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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 | |
|---|---|---|---|---|---|---|
|
ABMD
951
PUT
DELISTED
Abiomed Inc
ABMD
| $10.8M | 0.01% |
38,800
+8,500
| +28% | +$2.45M |
|
952
CALL
Upland Software
UPLD
$14.9M
| $10.7M | 0.01% |
28,500
+20,700
| +265% | +$7.46M |
|
953
PUT
Nutanix
NTNX
$17.5B
| $10.7M | 0.01% |
483,000
+123,100
| +34% | +$2.81M |
|
954
CALL
Shake Shack
SHAK
$2.94B
| $10.6M | 0.01% |
164,700
+54,900
| +50% | +$3.18M |
|
955
CALL
Kimberly-Clark
KMB
$36.8B
| $10.6M | 0.01% |
71,800
+24,400
| +51% | +$3.66M |
|
956
Chipotle Mexican Grill
CMG
$41.3B
| $10.5M | 0.01% |
423,300
-518,550
| -55% | -$12.5M |
|
|
XLNX
957
DELISTED
Xilinx Inc
XLNX
| $10.5M | 0.01% |
100,999
-7,756
| -7% | -$796K |
|
958
PUT
Live Nation Entertainment
LYV
$43.2B
| $10.5M | 0.01% |
195,300
-11,900
| -6% | -$614K |
|
959
CALL
Progressive
PGR
$121B
| $10.5M | 0.01% |
111,100
+94,800
| +582% | +$8.52M |
|
960
CALL
Trip.com Group
TCOM
$28.7B
| $10.5M | 0.01% |
+337,100
| New | +$9.58M |
|
|
BBBY
961
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $10.5M | 0.01% |
701,200
-428,900
| -38% | -$4.96M |
|
962
CALL
Cboe Global Markets
CBOE
$30.4B
| $10.5M | 0.01% |
119,500
+53,800
| +82% | +$4.84M |
|
963
Delta Air Lines
DAL
$59.1B
| $10.5M | 0.01% |
341,846
+328,114
| +2,389% | +$9.46M |
|
964
S&P Global
SPGI
$125B
| $10.5M | 0.01% |
28,982
+23,602
| +439% | +$8.33M |
|
965
PUT
Vipshop
VIPS
$6.94B
| $10.4M | 0.01% |
666,600
+516,600
| +344% | +$10.1M |
|
966
PUT
Ferrari
RACE
$72.5B
| $10.4M | 0.01% |
56,600
+27,000
| +91% | +$5.02M |
|
967
PUT
Truist Financial
TFC
$64.7B
| $10.4M | 0.01% |
273,500
+219,400
| +406% | +$8.27M |
|
968
PUT
KraneShares CSI China Internet ETF
KWEB
$5.31B
| $10.4M | 0.01% |
+152,600
| New | +$10.4M |
|
|
COUP
969
DELISTED
Coupa Software Incorporated
COUP
| $10.4M | 0.01% |
37,937
+32,530
| +602% | +$9.49M |
|
970
Valero Energy
VLO
$98.7B
| $10.4M | 0.01% |
239,244
+122,241
| +104% | +$6.4M |
|
971
American Airlines Group
AAL
$9.97B
| $10.3M | 0.01% |
840,579
+651,513
| +345% | +$8.17M |
|
972
Thermo Fisher Scientific
TMO
$223B
| $10.3M | 0.01% |
23,391
-45,296
| -66% | -$18.7M |
|
973
CALL
Alamos Gold
AGI
$13.8B
| $10.3M | 0.01% |
1,168,100
+8,100
| +0.7% | +$81.7K |
|
974
PUT
Cintas
CTAS
$81.4B
| $10.3M | 0.01% |
123,600
-30,400
| -20% | -$2.34M |
|
975
Blackrock
BLK
$180B
| $10.3M | 0.01% |
18,232
-15,751
| -46% | -$8.99M |
|
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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.