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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 | |
|---|---|---|---|---|---|---|
651
PUT
Zscaler
ZS
$30B
| $24.6M | 0.02% |
175,100
-133,100
| -43% | -$17.3M |
|
652
Sony
SONY
$142B
| $24.6M | 0.02% |
1,602,920
+328,300
| +26% | +$5.11M |
|
653
PUT
Ross Stores
ROST
$78.4B
| $24.6M | 0.02% |
263,500
+134,400
| +104% | +$12.1M |
|
654
PUT
General Mills
GIS
$20.9B
| $24.5M | 0.02% |
397,800
-18,000
| -4% | -$1.13M |
|
655
Intuit
INTU
$94.8B
| $24.5M | 0.02% |
75,109
+39,895
| +113% | +$12.5M |
|
656
iShares MSCI Brazil ETF
EWZ
$8.5B
| $24.5M | 0.02% |
884,500
+419,033
| +90% | +$12.9M |
|
657
CALL
MGM Resorts International
MGM
$11.1B
| $24.4M | 0.02% |
1,123,300
+670,000
| +148% | +$13.3M |
|
658
PUT
Bilibili
BILI
$7.26B
| $24.4M | 0.02% |
587,300
+78,500
| +15% | +$3.47M |
|
|
SFIX
659
PUT
Stitch Fix
SFIX
$476M
| $24.3M | 0.02% |
896,600
+692,900
| +340% | +$17.8M |
|
660
PUT
DaVita
DVA
$11.6B
| $24.1M | 0.02% |
281,800
+177,800
| +171% | +$15.2M |
|
661
CALL
Baxter International
BAX
$13.9B
| $24.1M | 0.02% |
299,700
+159,700
| +114% | +$13.4M |
|
|
662
CALL
DaVita
DVA
$11.6B
| $24.1M | 0.02% |
281,300
+48,000
| +21% | +$4.1M |
|
|
ATVI
663
DELISTED
Activision Blizzard
ATVI
| $24.1M | 0.02% |
297,236
+217,985
| +275% | +$17.7M |
|
664
VanEck Semiconductor ETF
SMH
$72.1B
| $24M | 0.02% |
274,998
+154,312
| +128% | +$12.9M |
|
665
CALL
Five Below
FIVE
$13.5B
| $23.9M | 0.02% |
187,800
+58,600
| +45% | +$6.67M |
|
666
PUT
CrowdStrike
CRWD
$224B
| $23.8M | 0.02% |
694,000
+245,600
| +55% | +$7.16M |
|
667
PUT
Stryker
SYK
$131B
| $23.8M | 0.02% |
114,100
+60,300
| +112% | +$11.7M |
|
668
PUT
Hilton Worldwide
HLT
$73.2B
| $23.7M | 0.02% |
277,900
+58,500
| +27% | +$4.89M |
|
669
PUT
Tyson Foods
TSN
$20.5B
| $23.4M | 0.02% |
393,200
+237,500
| +153% | +$14.6M |
|
|
FTCH
670
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $23.3M | 0.02% |
924,500
+801,300
| +650% | +$19.9M |
|
671
CALL
Eli Lilly
LLY
$1.06T
| $23.2M | 0.02% |
157,000
-81,400
| -34% | -$12.6M |
|
672
PUT
O'Reilly Automotive
ORLY
$74B
| $23.2M | 0.02% |
754,500
-123,000
| -14% | -$3.74M |
|
673
PUT
Tandem Diabetes Care
TNDM
$1.57B
| $23.2M | 0.02% |
204,000
+158,300
| +346% | +$16.6M |
|
|
674
CALL
O'Reilly Automotive
ORLY
$74B
| $23.1M | 0.02% |
751,500
-724,500
| -49% | -$22M |
|
675
Uber
UBER
$155B
| $23M | 0.02% |
631,807
-369,169
| -37% | -$12.2M |
|
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.