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 | |
|---|---|---|---|---|---|---|
801
PUT
Colgate-Palmolive
CL
$74.1B
| $15.8M | 0.01% |
204,600
+81,000
| +66% | +$6.18M |
|
802
Clorox
CLX
$12.8B
| $15.7M | 0.01% |
74,681
+64,933
| +666% | +$14.5M |
|
803
PUT
Sarepta Therapeutics
SRPT
$1.95B
| $15.7M | 0.01% |
111,700
+85,400
| +325% | +$13M |
|
804
PUT
Vanguard S&P 500 ETF
VOO
$1.04T
| $15.6M | 0.01% |
+50,800
| New | +$15.5M |
|
|
GAP
805
CALL
The Gap Inc
GAP
$7.34B
| $15.6M | 0.01% |
915,400
+559,500
| +157% | +$8.34M |
|
806
CALL
United States Oil Fund
USO
$1.77B
| $15.6M | 0.01% |
550,224
-103,704
| -16% | -$3.03M |
|
807
PUT
KB Home
KBH
$3.45B
| $15.4M | 0.01% |
402,300
-600
| -0.1% | -$21K |
|
808
Abbott
ABT
$193B
| $15.4M | 0.01% |
141,885
+33,279
| +31% | +$3.38M |
|
809
PUT
The Mosaic Company
MOS
$6.92B
| $15.4M | 0.01% |
845,100
+688,500
| +440% | +$11.2M |
|
810
CALL
Copart
CPRT
$27.2B
| $15.4M | 0.01% |
586,400
+516,000
| +733% | +$12.5M |
|
811
PUT
GE Aerospace
GE
$374B
| $15.4M | 0.01% |
496,054
-193,293
| -28% | -$6.28M |
|
812
PUT
Trip.com Group
TCOM
$28.3B
| $15.4M | 0.01% |
494,400
+344,300
| +229% | +$9.78M |
|
|
SFIX
813
CALL
Stitch Fix
SFIX
$487M
| $15.3M | 0.01% |
+562,800
| New | +$14.5M |
|
814
Elevance Health
ELV
$86.6B
| $15.3M | 0.01% |
56,816
+16,833
| +42% | +$4.53M |
|
815
PUT
Viatris
VTRS
$18.4B
| $15.2M | 0.01% |
1,027,800
+123,800
| +14% | +$1.98M |
|
816
Cigna
CI
$73.5B
| $15.2M | 0.01% |
89,583
+64,030
| +251% | +$11.3M |
|
817
iShares Biotechnology ETF
IBB
$9.77B
| $15.1M | 0.01% |
111,400
+42,869
| +63% | +$5.82M |
|
818
Take-Two Interactive
TTWO
$45.2B
| $15M | 0.01% |
90,976
+34,764
| +62% | +$5.65M |
|
819
CenterPoint Energy
CNP
$26.7B
| $15M | 0.01% |
775,534
-212,571
| -22% | -$4.17M |
|
820
CALL
Kroger
KR
$35.1B
| $15M | 0.01% |
441,300
+43,900
| +11% | +$1.52M |
|
821
PUT
Caesars Entertainment
CZR
$6.04B
| $14.9M | 0.01% |
+266,500
| New | +$11.7M |
|
822
Humana
HUM
$46.2B
| $14.9M | 0.01% |
35,903
+22,192
| +162% | +$8.93M |
|
823
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
| $14.8M | 0.01% |
268,000
+259,700
| +3,129% | +$15M |
|
824
ConocoPhillips
COP
$150B
| $14.8M | 0.01% |
449,354
+253,327
| +129% | +$9.6M |
|
825
PUT
Petrobras
PBR
$115B
| $14.7M | 0.01% |
2,059,300
+2,200
| +0.1% | +$18.7K |
|
Similar funds
HF
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.