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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 | |
|---|---|---|---|---|---|---|
|
TWTR
126
PUT
DELISTED
Twitter, Inc.
TWTR
| $178M | 0.13% |
4,009,100
+1,327,000
| +49% | +$50.9M |
|
127
PUT
Pfizer
PFE
$153B
| $178M | 0.13% |
5,110,951
+1,076,134
| +27% | +$37.7M |
|
|
128
Advanced Micro Devices
AMD
$840B
| $178M | 0.13% |
2,167,654
+1,420,111
| +190% | +$105M |
|
129
PUT
TSMC
TSM
$2.21T
| $176M | 0.13% |
2,173,100
+700,800
| +48% | +$53.3M |
|
130
PUT
Chevron
CVX
$392B
| $176M | 0.13% |
2,441,600
+1,293,500
| +113% | +$109M |
|
131
NVIDIA
NVDA
$5.45T
| $169M | 0.13% |
12,513,640
+6,205,040
| +98% | +$72.2M |
|
132
CALL
Chipotle Mexican Grill
CMG
$42.4B
| $169M | 0.12% |
6,780,000
+5,130,000
| +311% | +$124M |
|
133
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59.4B
| $168M | 0.12% |
6,967,800
+859,400
| +14% | +$20.9M |
|
134
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $166M | 0.12% |
597,400
+505,900
| +553% | +$138M |
|
135
CALL
Snap
SNAP
$9.15B
| $166M | 0.12% |
6,344,100
-298,100
| -4% | -$6.93M |
|
136
CALL
ServiceNow
NOW
$128B
| $165M | 0.12% |
1,699,500
+1,124,500
| +196% | +$100M |
|
|
137
CALL
Pfizer
PFE
$153B
| $163M | 0.12% |
4,667,007
+1,870,640
| +67% | +$65.6M |
|
138
CALL
Applied Materials
AMAT
$403B
| $162M | 0.12% |
2,726,400
+1,862,100
| +215% | +$115M |
|
139
CALL
Goldman Sachs
GS
$303B
| $160M | 0.12% |
797,100
+447,000
| +128% | +$90.9M |
|
|
140
CALL
TSMC
TSM
$2.21T
| $159M | 0.12% |
1,964,000
+1,397,900
| +247% | +$106M |
|
141
PUT
IBM
IBM
$221B
| $159M | 0.12% |
1,367,750
+439,425
| +47% | +$51.7M |
|
142
PUT
Marriott International
MAR
$93B
| $158M | 0.12% |
1,711,400
+897,100
| +110% | +$84.6M |
|
143
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $158M | 0.12% |
1,419,900
-14,500
| -1% | -$1.63M |
|
|
B
144
PUT
Barrick Mining
B
$68.5B
| $158M | 0.12% |
5,623,500
+2,457,600
| +78% | +$70M |
|
145
CALL
American Express
AXP
$231B
| $158M | 0.12% |
1,573,300
+920,700
| +141% | +$90.6M |
|
146
CALL
PepsiCo
PEP
$192B
| $158M | 0.12% |
1,137,400
+803,300
| +240% | +$109M |
|
147
PUT
Baidu
BIDU
$35.2B
| $157M | 0.12% |
1,238,500
+1,003,500
| +427% | +$124M |
|
|
148
CALL
iShares MSCI EAFE ETF
EFA
$80.3B
| $157M | 0.12% |
2,459,700
+1,234,700
| +101% | +$79M |
|
149
CALL
Beyond Meat
BYND
$6.95B
| $156M | 0.12% |
31,360
+27,103
| +637% | +$110M |
|
150
PUT
Deere & Co
DE
$164B
| $152M | 0.11% |
686,600
-1,600
| -0.2% | -$309K |
|
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.