
PUT
3M
MMM
$94.2B
| $138M | 0.1% |
1,030,593
-175,573
| -15% | -$23.6M |
|
172
PUT
Peloton Interactive
PTON
$2.47B
| $136M | 0.1% |
1,374,700
+1,250,000
| +1,002% | +$92M |
|
|
COUP
173
CALL
DELISTED
Coupa Software Incorporated
COUP
| $136M | 0.1% |
497,100
+376,600
| +313% | +$110M |
|
174
CALL
United Parcel Service
UPS
$88.9B
| $136M | 0.1% |
818,000
-54,100
| -6% | -$7.88M |
|
175
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
| $136M | 0.1% |
1,010,600
+825,600
| +446% | +$113M |
|
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.