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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 | |
|---|---|---|---|---|---|---|
626
PUT
Phillips 66
PSX
$92.6B
| $26.3M | 0.02% |
507,600
+317,500
| +167% | +$19.4M |
|
627
Procter & Gamble
PG
$335B
| $26.3M | 0.02% |
189,259
+135,008
| +249% | +$17.9M |
|
628
Coca-Cola
KO
$377B
| $26.2M | 0.02% |
531,624
+9,833
| +2% | +$473K |
|
629
CALL
Prologis
PLD
$134B
| $26.2M | 0.02% |
260,500
+259,500
| +25,950% | +$26M |
|
630
CALL
WIX.com
WIX
$3.11B
| $26.1M | 0.02% |
102,600
+97,400
| +1,873% | +$26.9M |
|
631
CALL
American Electric Power
AEP
$68.5B
| $26.1M | 0.02% |
319,000
+160,300
| +101% | +$13.2M |
|
632
PUT
Chewy
CHWY
$9.15B
| $25.9M | 0.02% |
473,200
+28,700
| +6% | +$1.55M |
|
|
DOCU
633
PUT
DocuSign
DOCU
$11.7B
| $25.9M | 0.02% |
120,400
-62,700
| -34% | -$13M |
|
634
PUT
Kroger
KR
$34.9B
| $25.9M | 0.02% |
762,700
+395,400
| +108% | +$13.7M |
|
635
PUT
Charles River Laboratories
CRL
$13.2B
| $25.8M | 0.02% |
+114,000
| New | +$23.7M |
|
636
PUT
New York Times
NYT
$10.5B
| $25.7M | 0.02% |
600,000
| – | – |
|
637
PUT
Match Group
MTCH
$8.7B
| $25.6M | 0.02% |
+230,950
| New | +$24.5M |
|
638
PUT
Shopify
SHOP
$199B
| $25.5M | 0.02% |
249,000
-159,000
| -39% | -$15.8M |
|
639
CALL
Clorox
CLX
$12.7B
| $25.5M | 0.02% |
121,200
+111,500
| +1,149% | +$24.8M |
|
640
CALL
PNC Financial Services
PNC
$102B
| $25.4M | 0.02% |
230,800
+48,800
| +27% | +$5.25M |
|
641
CALL
Mondelez International
MDLZ
$81.2B
| $25.3M | 0.02% |
441,200
-501,700
| -53% | -$27.9M |
|
|
SCHW
642
CALL
Charles Schwab
SCHW
$192B
| $25.3M | 0.02% |
699,600
+155,300
| +29% | +$5.4M |
|
643
PUT
Lyft
LYFT
$6.56B
| $25.3M | 0.02% |
918,300
-769,400
| -46% | -$22.9M |
|
644
3M
MMM
$94.8B
| $25.2M | 0.02% |
188,331
-164,487
| -47% | -$22.1M |
|
645
Boeing
BA
$183B
| $25.2M | 0.02% |
152,542
+148,128
| +3,356% | +$25.2M |
|
646
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.72B
| $25.1M | 0.02% |
597,190
+528,175
| +765% | +$26.6M |
|
647
Berkshire Hathaway Class B
BRK.B
$1.08T
| $25.1M | 0.02% |
117,961
-217,951
| -65% | -$44.6M |
|
648
PUT
Altria Group
MO
$110B
| $25.1M | 0.02% |
648,800
+345,000
| +114% | +$14.4M |
|
649
Ulta Beauty
ULTA
$21.9B
| $25.1M | 0.02% |
111,932
+32,137
| +40% | +$6.91M |
|
650
Beyond Meat
BYND
$7.09B
| $24.8M | 0.02% |
4,979
+4,373
| +722% | +$17.8M |
|
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.