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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 | 1.81% |
| 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 | |
|---|---|---|---|---|---|---|
551
American Express
AXP
$231B
| $32M | 0.02% |
319,176
+146,336
| +85% | +$14.4M |
|
552
CALL
Cummins
CMI
$87.2B
| $32M | 0.02% |
151,400
-165,600
| -52% | -$33M |
|
553
PUT
Linde
LIN
$222B
| $32M | 0.02% |
134,200
+113,800
| +558% | +$27.6M |
|
554
Bausch Health
BHC
$2.42B
| $31.9M | 0.02% |
2,055,492
-178,695
| -8% | -$3.08M |
|
|
DFS
555
PUT
DELISTED
Discover Financial Services
DFS
| $31.7M | 0.02% |
548,500
+244,800
| +81% | +$12.8M |
|
556
Lowe's Companies
LOW
$122B
| $31.6M | 0.02% |
190,630
+96,860
| +103% | +$14.9M |
|
557
PUT
Illinois Tool Works
ITW
$82.5B
| $31.6M | 0.02% |
163,400
+47,000
| +40% | +$8.93M |
|
558
PUT
Hershey
HSY
$37B
| $31.3M | 0.02% |
218,300
+77,500
| +55% | +$11M |
|
559
CALL
Lyft
LYFT
$6.6B
| $31.1M | 0.02% |
1,130,200
+95,500
| +9% | +$2.84M |
|
560
CALL
Baker Hughes
BKR
$64B
| $31M | 0.02% |
2,330,500
-245,200
| -10% | -$3.75M |
|
561
UnitedHealth
UNH
$360B
| $30.7M | 0.02% |
98,570
+66,224
| +205% | +$20.3M |
|
562
Zillow
Z
$7.85B
| $30.7M | 0.02% |
302,322
+168,890
| +127% | +$13.2M |
|
563
PUT
Norfolk Southern
NSC
$75.3B
| $30.5M | 0.02% |
142,300
+45,800
| +47% | +$9.2M |
|
564
CALL
CSX Corp
CSX
$93.2B
| $30.4M | 0.02% |
1,172,700
+744,300
| +174% | +$18.4M |
|
565
PUT
Southern Company
SO
$107B
| $30.3M | 0.02% |
558,400
+550,900
| +7,345% | +$29.4M |
|
566
PUT
Eaton
ETN
$176B
| $30.3M | 0.02% |
296,700
+84,100
| +40% | +$8.22M |
|
567
PUT
Valero Energy
VLO
$98.1B
| $30.1M | 0.02% |
694,800
+354,600
| +104% | +$18.6M |
|
568
CALL
DuPont de Nemours
DD
$19.6B
| $30.1M | 0.02% |
432,112
+183,552
| +74% | +$12.9M |
|
569
Lennar Class A
LEN
$20.9B
| $30.1M | 0.02% |
380,611
+330,356
| +657% | +$23.5M |
|
570
CALL
Freeport-McMoran
FCX
$93.4B
| $30.1M | 0.02% |
1,921,700
+1,070,800
| +126% | +$15.4M |
|
571
PUT
StoneCo
STNE
$2.32B
| $30M | 0.02% |
567,100
+255,300
| +82% | +$12.2M |
|
572
PUT
Dollar Tree
DLTR
$25B
| $29.9M | 0.02% |
327,900
+107,800
| +49% | +$10.1M |
|
573
IBM
IBM
$222B
| $29.8M | 0.02% |
256,175
-11,335
| -4% | -$1.33M |
|
574
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
| $29.8M | 0.02% |
282,495
+233,298
| +474% | +$24.6M |
|
|
575
CALL
StoneCo
STNE
$2.32B
| $29.8M | 0.02% |
562,700
+409,900
| +268% | +$19.6M |
|
Similar funds
GAM
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.