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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 | |
|---|---|---|---|---|---|---|
726
Peloton Interactive
PTON
$2.49B
| $19.5M | 0.01% |
196,835
+159,925
| +433% | +$11.8M |
|
|
SGI
727
PUT
Somnigroup International
SGI
$14B
| $19.5M | 0.01% |
875,600
+317,600
| +57% | +$6.57M |
|
728
CALL
Sysco
SYY
$40B
| $19.5M | 0.01% |
313,100
+180,600
| +136% | +$10.5M |
|
|
IRBT
729
PUT
DELISTED
iRobot
IRBT
| $19.4M | 0.01% |
255,300
+115,700
| +83% | +$8.92M |
|
730
CALL
LKQ Corp
LKQ
$6.42B
| $19.3M | 0.01% |
+697,500
| New | +$20.6M |
|
731
iShares TIPS Bond ETF
TIP
$14.7B
| $19.3M | 0.01% |
152,357
-900
| -0.6% | -$113K |
|
732
Analog Devices
ADI
$187B
| $19.2M | 0.01% |
164,845
+122,466
| +289% | +$14.3M |
|
733
Newmont
NEM
$124B
| $19.2M | 0.01% |
302,937
+190,593
| +170% | +$12.4M |
|
734
PUT
Herbalife
HLF
$1.28B
| $19.2M | 0.01% |
411,400
-213,400
| -34% | -$10.5M |
|
|
BNY
735
CALL
Bank of New York Mellon
BNY
$111B
| $19.2M | 0.01% |
558,300
+268,800
| +93% | +$9.79M |
|
736
PUT
Chemours
CC
$2.39B
| $19.1M | 0.01% |
915,000
-24,400
| -3% | -$471K |
|
737
CALL
Automatic Data Processing
ADP
$109B
| $19.1M | 0.01% |
136,600
+71,400
| +110% | +$10M |
|
738
PUT
Waste Management
WM
$90B
| $18.9M | 0.01% |
167,200
+102,600
| +159% | +$11.3M |
|
|
FL
739
CALL
DELISTED
Foot Locker
FL
| $18.9M | 0.01% |
572,000
+354,900
| +163% | +$10.8M |
|
740
MetLife
MET
$62.1B
| $18.8M | 0.01% |
506,305
+284,639
| +128% | +$10.8M |
|
741
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.56B
| $18.7M | 0.01% |
515,600
+262,000
| +103% | +$9.84M |
|
742
PUT
Global Payments
GPN
$24.6B
| $18.7M | 0.01% |
105,200
+54,100
| +106% | +$9.36M |
|
743
PUT
Healthcare Realty
HR
$6.65B
| $18.7M | 0.01% |
+717,600
| New | +$18.8M |
|
744
CALL
Qorvo
QRVO
$8.56B
| $18.6M | 0.01% |
144,400
+65,700
| +83% | +$8.15M |
|
745
CALL
VanEck Oil Services ETF
OIH
$2.01B
| $18.6M | 0.01% |
190,115
+52,270
| +38% | +$6.41M |
|
746
Baidu
BIDU
$35.1B
| $18.5M | 0.01% |
146,060
+49,172
| +51% | +$6.09M |
|
747
CALL
Eaton
ETN
$175B
| $18.5M | 0.01% |
181,200
+30,500
| +20% | +$2.98M |
|
748
PUT
C.H. Robinson
CHRW
$17.5B
| $18.4M | 0.01% |
180,000
+129,800
| +259% | +$12.2M |
|
749
PUT
Five Below
FIVE
$13.5B
| $18.4M | 0.01% |
144,700
+80,000
| +124% | +$9.1M |
|
750
PUT
Fastly Inc
FSLY
$4.73B
| $18.3M | 0.01% |
195,300
+90,500
| +86% | +$7.85M |
|
Similar funds
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.