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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 | |
|---|---|---|---|---|---|---|
851
CALL
Dollar Tree
DLTR
$24.7B
| $13.7M | 0.01% |
149,600
-4,600
| -3% | -$433K |
|
|
BHVN
852
PUT
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $13.7M | 0.01% |
210,000
+195,000
| +1,300% | +$12.8M |
|
853
PUT
Idexx Laboratories
IDXX
$44.7B
| $13.6M | 0.01% |
34,700
+12,800
| +58% | +$4.73M |
|
854
Becton Dickinson
BDX
$50B
| $13.6M | 0.01% |
60,023
+54,136
| +920% | +$13.3M |
|
855
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $13.6M | 0.01% |
566,083
+224,869
| +66% | +$5.47M |
|
|
HES
856
DELISTED
Hess
HES
| $13.6M | 0.01% |
331,965
+309,614
| +1,385% | +$14.7M |
|
|
ABMD
857
CALL
DELISTED
Abiomed Inc
ABMD
| $13.5M | 0.01% |
48,900
+14,700
| +43% | +$4.23M |
|
858
CALL
Elastic
ESTC
$8.94B
| $13.5M | 0.01% |
125,200
+116,700
| +1,373% | +$11.5M |
|
859
CALL
Paychex
PAYX
$44.6B
| $13.5M | 0.01% |
169,200
+110,900
| +190% | +$8.33M |
|
860
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
| $13.5M | 0.01% |
423,600
-129,800
| -23% | -$4.03M |
|
861
CALL
Teladoc Health
TDOC
$1.26B
| $13.4M | 0.01% |
61,200
-108,400
| -64% | -$23M |
|
862
PUT
Copart
CPRT
$27.2B
| $13.4M | 0.01% |
510,000
+383,600
| +303% | +$9.29M |
|
863
CALL
Archer Daniels Midland
ADM
$38.6B
| $13.4M | 0.01% |
287,900
+125,800
| +78% | +$5.5M |
|
864
PUT
iShares MSCI Mexico ETF
EWW
$1.87B
| $13.3M | 0.01% |
399,600
+117,600
| +42% | +$3.89M |
|
865
PUT
Motorola Solutions
MSI
$77.7B
| $13.3M | 0.01% |
84,800
+31,700
| +60% | +$4.63M |
|
866
General Dynamics
GD
$107B
| $13.3M | 0.01% |
95,900
+38,535
| +67% | +$5.69M |
|
867
Philip Morris
PM
$290B
| $13.3M | 0.01% |
176,934
+77,450
| +78% | +$5.98M |
|
|
WORK
868
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $13.2M | 0.01% |
491,300
-1,094,900
| -69% | -$32.2M |
|
869
CrowdStrike
CRWD
$230B
| $13.2M | 0.01% |
383,960
+239,028
| +165% | +$6.96M |
|
870
CALL
Herbalife
HLF
$1.23B
| $13.2M | 0.01% |
281,900
+242,700
| +619% | +$11.9M |
|
871
PUT
American Electric Power
AEP
$67.9B
| $13.1M | 0.01% |
160,000
+8,400
| +6% | +$692K |
|
872
PUT
NovoCure
NVCR
$2.02B
| $13.1M | 0.01% |
117,500
+34,300
| +41% | +$2.74M |
|
873
CALL
Carrier Global
CARR
$52.2B
| $13.1M | 0.01% |
427,900
-8,500
| -2% | -$240K |
|
874
PUT
Biogen
BIIB
$30.9B
| $13M | 0.01% |
46,000
-4,200
| -8% | -$1.17M |
|
875
PUT
Fidelity National Information Services
FIS
$22.8B
| $13M | 0.01% |
88,600
+67,500
| +320% | +$9.76M |
|
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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.