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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 | |
|---|---|---|---|---|---|---|
751
PUT
Datadog
DDOG
$90.3B
| $18.3M | 0.01% |
178,900
+101,300
| +131% | +$8.82M |
|
752
CALL
C.H. Robinson
CHRW
$17.4B
| $18.2M | 0.01% |
178,500
+19,900
| +13% | +$1.87M |
|
753
CALL
Cognizant
CTSH
$26.3B
| $18.2M | 0.01% |
261,700
+96,200
| +58% | +$6.26M |
|
754
CALL
Southwest Airlines
LUV
$21.9B
| $18.2M | 0.01% |
484,100
-318,100
| -40% | -$11.3M |
|
755
CALL
Universal Display
OLED
$4.17B
| $18.2M | 0.01% |
100,500
+37,800
| +60% | +$6.46M |
|
756
Darden Restaurants
DRI
$25.5B
| $18M | 0.01% |
178,851
+33,529
| +23% | +$2.79M |
|
757
PUT
Equinix
EQIX
$107B
| $17.9M | 0.01% |
23,500
+11,400
| +94% | +$8.63M |
|
758
CALL
General Mills
GIS
$20.8B
| $17.8M | 0.01% |
289,100
-20,100
| -7% | -$1.26M |
|
759
PUT
Boston Beer
SAM
$1.91B
| $17.8M | 0.01% |
20,100
+10,300
| +105% | +$8.14M |
|
760
PUT
Camping World
CWH
$664M
| $17.7M | 0.01% |
594,400
+577,500
| +3,417% | +$18.8M |
|
761
Visa
V
$681B
| $17.7M | 0.01% |
88,385
+32,335
| +58% | +$6.46M |
|
762
Deere & Co
DE
$165B
| $17.7M | 0.01% |
79,729
-44,060
| -36% | -$8.51M |
|
763
CALL
Crown Castle
CCI
$32.3B
| $17.6M | 0.01% |
105,600
-116,500
| -52% | -$19.2M |
|
764
PUT
State Street SPDR S&P Retail ETF
XRT
$639M
| $17.6M | 0.01% |
353,700
-240,500
| -40% | -$11.8M |
|
|
GAP
765
PUT
The Gap Inc
GAP
$7.31B
| $17.6M | 0.01% |
1,031,300
+888,700
| +623% | +$13.2M |
|
766
CALL
Lumentum
LITE
$82B
| $17.5M | 0.01% |
233,100
+172,500
| +285% | +$14.3M |
|
|
DISH
767
PUT
DELISTED
DISH Network Corp.
DISH
| $17.5M | 0.01% |
603,700
+133,100
| +28% | +$4.39M |
|
768
PUT
Parker-Hannifin
PH
$133B
| $17.3M | 0.01% |
85,700
+38,300
| +81% | +$7.53M |
|
769
CALL
International Flavors & Fragrances
IFF
$21.3B
| $17.3M | 0.01% |
141,300
+91,800
| +185% | +$11.4M |
|
|
AVYA
770
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $17.3M | 0.01% |
1,135,100
-7,500
| -0.7% | -$106K |
|
771
PUT
Wheaton Precious Metals
WPM
$61.1B
| $17.2M | 0.01% |
350,200
+149,300
| +74% | +$7.61M |
|
772
CALL
Chewy
CHWY
$9.12B
| $17.1M | 0.01% |
312,700
+86,400
| +38% | +$4.66M |
|
773
PNC Financial Services
PNC
$102B
| $17.1M | 0.01% |
155,806
+142,908
| +1,108% | +$15.4M |
|
774
CALL
Boston Scientific
BSX
$76B
| $17.1M | 0.01% |
447,400
+71,600
| +19% | +$2.76M |
|
775
McDonald's
MCD
$193B
| $17.1M | 0.01% |
77,833
-56,224
| -42% | -$11.5M |
|
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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.