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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 | 1.79% |
| 2 | Consumer Discretionary | 1.06% |
| 3 | Communication Services | 0.84% |
| 4 | Financials | 0.55% |
| 5 | Healthcare | 0.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1101
Carnival Corporation Ltd
CCL
$38.9B
| $7.7M | 0.01% |
507,355
+376,245
| +287% | +$5.82M |
|
1102
Datadog
DDOG
$90.6B
| $7.67M | 0.01% |
75,070
+106
| +0.1% | +$9.23K |
|
1103
CALL
Voya Financial
VOYA
$9.16B
| $7.67M | 0.01% |
160,000
+60,000
| +60% | +$2.95M |
|
1104
PUT
Cardinal Health
CAH
$53.8B
| $7.65M | 0.01% |
162,900
-6,200
| -4% | -$318K |
|
1105
PUT
VF Corp
VFC
$5.79B
| $7.64M | 0.01% |
108,800
+77,600
| +249% | +$5.01M |
|
1106
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $7.63M | 0.01% |
328,282
+312,453
| +1,974% | +$7.39M |
|
|
SPWR
1107
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $7.62M | 0.01% |
609,300
-321,101
| -35% | -$2.7M |
|
1108
CALL
Toll Brothers
TOL
$14B
| $7.62M | 0.01% |
156,400
+94,200
| +151% | +$3.81M |
|
1109
PUT
Kimberly-Clark
KMB
$36.8B
| $7.62M | 0.01% |
51,500
+35,600
| +224% | +$5.35M |
|
1110
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $7.61M | 0.01% |
300,000
-72,100
| -19% | -$1.83M |
|
1111
PUT
Cloudflare
NET
$118B
| $7.6M | 0.01% |
185,300
+155,900
| +530% | +$5.97M |
|
1112
PUT
Alcoa
AA
$13.1B
| $7.58M | 0.01% |
652,200
+258,500
| +66% | +$3.47M |
|
1113
CALL
Motorola Solutions
MSI
$77B
| $7.57M | 0.01% |
48,300
+6,900
| +17% | +$1.01M |
|
|
VMW
1114
CALL
DELISTED
VMware, Inc
VMW
| $7.55M | 0.01% |
52,600
-56,800
| -52% | -$8.07M |
|
1115
PUT
Exelon
EXC
$47B
| $7.47M | 0.01% |
293,018
+163,193
| +126% | +$4.33M |
|
|
FTCH
1116
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $7.42M | 0.01% |
294,700
-192,300
| -39% | -$4.77M |
|
1117
PUT
Dominion Energy
D
$60.3B
| $7.41M | 0.01% |
93,900
+52,700
| +128% | +$4.14M |
|
1118
CALL
Range Resources
RRC
$9.33B
| $7.41M | 0.01% |
1,119,100
+600,000
| +116% | +$4.35M |
|
1119
PUT
Ingersoll Rand
IR
$32.7B
| $7.4M | 0.01% |
207,980
+202,172
| +3,481% | +$6.77M |
|
|
IRBT
1120
DELISTED
iRobot
IRBT
| $7.39M | 0.01% |
97,363
+80,479
| +477% | +$6.2M |
|
1121
RTX Corp
RTX
$297B
| $7.38M | 0.01% |
128,352
+80,785
| +170% | +$4.92M |
|
|
DRE
1122
PUT
DELISTED
Duke Realty Corp.
DRE
| $7.38M | 0.01% |
200,000
| – | – |
|
1123
PUT
State Street SPDR S&P Bank ETF
KBE
$1.75B
| $7.36M | 0.01% |
250,000
+100,000
| +67% | +$3.11M |
|
1124
CALL
Zimmer Biomet
ZBH
$19B
| $7.34M | 0.01% |
55,517
+24,102
| +77% | +$3.15M |
|
1125
Herbalife
HLF
$1.28B
| $7.31M | 0.01% |
156,739
+79,951
| +104% | +$3.92M |
|
Similar funds
HF
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.