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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 | 1.79% |
| 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 | |
|---|---|---|---|---|---|---|
|
XLRN
1276
CALL
DELISTED
Acceleron Pharma
XLRN
| $5.21M | ﹤0.01% |
+46,300
| New | +$4.61M |
|
|
IAA
1277
CALL
DELISTED
IAA, Inc. Common Stock
IAA
| $5.21M | ﹤0.01% |
+100,000
| New | +$4.65M |
|
1278
JB Hunt Transport Services
JBHT
$26.5B
| $5.18M | ﹤0.01% |
41,010
+40,701
| +13,172% | +$5.42M |
|
1279
Tenet Healthcare
THC
$21.5B
| $5.13M | ﹤0.01% |
209,162
+24,772
| +13% | +$633K |
|
1280
International Flavors & Fragrances
IFF
$21.4B
| $5.12M | ﹤0.01% |
41,836
+21,001
| +101% | +$2.61M |
|
1281
CALL
Corpay
CPAY
$27.9B
| $5.12M | ﹤0.01% |
21,500
+13,600
| +172% | +$3.36M |
|
1282
Comcast
CMCSA
$92.9B
| $5.12M | ﹤0.01% |
110,597
-43,887
| -28% | -$1.91M |
|
1283
TSMC
TSM
$2.23T
| $5.1M | ﹤0.01% |
62,932
-33,162
| -35% | -$2.52M |
|
1284
AutoZone
AZO
$49.6B
| $5.1M | ﹤0.01% |
4,331
+1,989
| +85% | +$2.35M |
|
1285
CALL
NovoCure
NVCR
$2.02B
| $5.08M | ﹤0.01% |
45,600
+19,400
| +74% | +$1.55M |
|
1286
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $5.03M | ﹤0.01% |
45,400
-300
| -0.7% | -$33.7K |
|
1287
PUT
AstraZeneca
AZN
$244B
| $5.02M | ﹤0.01% |
45,800
+40,600
| +781% | +$4.52M |
|
1288
Colgate-Palmolive
CL
$74.1B
| $5.02M | ﹤0.01% |
65,032
+43,538
| +203% | +$3.32M |
|
1289
PUT
Edwards Lifesciences
EW
$53.4B
| $5.01M | ﹤0.01% |
62,800
-101,300
| -62% | -$7.9M |
|
|
AYX
1290
DELISTED
Alteryx Inc
AYX
| $5.01M | ﹤0.01% |
44,126
+32,683
| +286% | +$4.45M |
|
1291
CALL
Fidelity National Financial
FNF
$13.1B
| $5.01M | ﹤0.01% |
166,400
+48,360
| +41% | +$1.51M |
|
1292
PUT
Zumiez
ZUMZ
$319M
| $5.01M | ﹤0.01% |
+180,000
| New | +$4.71M |
|
|
K
1293
PUT
DELISTED
Kellanova
K
| $5.01M | ﹤0.01% |
82,538
+22,259
| +37% | +$1.41M |
|
1294
PUT
T. Rowe Price
TROW
$23.7B
| $4.96M | ﹤0.01% |
38,700
-28,800
| -43% | -$3.81M |
|
1295
CALL
FIVE9
FIVN
$2.53B
| $4.94M | ﹤0.01% |
+38,100
| New | +$4.58M |
|
1296
NetEase
NTES
$78.5B
| $4.93M | ﹤0.01% |
54,275
+53,790
| +11,091% | +$5.06M |
|
1297
Crocs
CROX
$6.36B
| $4.92M | ﹤0.01% |
115,069
+12,963
| +13% | +$501K |
|
1298
PUT
ICICI Bank
IBN
$106B
| $4.92M | ﹤0.01% |
+500,000
| New | +$4.98M |
|
1299
PUT
Illumina
ILMN
$29.1B
| $4.92M | ﹤0.01% |
16,345
+12,644
| +342% | +$4.36M |
|
1300
PUT
Tencent Music
TME
$14.2B
| $4.91M | ﹤0.01% |
332,800
-107,900
| -24% | -$1.68M |
|
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.