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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 | |
|---|---|---|---|---|---|---|
601
CVS Health
CVS
$124B
| $28.1M | 0.02% |
481,234
+64,093
| +15% | +$3.99M |
|
602
PUT
Stanley Black & Decker
SWK
$15.3B
| $28M | 0.02% |
172,900
+84,200
| +95% | +$13.1M |
|
603
CALL
BP
BP
$110B
| $28M | 0.02% |
1,602,200
+74,500
| +5% | +$1.61M |
|
604
Baker Hughes
BKR
$64.6B
| $27.9M | 0.02% |
2,100,132
+171,225
| +9% | +$2.62M |
|
605
CALL
United Airlines
UAL
$40.5B
| $27.9M | 0.02% |
801,700
+641,800
| +401% | +$22.2M |
|
|
FISV
606
CALL
Fiserv Inc
FISV
$28.9B
| $27.6M | 0.02% |
268,300
+212,400
| +380% | +$21.2M |
|
|
PXD
607
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $27.6M | 0.02% |
321,400
+95,600
| +42% | +$9.41M |
|
608
CALL
Tandem Diabetes Care
TNDM
$1.57B
| $27.4M | 0.02% |
241,200
+207,400
| +614% | +$21.8M |
|
609
CALL
American Airlines Group
AAL
$9.86B
| $27.4M | 0.02% |
2,226,900
+1,482,700
| +199% | +$18.6M |
|
610
CALL
Pinduoduo
PDD
$120B
| $27.4M | 0.02% |
368,900
-393,600
| -52% | -$33.7M |
|
611
PUT
Martin Marietta Materials
MLM
$32.8B
| $27.2M | 0.02% |
115,700
+5,500
| +5% | +$1.19M |
|
612
PUT
Seagate
STX
$219B
| $27.2M | 0.02% |
552,500
+226,300
| +69% | +$10.6M |
|
|
PARA
613
CALL
DELISTED
Paramount Global Class B
PARA
| $27.2M | 0.02% |
971,300
+788,300
| +431% | +$21.1M |
|
614
CALL
Tyson Foods
TSN
$20.5B
| $27.1M | 0.02% |
455,300
+322,900
| +244% | +$19.9M |
|
615
JPMorgan Chase
JPM
$964B
| $27M | 0.02% |
280,879
-160,115
| -36% | -$15.7M |
|
616
CALL
Deckers Outdoor
DECK
$12.7B
| $27M | 0.02% |
736,200
+603,600
| +455% | +$20.9M |
|
617
PUT
United States Oil Fund
USO
$1.78B
| $27M | 0.02% |
952,884
-304,400
| -24% | -$8.9M |
|
618
PUT
New Oriental
EDU
$8.34B
| $26.9M | 0.02% |
180,200
-95,600
| -35% | -$13.8M |
|
619
CALL
Aon
AON
$75.7B
| $26.9M | 0.02% |
130,300
+40,400
| +45% | +$8.07M |
|
620
PUT
T-Mobile US
TMUS
$195B
| $26.7M | 0.02% |
233,300
+170,700
| +273% | +$18.9M |
|
621
PUT
Halliburton
HAL
$28.7B
| $26.6M | 0.02% |
2,208,200
+857,600
| +63% | +$12.4M |
|
622
PUT
Synopsys
SNPS
$81.1B
| $26.6M | 0.02% |
124,300
+76,100
| +158% | +$15.5M |
|
623
CALL
Emerson Electric
EMR
$91.2B
| $26.5M | 0.02% |
404,800
+180,400
| +80% | +$11.9M |
|
624
PUT
Akamai
AKAM
$18B
| $26.4M | 0.02% |
239,300
+166,100
| +227% | +$18.4M |
|
625
Toll Brothers
TOL
$13.8B
| $26.4M | 0.02% |
542,197
+489,589
| +931% | +$19.8M |
|
Similar funds
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.