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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 | |
|---|---|---|---|---|---|---|
701
ServiceNow
NOW
$129B
| $21.5M | 0.02% |
221,435
+138,760
| +168% | +$12.4M |
|
|
CTXS
702
DELISTED
Citrix Systems Inc
CTXS
| $21.5M | 0.02% |
155,941
-105,131
| -40% | -$15M |
|
703
PUT
Encore Capital Group
ECPG
$2.17B
| $21.4M | 0.02% |
553,900
+100,000
| +22% | +$3.99M |
|
704
CALL
Estee Lauder
EL
$31.6B
| $21.3M | 0.02% |
97,600
-28,500
| -23% | -$5.86M |
|
|
BHVN
705
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $21.3M | 0.02% |
327,500
+1,500
| +0.5% | +$98.3K |
|
706
PUT
Advance Auto Parts
AAP
$3.4B
| $21.3M | 0.02% |
138,600
+74,700
| +117% | +$11.2M |
|
707
PUT
Shake Shack
SHAK
$3.03B
| $21.2M | 0.02% |
328,900
+156,000
| +90% | +$9.04M |
|
708
Stanley Black & Decker
SWK
$15.4B
| $20.9M | 0.02% |
129,040
+28,000
| +28% | +$4.36M |
|
709
PUT
Bath & Body Works
BBWI
$3.91B
| $20.9M | 0.02% |
813,080
+554,794
| +215% | +$11.3M |
|
710
PUT
L3Harris
LHX
$54.2B
| $20.9M | 0.02% |
123,000
+63,700
| +107% | +$11.2M |
|
711
PUT
Bausch Health
BHC
$2.4B
| $20.9M | 0.02% |
1,342,900
+615,100
| +85% | +$10.6M |
|
712
Caterpillar
CAT
$395B
| $20.9M | 0.02% |
139,839
-80,512
| -37% | -$11.3M |
|
713
CALL
Centene
CNC
$33B
| $20.8M | 0.02% |
357,400
+88,400
| +33% | +$5.49M |
|
714
PUT
Prologis
PLD
$134B
| $20.6M | 0.02% |
205,000
-187,100
| -48% | -$18.7M |
|
715
Shopify
SHOP
$198B
| $20.4M | 0.02% |
199,360
+49,320
| +33% | +$4.9M |
|
716
United Parcel Service
UPS
$89.4B
| $20.4M | 0.02% |
122,241
+87,151
| +248% | +$12.7M |
|
717
CALL
Halliburton
HAL
$28.5B
| $20.3M | 0.02% |
1,686,000
+695,800
| +70% | +$10.1M |
|
718
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $20.1M | 0.01% |
344,714
-198,522
| -37% | -$11.2M |
|
|
719
CALL
Stanley Black & Decker
SWK
$15.4B
| $20.1M | 0.01% |
123,700
+14,400
| +13% | +$2.24M |
|
720
Lam Research
LRCX
$413B
| $20M | 0.01% |
602,240
+422,810
| +236% | +$14.6M |
|
721
CALL
New Oriental
EDU
$8.32B
| $19.8M | 0.01% |
132,300
-129,700
| -50% | -$18.7M |
|
|
BNY
722
PUT
Bank of New York Mellon
BNY
$111B
| $19.7M | 0.01% |
573,100
+293,200
| +105% | +$10.7M |
|
723
Kraft Heinz
KHC
$30.1B
| $19.6M | 0.01% |
655,973
-3,609
| -0.5% | -$120K |
|
724
CALL
Sturm, Ruger & Co
RGR
$599M
| $19.6M | 0.01% |
320,300
+98,900
| +45% | +$7.29M |
|
|
LNW
725
DELISTED
Light & Wonder
LNW
| $19.6M | 0.01% |
560,922
+304,257
| +119% | +$6.52M |
|
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.