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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 | |
|---|---|---|---|---|---|---|
1076
CALL
Ferrari
RACE
$71.6B
| $8.15M | 0.01% |
44,300
+27,700
| +167% | +$5.15M |
|
1077
CALL
Cracker Barrel
CBRL
$1.31B
| $8.15M | 0.01% |
71,100
+60,200
| +552% | +$7.06M |
|
1078
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $8.14M | 0.01% |
151,100
+74,400
| +97% | +$3.76M |
|
|
BBBY
1079
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $8.13M | 0.01% |
543,400
+492,500
| +968% | +$5.69M |
|
1080
eBay
EBAY
$45.5B
| $8.1M | 0.01% |
155,479
-91,623
| -37% | -$5.05M |
|
1081
CALL
HSBC
HSBC
$358B
| $8.08M | 0.01% |
412,600
+243,800
| +144% | +$5.35M |
|
1082
CALL
Shopify
SHOP
$204B
| $8.08M | 0.01% |
79,000
-27,000
| -25% | -$2.68M |
|
1083
Mercado Libre
MELI
$92.7B
| $8.05M | 0.01% |
7,435
+6,057
| +440% | +$6.57M |
|
1084
Realty Income
O
$59.2B
| $8.04M | 0.01% |
136,583
+124,525
| +1,033% | +$7.36M |
|
1085
PUT
Rambus
RMBS
$10.8B
| $8.02M | 0.01% |
585,500
+410,500
| +235% | +$5.83M |
|
1086
CALL
Digital Realty Trust
DLR
$73.1B
| $8.01M | 0.01% |
54,600
-6,600
| -11% | -$989K |
|
1087
Royal Caribbean
RCL
$82.4B
| $8.01M | 0.01% |
123,770
+58,659
| +90% | +$3.45M |
|
1088
PUT
Alnylam Pharmaceuticals
ALNY
$30B
| $8.01M | 0.01% |
55,000
+6,800
| +14% | +$966K |
|
1089
PUT
Teradyne
TER
$64.2B
| $7.99M | 0.01% |
100,600
+56,400
| +128% | +$4.78M |
|
1090
PUT
Keysight
KEYS
$60.6B
| $7.96M | 0.01% |
80,500
+55,700
| +225% | +$5.47M |
|
1091
PUT
Nucor
NUE
$61.7B
| $7.95M | 0.01% |
177,300
+57,900
| +48% | +$2.56M |
|
1092
PUT
Western Midstream Partners
WES
$19.9B
| $7.92M | 0.01% |
990,000
| – | – |
|
1093
CALL
Fidelity National Information Services
FIS
$21.6B
| $7.9M | 0.01% |
53,700
+33,000
| +159% | +$4.77M |
|
1094
Automatic Data Processing
ADP
$107B
| $7.85M | 0.01% |
56,259
+7,696
| +16% | +$1.08M |
|
|
NEWR
1095
PUT
DELISTED
New Relic, Inc.
NEWR
| $7.84M | 0.01% |
+139,200
| New | +$8.5M |
|
1096
Dow Inc
DOW
$21.9B
| $7.84M | 0.01% |
166,722
+80,884
| +94% | +$3.63M |
|
1097
PUT
Cencora
COR
$60B
| $7.83M | 0.01% |
80,800
-21,700
| -21% | -$2.16M |
|
1098
PUT
Corpay
CPAY
$26.9B
| $7.81M | 0.01% |
32,800
+12,700
| +63% | +$3.14M |
|
1099
American International
AIG
$39.8B
| $7.75M | 0.01% |
281,508
-65,088
| -19% | -$1.94M |
|
1100
PUT
Teva Pharmaceuticals
TEVA
$42.6B
| $7.71M | 0.01% |
855,800
-499,100
| -37% | -$5.28M |
|
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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.