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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 | |
|---|---|---|---|---|---|---|
901
CALL
Chegg
CHGG
$89.3M
| $12.2M | 0.01% |
170,900
+109,000
| +176% | +$8.03M |
|
902
KLA
KLAC
$274B
| $12.2M | 0.01% |
629,710
+360,160
| +134% | +$7.12M |
|
903
PUT
Agnico Eagle Mines
AEM
$93.8B
| $12.2M | 0.01% |
152,800
+1,900
| +1% | +$145K |
|
904
MGM Resorts International
MGM
$11.1B
| $12.1M | 0.01% |
557,792
+358,743
| +180% | +$7.11M |
|
905
Synchrony
SYF
$26.1B
| $12.1M | 0.01% |
462,871
+345,233
| +293% | +$8.39M |
|
|
B
906
Barrick Mining
B
$67.3B
| $12.1M | 0.01% |
430,697
+176,029
| +69% | +$5.01M |
|
907
PUT
LyondellBasell Industries
LYB
$20.2B
| $12.1M | 0.01% |
171,900
+130,500
| +315% | +$9.02M |
|
908
Zoetis
ZTS
$31.3B
| $12.1M | 0.01% |
73,083
+57,922
| +382% | +$8.9M |
|
|
SIX
909
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $12M | 0.01% |
593,100
+477,300
| +412% | +$9.82M |
|
910
DexCom
DXCM
$34.5B
| $12M | 0.01% |
116,600
+86,536
| +288% | +$9.04M |
|
911
Carvana
CVNA
$81B
| $12M | 0.01% |
269,285
-80,110
| -23% | -$2.84M |
|
912
PUT
VanEck High Yield Muni ETF
HYD
$4.42B
| $12M | 0.01% |
+200,000
| New | +$12M |
|
|
BCOV
913
PUT
DELISTED
Brightcove, Inc.
BCOV
| $11.9M | 0.01% |
1,160,000
-16,000
| -1% | -$160K |
|
914
CALL
Edison International
EIX
$26.7B
| $11.8M | 0.01% |
233,100
-296,200
| -56% | -$15.8M |
|
915
CALL
Avis
CAR
$4.93B
| $11.8M | 0.01% |
449,100
+387,500
| +629% | +$11.7M |
|
916
Spotify
SPOT
$101B
| $11.8M | 0.01% |
48,714
-102,747
| -68% | -$26.5M |
|
917
CALL
MSCI
MSCI
$40.9B
| $11.8M | 0.01% |
33,100
+21,800
| +193% | +$7.91M |
|
|
CERN
918
CALL
DELISTED
Cerner Corp
CERN
| $11.8M | 0.01% |
163,100
+128,400
| +370% | +$9.15M |
|
919
PUT
Cadence Design Systems
CDNS
$89.2B
| $11.6M | 0.01% |
108,700
+85,000
| +359% | +$8.94M |
|
920
CALL
Tencent Music
TME
$14.2B
| $11.6M | 0.01% |
784,300
-738,800
| -49% | -$11.5M |
|
921
PUT
Apollo Global Management
APO
$81.9B
| $11.5M | 0.01% |
257,500
+103,400
| +67% | +$4.97M |
|
922
CALL
Yeti Holdings
YETI
$3.44B
| $11.5M | 0.01% |
253,600
-65,000
| -20% | -$3.08M |
|
923
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$15.2B
| $11.4M | 0.01% |
+184,000
| New | +$11.1M |
|
924
PUT
Green Plains
GPRE
$1.06B
| $11.4M | 0.01% |
737,300
| – | – |
|
925
CALL
Floor & Decor
FND
$6.32B
| $11.4M | 0.01% |
151,900
-61,300
| -29% | -$4.21M |
|
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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.