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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 | |
|---|---|---|---|---|---|---|
676
Marvell Technology
MRVL
$198B
| $23M | 0.02% |
578,495
+549,517
| +1,896% | +$20.2M |
|
677
PUT
Crown Castle
CCI
$32.3B
| $23M | 0.02% |
137,900
+81,200
| +143% | +$13.4M |
|
678
PUT
Paychex
PAYX
$43.4B
| $22.9M | 0.02% |
287,500
+145,100
| +102% | +$10.9M |
|
679
Medtronic
MDT
$118B
| $22.9M | 0.02% |
220,081
+110,405
| +101% | +$11.1M |
|
680
Verizon
VZ
$201B
| $22.8M | 0.02% |
383,865
+228,472
| +147% | +$13.3M |
|
681
PUT
Tractor Supply
TSCO
$18.8B
| $22.8M | 0.02% |
796,000
-996,500
| -56% | -$28.6M |
|
682
iShares China Large-Cap ETF
FXI
$4.17B
| $22.8M | 0.02% |
542,461
-235,863
| -30% | -$10.1M |
|
683
PUT
TJX Companies
TJX
$168B
| $22.8M | 0.02% |
409,300
+188,200
| +85% | +$10.1M |
|
684
PUT
Sysco
SYY
$39.9B
| $22.7M | 0.02% |
365,500
+138,600
| +61% | +$8.06M |
|
685
State Street Industrial Select Sector SPDR ETF
XLI
$34.8B
| $22.7M | 0.02% |
294,720
+201,254
| +215% | +$15.1M |
|
686
PUT
Baxter International
BAX
$13.9B
| $22.7M | 0.02% |
282,100
+43,100
| +18% | +$3.63M |
|
687
CALL
Dominion Energy
D
$60.6B
| $22.7M | 0.02% |
287,400
+241,500
| +526% | +$19M |
|
|
CTXS
688
PUT
DELISTED
Citrix Systems Inc
CTXS
| $22.6M | 0.02% |
164,300
+13,100
| +9% | +$1.87M |
|
689
PUT
Centene
CNC
$33.1B
| $22.6M | 0.02% |
387,200
+113,900
| +42% | +$7.08M |
|
690
Gilead Sciences
GILD
$171B
| $22.5M | 0.02% |
356,219
+305,651
| +604% | +$21.2M |
|
691
CALL
DraftKings
DKNG
$12.9B
| $22.5M | 0.02% |
382,100
+267,600
| +234% | +$10.4M |
|
692
CALL
Intercontinental Exchange
ICE
$86.7B
| $22.4M | 0.02% |
224,000
+143,300
| +178% | +$14.1M |
|
693
Pfizer
PFE
$153B
| $22.3M | 0.02% |
640,913
-733,113
| -53% | -$25.7M |
|
694
CALL
Southern Company
SO
$107B
| $22M | 0.02% |
405,900
+295,400
| +267% | +$15.8M |
|
695
CALL
Franco-Nevada
FNV
$45.3B
| $22M | 0.02% |
157,300
+87,400
| +125% | +$13M |
|
696
PUT
Lumentum
LITE
$81.8B
| $21.8M | 0.02% |
290,000
+192,800
| +198% | +$16M |
|
697
PUT
Fortinet
FTNT
$119B
| $21.8M | 0.02% |
924,500
+690,500
| +295% | +$17.8M |
|
|
EA
698
DELISTED
Electronic Arts
EA
| $21.7M | 0.02% |
166,204
+32,422
| +24% | +$4.42M |
|
|
RDFN
699
PUT
DELISTED
Redfin
RDFN
| $21.6M | 0.02% |
433,600
-56,800
| -12% | -$2.51M |
|
700
CALL
Whirlpool
WHR
$2.7B
| $21.5M | 0.02% |
116,800
+46,100
| +65% | +$7.66M |
|
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.