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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+12.62%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | |
|---|---|---|---|---|---|---|
|
76
CALL
Adobe
ADBE
$105B
| $283M | 0.21% |
577,300
+327,300
| +131% | +$152M |
|
77
CALL
iShares Silver Trust
SLV
$31.5B
| $283M | 0.21% |
13,063,700
+1,318,200
| +11% | +$30M |
|
78
CALL
Nike
NKE
$60.4B
| $282M | 0.21% |
2,249,700
+700,300
| +45% | +$75.2M |
|
79
PUT
Johnson & Johnson
JNJ
$627B
| $282M | 0.21% |
1,896,200
+591,400
| +45% | +$87.5M |
|
|
80
PUT
Salesforce
CRM
$161B
| $282M | 0.21% |
1,120,900
+341,500
| +44% | +$74.8M |
|
81
CALL
Mastercard
MA
$499B
| $280M | 0.21% |
827,100
+241,600
| +41% | +$78.6M |
|
82
PUT
Goldman Sachs
GS
$303B
| $277M | 0.21% |
1,380,300
+598,000
| +76% | +$122M |
|
83
CALL
FedEx
FDX
$79.2B
| $273M | 0.2% |
1,085,900
+711,500
| +190% | +$142M |
|
84
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.5B
| $269M | 0.2% |
1,650,000
-400,300
| -20% | -$66.4M |
|
85
PUT
Caterpillar
CAT
$394B
| $269M | 0.2% |
1,802,500
-95,800
| -5% | -$13.5M |
|
86
CALL
iShares MSCI Emerging Markets ETF
EEM
$30.5B
| $262M | 0.19% |
5,933,600
+1,989,000
| +50% | +$87.3M |
|
87
CALL
PayPal
PYPL
$52.7B
| $259M | 0.19% |
1,314,100
+704,000
| +115% | +$133M |
|
88
CALL
Booking.com
BKNG
$159B
| $257M | 0.19% |
3,755,000
+2,615,000
| +229% | +$184M |
|
89
CALL
iShares MSCI Brazil ETF
EWZ
$8.59B
| $256M | 0.19% |
9,262,400
+3,810,800
| +70% | +$117M |
|
90
CALL
Citigroup
C
$234B
| $255M | 0.19% |
5,926,200
+2,411,800
| +69% | +$120M |
|
91
CALL
Micron Technology
MU
$1.1T
| $249M | 0.18% |
5,303,900
+2,151,400
| +68% | +$104M |
|
92
CALL
Target
TGT
$70.2B
| $249M | 0.18% |
1,581,900
+745,200
| +89% | +$102M |
|
93
PUT
Coca-Cola
KO
$377B
| $249M | 0.18% |
5,034,900
+2,921,600
| +138% | +$141M |
|
|
94
CALL
Alphabet (Google) Class A
GOOGL
$4.23T
| $244M | 0.18% |
3,332,000
+400,000
| +14% | +$30.5M |
|
95
PUT
JD.com
JD
$39.2B
| $238M | 0.18% |
3,063,900
+2,078,200
| +211% | +$144M |
|
96
PUT
Chipotle Mexican Grill
CMG
$42.4B
| $232M | 0.17% |
9,325,000
+4,560,000
| +96% | +$110M |
|
97
PUT
Texas Instruments
TXN
$255B
| $230M | 0.17% |
1,610,700
+553,800
| +52% | +$75.3M |
|
98
PUT
Lowe's Companies
LOW
$122B
| $227M | 0.17% |
1,370,100
+245,200
| +22% | +$37.8M |
|
99
PUT
Morgan Stanley
MS
$342B
| $224M | 0.17% |
4,631,600
+1,276,200
| +38% | +$64.3M |
|
|
XYZ
100
CALL
Block Inc
XYZ
$49.8B
| $223M | 0.17% |
1,374,900
-52,000
| -4% | -$7.34M |
|
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RIM
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.