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 | |
|---|---|---|---|---|---|---|
176
CALL
Merck
MRK
$335B
| $135M | 0.1% |
1,710,755
-125,236
| -7% | -$9.81M |
|
177
PUT
Pinduoduo
PDD
$121B
| $135M | 0.1% |
1,814,500
+244,200
| +16% | +$20.9M |
|
178
CALL
IBM
IBM
$221B
| $134M | 0.1% |
1,151,751
+65,794
| +6% | +$7.75M |
|
179
CALL
iShares TIPS Bond ETF
TIP
$14.7B
| $134M | 0.1% |
+1,058,800
| New | +$133M |
|
180
CALL
Lam Research
LRCX
$416B
| $133M | 0.1% |
4,015,000
+2,607,000
| +185% | +$89.8M |
|
181
PUT
iShares Silver Trust
SLV
$31.5B
| $132M | 0.1% |
6,091,000
+2,529,200
| +71% | +$57.5M |
|
182
Apple
AAPL
$4.46T
| $131M | 0.1% |
1,130,632
-272,468
| -19% | -$29.7M |
|
|
COUP
183
PUT
DELISTED
Coupa Software Incorporated
COUP
| $131M | 0.1% |
476,100
+352,000
| +284% | +$103M |
|
184
PUT
Snap
SNAP
$9.15B
| $130M | 0.1% |
4,994,200
+4,344,800
| +669% | +$101M |
|
185
Citigroup
C
$234B
| $130M | 0.1% |
3,024,615
+1,814,481
| +150% | +$90.4M |
|
186
PUT
Target
TGT
$70.2B
| $130M | 0.1% |
825,000
+152,200
| +23% | +$20.9M |
|
187
Alibaba
BABA
$297B
| $128M | 0.09% |
434,527
+306,819
| +240% | +$80.8M |
|
188
PUT
Intuitive Surgical
ISRG
$139B
| $126M | 0.09% |
533,700
+163,500
| +44% | +$36.7M |
|
189
CALL
Verizon
VZ
$201B
| $126M | 0.09% |
2,121,700
+73,700
| +4% | +$4.28M |
|
190
PUT
Expedia Group
EXPE
$39.9B
| $125M | 0.09% |
1,361,600
+293,100
| +27% | +$26.4M |
|
191
CALL
McDonald's
MCD
$193B
| $124M | 0.09% |
565,200
+217,500
| +63% | +$44.7M |
|
192
PUT
Oracle
ORCL
$434B
| $124M | 0.09% |
2,075,300
+383,300
| +23% | +$21.8M |
|
193
PUT
Thermo Fisher Scientific
TMO
$218B
| $123M | 0.09% |
279,300
+28,200
| +11% | +$11.7M |
|
194
CALL
Costco
COST
$426B
| $123M | 0.09% |
347,000
+99,900
| +40% | +$33.6M |
|
195
PUT
Constellation Brands
STZ
$23.8B
| $121M | 0.09% |
637,400
+438,000
| +220% | +$79.9M |
|
196
PUT
Domino's
DPZ
$11.5B
| $120M | 0.09% |
282,900
+126,800
| +81% | +$50.5M |
|
197
CALL
ExxonMobil
XOM
$658B
| $120M | 0.09% |
3,501,700
+1,755,300
| +101% | +$71.8M |
|
198
CALL
AbbVie
ABBV
$441B
| $119M | 0.09% |
1,359,672
+40,054
| +3% | +$3.77M |
|
199
PUT
Medtronic
MDT
$117B
| $119M | 0.09% |
1,142,300
+604,900
| +113% | +$60.7M |
|
200
PUT
ASML
ASML
$708B
| $118M | 0.09% |
320,700
+280,400
| +696% | +$105M |
|
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.