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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 | |
|---|---|---|---|---|---|---|
201
CALL
Wynn Resorts
WYNN
$10.6B
| $118M | 0.09% |
1,639,400
+1,099,100
| +203% | +$87.1M |
|
|
B
202
CALL
Barrick Mining
B
$68.5B
| $117M | 0.09% |
4,165,900
+2,235,600
| +116% | +$63.7M |
|
203
CALL
Sea Limited
SE
$74.7B
| $117M | 0.09% |
757,600
+12,600
| +2% | +$1.7M |
|
204
CALL
Honeywell
HON
$74.2B
| $116M | 0.09% |
744,822
+606,255
| +438% | +$90.1M |
|
205
PUT
United Parcel Service
UPS
$88.9B
| $115M | 0.08% |
687,200
+227,900
| +50% | +$33.2M |
|
|
EA
206
PUT
DELISTED
Electronic Arts
EA
| $113M | 0.08% |
867,800
+402,500
| +87% | +$54.9M |
|
207
PUT
Procter & Gamble
PG
$336B
| $113M | 0.08% |
814,100
+478,100
| +142% | +$63.5M |
|
208
PUT
Danaher
DHR
$142B
| $113M | 0.08% |
591,974
+367,276
| +163% | +$65.3M |
|
209
PUT
Autodesk
ADSK
$53.1B
| $113M | 0.08% |
487,100
+189,600
| +64% | +$45.1M |
|
210
CALL
NXP Semiconductors
NXPI
$59.2B
| $111M | 0.08% |
885,900
+425,500
| +92% | +$51.9M |
|
211
CALL
Peloton Interactive
PTON
$2.47B
| $110M | 0.08% |
1,112,100
+889,500
| +400% | +$65.4M |
|
212
PUT
NextEra Energy
NEE
$180B
| $110M | 0.08% |
1,586,800
+167,600
| +12% | +$11.6M |
|
213
CALL
Morgan Stanley
MS
$342B
| $109M | 0.08% |
2,260,700
+1,067,500
| +89% | +$53.8M |
|
214
PUT
Rio Tinto
RIO
$156B
| $109M | 0.08% |
1,808,800
+678,400
| +60% | +$41.6M |
|
215
PUT
Arista Networks
ANET
$251B
| $108M | 0.08% |
8,324,800
+6,881,600
| +477% | +$94.5M |
|
216
PUT
KLA
KLAC
$266B
| $107M | 0.08% |
5,542,000
+3,570,000
| +181% | +$70.5M |
|
|
ATVI
217
CALL
DELISTED
Activision Blizzard
ATVI
| $107M | 0.08% |
1,317,900
+968,200
| +277% | +$78.5M |
|
218
Netflix
NFLX
$325B
| $107M | 0.08% |
2,132,060
+432,610
| +25% | +$21.5M |
|
|
219
PUT
Sea Limited
SE
$74.7B
| $105M | 0.08% |
682,900
+147,800
| +28% | +$19.9M |
|
220
CALL
CVS Health
CVS
$124B
| $104M | 0.08% |
1,785,000
+402,700
| +29% | +$25.1M |
|
221
CALL
Lowe's Companies
LOW
$122B
| $104M | 0.08% |
627,900
-328,600
| -34% | -$50.6M |
|
222
CALL
Bristol-Myers Squibb
BMY
$130B
| $103M | 0.08% |
1,709,200
+195,100
| +13% | +$11.7M |
|
223
PUT
AT&T
T
$171B
| $103M | 0.08% |
4,780,832
-2,616,356
| -35% | -$58.5M |
|
224
CALL
Baidu
BIDU
$35.2B
| $102M | 0.08% |
807,100
+706,900
| +705% | +$87.6M |
|
225
CALL
Las Vegas Sands
LVS
$29.9B
| $102M | 0.08% |
2,175,700
+1,771,100
| +438% | +$84.6M |
|
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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.