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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 | |
|---|---|---|---|---|---|---|
|
101
Salesforce
CRM
$161B
| $223M | 0.17% |
886,169
+740,585
| +509% | +$162M |
|
102
CALL
Wayfair
W
$13.9B
| $218M | 0.16% |
749,500
+197,100
| +36% | +$53.9M |
|
103
PUT
American Express
AXP
$231B
| $216M | 0.16% |
2,159,700
+1,201,000
| +125% | +$118M |
|
|
ATVI
104
PUT
DELISTED
Activision Blizzard
ATVI
| $216M | 0.16% |
2,669,100
+1,805,900
| +209% | +$147M |
|
105
PUT
UnitedHealth
UNH
$361B
| $215M | 0.16% |
688,300
+330,400
| +92% | +$101M |
|
|
106
CALL
UnitedHealth
UNH
$361B
| $214M | 0.16% |
686,100
+327,900
| +92% | +$101M |
|
107
CALL
JD.com
JD
$39.2B
| $210M | 0.16% |
2,711,000
+2,082,600
| +331% | +$145M |
|
|
108
Adobe
ADBE
$105B
| $209M | 0.15% |
426,218
+366,413
| +613% | +$170M |
|
109
Amazon
AMZN
$2.83T
| $208M | 0.15% |
1,320,760
-109,600
| -8% | -$17.3M |
|
110
CALL
Boeing
BA
$183B
| $206M | 0.15% |
1,247,300
+591,400
| +90% | +$101M |
|
111
CALL
Marriott International
MAR
$93B
| $205M | 0.15% |
2,217,900
+1,873,000
| +543% | +$177M |
|
112
PUT
Beyond Meat
BYND
$6.95B
| $202M | 0.15% |
40,500
+24,823
| +158% | +$101M |
|
113
CALL
Coca-Cola
KO
$377B
| $201M | 0.15% |
4,079,600
+2,766,700
| +211% | +$133M |
|
114
CALL
Johnson & Johnson
JNJ
$627B
| $201M | 0.15% |
1,351,700
-174,300
| -11% | -$25.8M |
|
115
PUT
Blackrock
BLK
$182B
| $201M | 0.15% |
355,800
+47,600
| +15% | +$27.2M |
|
116
CALL
Home Depot
HD
$338B
| $200M | 0.15% |
720,200
+92,800
| +15% | +$25.1M |
|
|
117
Alphabet (Google) Class C
GOOG
$4.2T
| $197M | 0.15% |
2,682,160
+2,010,560
| +299% | +$153M |
|
118
CALL
Chevron
CVX
$392B
| $196M | 0.15% |
2,727,000
+1,792,600
| +192% | +$151M |
|
119
PUT
Uber
UBER
$155B
| $189M | 0.14% |
5,176,800
+946,200
| +22% | +$31.2M |
|
120
CALL
Procter & Gamble
PG
$336B
| $188M | 0.14% |
1,353,100
+399,600
| +42% | +$53.1M |
|
121
PUT
PepsiCo
PEP
$192B
| $188M | 0.14% |
1,354,800
+796,100
| +142% | +$108M |
|
122
PUT
Wells Fargo
WFC
$269B
| $184M | 0.14% |
7,818,400
+2,244,200
| +40% | +$55.3M |
|
123
PUT
Zillow
Z
$7.82B
| $181M | 0.13% |
1,780,800
+751,700
| +73% | +$58.7M |
|
124
CALL
Royal Caribbean
RCL
$81.6B
| $180M | 0.13% |
2,788,100
+2,473,700
| +787% | +$146M |
|
125
PUT
lululemon athletica
LULU
$13.6B
| $180M | 0.13% |
547,700
+159,100
| +41% | +$53.1M |
|
Similar funds
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.