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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 | |
|---|---|---|---|---|---|---|
576
CALL
Roku
ROKU
$23.3B
| $29.7M | 0.02% |
157,500
-12,600
| -7% | -$1.99M |
|
|
PARA
577
PUT
DELISTED
Paramount Global Class B
PARA
| $29.7M | 0.02% |
1,061,163
+734,200
| +225% | +$19.7M |
|
578
PUT
Archer Daniels Midland
ADM
$38.6B
| $29.7M | 0.02% |
637,800
+409,400
| +179% | +$17.9M |
|
579
CALL
Enphase Energy
ENPH
$5.34B
| $29.6M | 0.02% |
358,600
-22,100
| -6% | -$1.48M |
|
580
PUT
International Flavors & Fragrances
IFF
$21.4B
| $29.5M | 0.02% |
241,200
+194,400
| +415% | +$24.2M |
|
581
Goldman Sachs
GS
$302B
| $29.5M | 0.02% |
146,877
+25,362
| +21% | +$5.16M |
|
582
PUT
Cummins
CMI
$87.2B
| $29.5M | 0.02% |
139,700
-67,100
| -32% | -$13.4M |
|
583
CALL
NextEra Energy
NEE
$180B
| $29.4M | 0.02% |
423,600
+45,600
| +12% | +$3.15M |
|
584
CALL
Kraft Heinz
KHC
$30.1B
| $29.3M | 0.02% |
979,600
-9,900
| -1% | -$330K |
|
585
PUT
PG&E
PCG
$39.1B
| $29.2M | 0.02% |
3,106,500
+2,876,800
| +1,252% | +$26.7M |
|
586
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $29.1M | 0.02% |
453,800
-389,900
| -46% | -$24.6M |
|
587
CALL
Colgate-Palmolive
CL
$73.2B
| $28.9M | 0.02% |
374,600
+79,600
| +27% | +$6.07M |
|
588
CALL
Hershey
HSY
$37B
| $28.8M | 0.02% |
201,200
+107,100
| +114% | +$15.2M |
|
|
589
PUT
Enphase Energy
ENPH
$5.34B
| $28.8M | 0.02% |
348,300
+145,000
| +71% | +$9.71M |
|
590
PUT
International Paper
IP
$21.5B
| $28.6M | 0.02% |
744,797
+561,475
| +306% | +$19.8M |
|
591
PUT
Norwegian Cruise Line
NCLH
$8.74B
| $28.6M | 0.02% |
1,669,900
+1,476,400
| +763% | +$23.4M |
|
592
CALL
Carnival Corporation Ltd
CCL
$38.6B
| $28.5M | 0.02% |
1,880,000
+1,251,700
| +199% | +$19.3M |
|
593
PUT
SolarEdge
SEDG
$1.99B
| $28.5M | 0.02% |
119,700
+7,800
| +7% | +$1.5M |
|
594
PUT
Baker Hughes
BKR
$64B
| $28.5M | 0.02% |
2,146,400
-218,800
| -9% | -$3.35M |
|
595
Western Digital
WDC
$172B
| $28.5M | 0.02% |
1,031,421
+762,123
| +283% | +$22.7M |
|
596
PUT
General Dynamics
GD
$107B
| $28.5M | 0.02% |
205,700
+49,200
| +31% | +$7.27M |
|
|
ZEN
597
CALL
DELISTED
ZENDESK INC
ZEN
| $28.4M | 0.02% |
275,800
+158,000
| +134% | +$14.8M |
|
598
CALL
Akamai
AKAM
$18.1B
| $28.3M | 0.02% |
256,200
+208,800
| +441% | +$23.2M |
|
599
CALL
Prudential Financial
PRU
$43.1B
| $28.1M | 0.02% |
442,800
+306,700
| +225% | +$20.2M |
|
600
CALL
Intuit
INTU
$95.3B
| $28.1M | 0.02% |
86,200
+69,200
| +407% | +$21.7M |
|
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.