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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 | |
|---|---|---|---|---|---|---|
1426
Air Products & Chemicals
APD
$68B
| $3.7M | ﹤0.01% |
12,428
-76,438
| -86% | -$22M |
|
1427
PUT
iShares MSCI South Africa ETF
EZA
$559M
| $3.69M | ﹤0.01% |
100,000
| – | – |
|
|
MRSN
1428
CALL
DELISTED
Mersana Therapeutics
MRSN
| $3.68M | ﹤0.01% |
+7,904
| New | +$3.99M |
|
1429
Teradyne
TER
$64.2B
| $3.62M | ﹤0.01% |
45,607
+44,019
| +2,772% | +$3.73M |
|
1430
CALL
Planet Fitness
PLNT
$3.71B
| $3.61M | ﹤0.01% |
58,700
+6,300
| +12% | +$362K |
|
1431
CALL
ScottsMiracle-Gro
SMG
$3.59B
| $3.61M | ﹤0.01% |
23,600
+19,600
| +490% | +$3.03M |
|
|
VISN
1432
CALL
Vistance Networks Inc
VISN
$2.62B
| $3.6M | ﹤0.01% |
+399,800
| New | +$3.77M |
|
1433
Estee Lauder
EL
$31.6B
| $3.6M | ﹤0.01% |
16,477
+2,799
| +20% | +$576K |
|
1434
Under Armour
UAA
$2.3B
| $3.59M | ﹤0.01% |
320,040
-989,106
| -76% | -$10.4M |
|
1435
ZTO Express
ZTO
$17.4B
| $3.59M | ﹤0.01% |
+119,947
| New | +$4.09M |
|
1436
CALL
Global X Cloud Computing ETF
CLOU
$281M
| $3.58M | ﹤0.01% |
+150,000
| New | +$3.41M |
|
|
THS
1437
CALL
DELISTED
Treehouse Foods
THS
| $3.58M | ﹤0.01% |
88,400
| – | – |
|
1438
Boyd Gaming
BYD
$6.05B
| $3.58M | ﹤0.01% |
116,504
+97,267
| +506% | +$2.44M |
|
1439
Allstate
ALL
$65.9B
| $3.56M | ﹤0.01% |
37,873
+1,940
| +5% | +$181K |
|
1440
CALL
J.M. Smucker
SJM
$12.9B
| $3.56M | ﹤0.01% |
30,800
+29,800
| +2,980% | +$3.32M |
|
1441
PUT
Capri Holdings
CPRI
$1.77B
| $3.55M | ﹤0.01% |
197,300
+33,700
| +21% | +$571K |
|
1442
PUT
Align Technology
ALGN
$12.5B
| $3.54M | ﹤0.01% |
10,800
-14,200
| -57% | -$4.33M |
|
|
ELME
1443
Elme Communities
ELME
$144M
| $3.52M | ﹤0.01% |
+174,692
| New | +$3.81M |
|
1444
Aecom
ACM
$8.19B
| $3.52M | ﹤0.01% |
+84,035
| New | +$3.2M |
|
1445
PUT
Diamondback Energy
FANG
$55.9B
| $3.52M | ﹤0.01% |
116,700
+92,600
| +384% | +$3.53M |
|
1446
Teladoc Health
TDOC
$1.26B
| $3.52M | ﹤0.01% |
16,032
+4,722
| +42% | +$1,000K |
|
1447
Kimberly-Clark
KMB
$36.8B
| $3.51M | ﹤0.01% |
23,794
+19,869
| +506% | +$2.98M |
|
1448
PUT
Townsquare Media
TSQ
$104M
| $3.5M | ﹤0.01% |
750,000
| – | – |
|
1449
CALL
Simon Property Group
SPG
$71.7B
| $3.49M | ﹤0.01% |
54,000
-148,100
| -73% | -$9.71M |
|
1450
CALL
Nucor
NUE
$61.8B
| $3.48M | ﹤0.01% |
77,600
+55,000
| +243% | +$2.44M |
|
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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.