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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 | |
|---|---|---|---|---|---|---|
1976
EXL Service
EXLS
$5.29B
| $924K | ﹤0.01% |
+70,020
| New | +$898K |
|
1977
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $923K | ﹤0.01% |
7,574
+73
| +1% | +$8.9K |
|
1978
PUT
First Majestic Silver
AG
$9.35B
| $918K | ﹤0.01% |
96,100
+78,000
| +431% | +$908K |
|
|
MFA
1979
PUT
MFA Financial
MFA
$928M
| $918K | ﹤0.01% |
+85,625
| New | +$922K |
|
|
EB
1980
CALL
DELISTED
Eventbrite
EB
| $914K | ﹤0.01% |
+84,200
| New | +$837K |
|
1981
Nokia
NOK
$52.7B
| $913K | ﹤0.01% |
233,626
+191,364
| +453% | +$861K |
|
1982
PUT
SS&C Technologies
SSNC
$18.7B
| $908K | ﹤0.01% |
15,000
-228,000
| -94% | -$13.6M |
|
|
CRHC.U
1983
DELISTED
Cohn Robbins Holdings Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CRHC.U
| $908K | ﹤0.01% |
+90,000
| New | +$912K |
|
1984
CALL
Darling Ingredients
DAR
$9.84B
| $901K | ﹤0.01% |
25,000
+24,400
| +4,067% | +$746K |
|
1985
Teradata
TDC
$2.5B
| $900K | ﹤0.01% |
39,642
-27,526
| -41% | -$611K |
|
1986
CALL
VeriSign
VRSN
$26B
| $900K | ﹤0.01% |
+4,400
| New | +$909K |
|
1987
Ventas
VTR
$44.6B
| $900K | ﹤0.01% |
21,443
-14,107
| -40% | -$564K |
|
1988
Agnico Eagle Mines
AEM
$92B
| $899K | ﹤0.01% |
11,297
-31,424
| -74% | -$2.4M |
|
1989
Welltower
WELL
$163B
| $892K | ﹤0.01% |
16,199
-5,034
| -24% | -$276K |
|
1990
Purple Innovation
PRPL
$31.6M
| $891K | ﹤0.01% |
+1,434
| New | +$762K |
|
|
BIG
1991
CALL
DELISTED
Big Lots, Inc.
BIG
| $890K | ﹤0.01% |
20,000
+8,300
| +71% | +$373K |
|
1992
CALL
A.O. Smith
AOS
$8.65B
| $887K | ﹤0.01% |
+16,800
| New | +$839K |
|
1993
DaVita
DVA
$11.4B
| $882K | ﹤0.01% |
10,298
-36,427
| -78% | -$3.11M |
|
1994
PUT
Regions Financial
RF
$26.9B
| $881K | ﹤0.01% |
76,500
+31,400
| +70% | +$350K |
|
1995
PUT
Ambarella
AMBA
$3.64B
| $880K | ﹤0.01% |
17,000
+13,300
| +359% | +$643K |
|
1996
PUT
M&T Bank
MTB
$36.4B
| $874K | ﹤0.01% |
9,500
+6,300
| +197% | +$644K |
|
1997
Deckers Outdoor
DECK
$12.8B
| $872K | ﹤0.01% |
23,784
+23,736
| +49,450% | +$821K |
|
1998
PUT
WEC Energy
WEC
$34.8B
| $872K | ﹤0.01% |
9,000
+3,200
| +55% | +$298K |
|
|
MYOK
1999
CALL
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $872K | ﹤0.01% |
+6,400
| New | +$680K |
|
|
LOVE
2000
CALL
LoveSac
LOVE
$258M
| $870K | ﹤0.01% |
+31,400
| New | +$893K |
|
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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.