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 | |
|---|---|---|---|---|---|---|
476
CALL
Virgin Galactic
SPCE
$503M
| $39.1M | 0.03% |
101,685
+23,670
| +30% | +$8.98M |
|
477
CALL
Veeva Systems
VEEV
$39.9B
| $39.1M | 0.03% |
139,000
+99,300
| +250% | +$26.2M |
|
478
PUT
Mondelez International
MDLZ
$81.2B
| $39M | 0.03% |
679,500
-89,800
| -12% | -$5M |
|
479
PUT
American Tower
AMT
$81.7B
| $39M | 0.03% |
161,200
+72,100
| +81% | +$18.3M |
|
480
PUT
Yum! Brands
YUM
$40.7B
| $38.9M | 0.03% |
426,200
+291,500
| +216% | +$26.9M |
|
|
HES
481
CALL
DELISTED
Hess
HES
| $38.8M | 0.03% |
947,300
+555,100
| +142% | +$26.4M |
|
|
AYX
482
CALL
DELISTED
Alteryx Inc
AYX
| $38.7M | 0.03% |
340,500
+289,300
| +565% | +$39.4M |
|
|
PXD
483
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $38.6M | 0.03% |
448,700
+288,800
| +181% | +$28.4M |
|
484
CALL
Agnico Eagle Mines
AEM
$94.3B
| $38.5M | 0.03% |
483,300
-259,100
| -35% | -$19.8M |
|
485
CALL
Yum China
YUMC
$16.3B
| $38.4M | 0.03% |
725,300
+92,000
| +15% | +$4.87M |
|
486
CALL
Autodesk
ADSK
$53.2B
| $38.4M | 0.03% |
166,200
+63,400
| +62% | +$15.1M |
|
487
PUT
Dell
DELL
$316B
| $38.3M | 0.03% |
1,115,337
+510,612
| +84% | +$15.9M |
|
488
CALL
Sherwin-Williams
SHW
$87.1B
| $38.3M | 0.03% |
164,700
+37,200
| +29% | +$8.12M |
|
489
PUT
Carnival Corporation Ltd
CCL
$38.6B
| $38.1M | 0.03% |
2,512,300
+1,755,900
| +232% | +$27.1M |
|
490
PUT
CME Group
CME
$97.1B
| $37.8M | 0.03% |
226,100
+131,100
| +138% | +$22.1M |
|
491
CALL
Hilton Worldwide
HLT
$73.7B
| $37.7M | 0.03% |
441,700
+321,400
| +267% | +$26.9M |
|
492
CALL
Vale
VALE
$58B
| $37.7M | 0.03% |
3,561,100
+2,630,300
| +283% | +$29.5M |
|
493
CALL
Western Digital
WDC
$171B
| $37.3M | 0.03% |
1,348,666
+908,636
| +206% | +$27M |
|
494
PUT
Marvell Technology
MRVL
$198B
| $37.2M | 0.03% |
935,800
+10,500
| +1% | +$386K |
|
495
PUT
Ford
F
$57.3B
| $36.8M | 0.03% |
5,520,400
-451,500
| -8% | -$3.06M |
|
496
CALL
Cigna
CI
$74.7B
| $36.7M | 0.03% |
216,700
-154,300
| -42% | -$27.2M |
|
497
PUT
Estee Lauder
EL
$31.2B
| $36.6M | 0.03% |
167,800
-22,700
| -12% | -$4.67M |
|
|
FISV
498
Fiserv Inc
FISV
$28.9B
| $36.5M | 0.03% |
354,491
+228,905
| +182% | +$22.8M |
|
499
CALL
TransDigm Group
TDG
$69.4B
| $36.3M | 0.03% |
76,400
+75,900
| +15,180% | +$35.7M |
|
|
CERN
500
PUT
DELISTED
Cerner Corp
CERN
| $36.3M | 0.03% |
502,200
-13,800
| -3% | -$983K |
|
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.