We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
+$39.3B
Cap. Flow %
29.09%
Top 10 Hldgs %
32.48%
Holding
3,280
New
598
Increased
1,528
Reduced
747
Closed
271

Top Buys

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$170M
2
CRM icon
Salesforce
CRM
+$162M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$153M
4
META icon
Meta Platforms (Facebook)
META
+$116M
5
AMD icon
Advanced Micro Devices
AMD
+$105M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$127M
2
GLD icon
SPDR Gold Trust
GLD
+$116M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$113M
4
SPY icon
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 1.79%
2 Consumer Discretionary 1.06%
3 Communication Services 0.84%
4 Financials 0.55%
5 Healthcare 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BMI icon
3001
Badger Meter
BMI
$4.03B
– –
-6,165
Closed -$388K
BMI icon
3002
PUT
Badger Meter
BMI
$4.03B
– –
-27,600
Closed -$1.74M
BN icon
3003
Brookfield
BN
$108B
– –
-1,497
Closed -$26.8K
BNS icon
3004
CALL
Scotiabank
BNS
$108B
– –
-5,200
Closed -$214K
BRFS
3005
DELISTED
BRF SA
BRFS
– –
-191,233
Closed -$759K
BRFS
3006
PUT
DELISTED
BRF SA
BRFS
– –
-260,000
Closed -$1.03M
CASY icon
3007
CALL
Casey's General Stores
CASY
$30.9B
– –
-6,100
Closed -$912K
CASY icon
3008
Casey's General Stores
CASY
$30.9B
– –
-19
Closed -$3K
CASY icon
3009
PUT
Casey's General Stores
CASY
$30.9B
– –
-100
Closed -$15K
CCK icon
3010
Crown Holdings
CCK
$13.1B
– –
-67,377
Closed -$4.39M
CCK icon
3011
PUT
Crown Holdings
CCK
$13.1B
– –
-100,000
Closed -$6.51M
CDW icon
3012
CDW
CDW
$17B
– –
-2,144
Closed -$249K
CDW icon
3013
PUT
CDW
CDW
$17B
– –
-7,400
Closed -$859K
CFG icon
3014
CALL
Citizens Financial Group
CFG
$30.6B
– –
-18,800
Closed -$475K
CNX icon
3015
CNX Resources
CNX
$5.2B
– –
-71,589
Closed -$619K
COHR icon
3016
CALL
Coherent
COHR
$74.2B
– –
-24,100
Closed -$1.14M
COHR icon
3017
Coherent
COHR
$74.2B
– –
-1,855
Closed -$88K
COLD icon
3018
CALL
Americold
COLD
$4.27B
– –
-50,000
Closed -$1.81M
COLD icon
3019
Americold
COLD
$4.27B
– –
-11,075
Closed -$402K
COLL icon
3020
CALL
Collegium Pharmaceutical
COLL
$956M
– –
-121,000
Closed -$2.12M
CPA icon
3021
Copa Holdings
CPA
$5.8B
– –
-48,804
Closed -$2.47M
CPA icon
3022
PUT
Copa Holdings
CPA
$5.8B
– –
-50,000
Closed -$2.53M
CROX icon
3023
PUT
Crocs
CROX
$6.55B
– –
-200
Closed -$7K
CRTO icon
3024
Criteo S.A. Ordinary Shares
CRTO
$923M
$0 ﹤0.01%
+32
New +$413
DAR icon
3025
PUT
Darling Ingredients
DAR
$9.44B
– –
-1,100
Closed -$27K
119 120
121
122 123

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.