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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+12.62%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | 1.81% |
| 2 | Consumer Discretionary | 1.06% |
| 3 | Communication Services | 0.84% |
| 4 | Financials | 0.55% |
| 5 | Healthcare | 0.42% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
CALL
HCA Healthcare
HCA
$87.6B
| $42.4M | 0.03% |
340,300
+115,600
| +51% | +$14.3M |
|
452
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $42.4M | 0.03% |
380,200
+99,400
| +35% | +$11.1M |
|
453
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $42.3M | 0.03% |
1,424,800
-333,400
| -19% | -$9.89M |
|
454
JD.com
JD
$39.2B
| $42.2M | 0.03% |
544,324
+173,111
| +47% | +$12M |
|
455
CALL
Stryker
SYK
$130B
| $42M | 0.03% |
201,700
+100,500
| +99% | +$19.5M |
|
456
CALL
Wheaton Precious Metals
WPM
$61B
| $42M | 0.03% |
855,100
+83,800
| +11% | +$4.27M |
|
457
CALL
Zoetis
ZTS
$30.5B
| $41.3M | 0.03% |
249,800
+164,800
| +194% | +$25.3M |
|
458
CALL
STMicroelectronics
STM
$48.5B
| $41.2M | 0.03% |
1,343,600
+1,238,300
| +1,176% | +$36.4M |
|
459
PUT
Workday
WDAY
$49.1B
| $41.1M | 0.03% |
191,200
+189,700
| +12,647% | +$37.5M |
|
460
NextEra Energy
NEE
$180B
| $41M | 0.03% |
591,248
-260,276
| -31% | -$18M |
|
461
CALL
Darden Restaurants
DRI
$25.6B
| $41M | 0.03% |
406,900
+199,200
| +96% | +$16.6M |
|
462
CALL
Dell
DELL
$317B
| $40.8M | 0.03% |
1,190,706
+679,304
| +133% | +$21.2M |
|
463
CALL
Gaotu Techedu
GOTU
$401M
| $40.6M | 0.03% |
450,300
+354,300
| +369% | +$31.6M |
|
464
PUT
Boston Scientific
BSX
$75.1B
| $40.5M | 0.03% |
1,059,900
-55,500
| -5% | -$2.14M |
|
465
PepsiCo
PEP
$192B
| $40.2M | 0.03% |
289,982
+207,091
| +250% | +$28.2M |
|
466
PUT
RTX Corp
RTX
$301B
| $40.1M | 0.03% |
696,453
+485,400
| +230% | +$29.6M |
|
467
CALL
iQIYI
IQ
$1.3B
| $39.8M | 0.03% |
1,760,800
+987,800
| +128% | +$21.6M |
|
468
PUT
Southwest Airlines
LUV
$21.7B
| $39.7M | 0.03% |
1,058,100
+763,300
| +259% | +$27.1M |
|
|
AYX
469
PUT
DELISTED
Alteryx Inc
AYX
| $39.5M | 0.03% |
348,200
+244,900
| +237% | +$33.3M |
|
470
CALL
Best Buy
BBY
$18.2B
| $39.5M | 0.03% |
354,700
-53,800
| -13% | -$5.5M |
|
|
WBA
471
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $39.5M | 0.03% |
1,098,800
+999,300
| +1,004% | +$39.1M |
|
472
CALL
NetEase
NTES
$80.1B
| $39.5M | 0.03% |
434,000
+430,000
| +10,750% | +$40.4M |
|
473
CALL
Microchip Technology
MCHP
$43B
| $39.4M | 0.03% |
767,600
+284,800
| +59% | +$14.8M |
|
474
CALL
Take-Two Interactive
TTWO
$46.2B
| $39.4M | 0.03% |
238,600
+145,500
| +156% | +$23.6M |
|
475
Applied Materials
AMAT
$403B
| $39.2M | 0.03% |
658,937
+486,784
| +283% | +$30.1M |
|
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RIM
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.