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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 | |
|---|---|---|---|---|---|---|
2526
Vulcan Materials
VMC
$37B
| $193K | ﹤0.01% |
1,427
-3,326
| -70% | -$418K |
|
2527
PUT
Zions Bancorporation
ZION
$10.3B
| $193K | ﹤0.01% |
6,600
-5,000
| -43% | -$161K |
|
2528
CALL
Wingstop
WING
$3.2B
| $192K | ﹤0.01% |
1,400
-51,500
| -97% | -$7.57M |
|
|
BAND
2529
CALL
Bandwidth Inc
BAND
$1.7B
| $191K | ﹤0.01% |
+1,100
| New | +$163K |
|
2530
Gerdau
GGB
$9.74B
| $191K | ﹤0.01% |
+65,031
| New | +$178K |
|
|
GLDD
2531
DELISTED
Great Lakes Dredge & Dock
GLDD
| $191K | ﹤0.01% |
+20,135
| New | +$185K |
|
2532
PUT
Sanofi
SNY
$104B
| $191K | ﹤0.01% |
3,800
+1,700
| +81% | +$87.5K |
|
2533
CALL
Appian
APPN
$2.55B
| $188K | ﹤0.01% |
+2,900
| New | +$157K |
|
2534
PagSeguro Digital
PAGS
$2.54B
| $187K | ﹤0.01% |
4,958
-2,070
| -29% | -$80.4K |
|
2535
ResMed
RMD
$31.9B
| $187K | ﹤0.01% |
1,092
-930
| -46% | -$172K |
|
2536
Cloudflare
NET
$111B
| $186K | ﹤0.01% |
4,539
-32,722
| -88% | -$1.25M |
|
2537
PUT
Xcel Energy
XEL
$48B
| $186K | ﹤0.01% |
2,700
-4,800
| -64% | -$327K |
|
|
CLDT
2538
Chatham Lodging
CLDT
$580M
| $185K | ﹤0.01% |
+24,315
| New | +$159K |
|
2539
Entergy
ETR
$49.3B
| $184K | ﹤0.01% |
3,730
-62,342
| -94% | -$3.09M |
|
2540
PUT
Huntington Ingalls Industries
HII
$13B
| $182K | ﹤0.01% |
1,300
| – | – |
|
|
WRK
2541
DELISTED
WestRock Company
WRK
| $182K | ﹤0.01% |
+5,232
| New | +$162K |
|
|
HOLX
2542
DELISTED
Hologic
HOLX
| $180K | ﹤0.01% |
2,707
-17,191
| -86% | -$1.09M |
|
2543
Arrowhead Research
ARWR
$12.5B
| $179K | ﹤0.01% |
+4,157
| New | +$179K |
|
2544
Jack in the Box
JACK
$340M
| $179K | ﹤0.01% |
2,262
+969
| +75% | +$78K |
|
2545
CALL
Lamb Weston
LW
$7.12B
| $179K | ﹤0.01% |
2,700
+1,700
| +170% | +$109K |
|
2546
PUT
McKesson
MCK
$103B
| $179K | ﹤0.01% |
+1,200
| New | +$182K |
|
2547
CALL
W.W. Grainger
GWW
$61.1B
| $178K | ﹤0.01% |
500
-2,000
| -80% | -$689K |
|
2548
Resideo Technologies
REZI
$3.67B
| $178K | ﹤0.01% |
16,224
| – | – |
|
2549
PUT
Signet Jewelers
SIG
$3.67B
| $178K | ﹤0.01% |
9,400
-3,100
| -25% | -$45.1K |
|
2550
PUT
Henry Schein
HSIC
$9.82B
| $177K | ﹤0.01% |
+3,000
| New | +$192K |
|
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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.