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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 | |
|---|---|---|---|---|---|---|
2876
PUT
Omnicom Group
OMC
$23.4B
| $30K | ﹤0.01% |
600
-4,800
| -89% | -$257K |
|
2877
Mohawk Industries
MHK
$9.22B
| $29K | ﹤0.01% |
294
-806
| -73% | -$72.5K |
|
2878
NiSource
NI
$20.4B
| $29K | ﹤0.01% |
+1,337
| New | +$31K |
|
|
RDS.B
2879
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $29K | ﹤0.01% |
1,207
-3,150
| -72% | -$90.3K |
|
2880
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $28K | ﹤0.01% |
+800
| New | +$27.5K |
|
2881
CALL
Teradata
TDC
$2.55B
| $28K | ﹤0.01% |
+1,200
| New | +$26.7K |
|
2882
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $28K | ﹤0.01% |
255
-11,704
| -98% | -$1.31M |
|
|
HTZ
2883
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $27K | ﹤0.01% |
26,300
-18,900
| -42% | -$27.2K |
|
2884
CALL
Ally Financial
ALLY
$13.3B
| $26K | ﹤0.01% |
+1,000
| New | +$22.4K |
|
2885
Annaly Capital Management
NLY
$17.4B
| $26K | ﹤0.01% |
+906
| New | +$26.2K |
|
2886
CALL
HF Sinclair
DINO
$14.5B
| $24K | ﹤0.01% |
+1,200
| New | +$29.9K |
|
2887
PUT
Invesco
IVZ
$13.9B
| $24K | ﹤0.01% |
2,100
-5,800
| -73% | -$61.5K |
|
2888
Republic Services
RSG
$65.7B
| $24K | ﹤0.01% |
262
-1,242
| -83% | -$111K |
|
2889
PUT
Unum
UNM
$14.3B
| $24K | ﹤0.01% |
1,400
-17,300
| -93% | -$308K |
|
2890
Peabody Energy
BTU
$2.9B
| $23K | ﹤0.01% |
+10,175
| New | +$29.4K |
|
2891
Churchill Downs
CHDN
$6.12B
| $23K | ﹤0.01% |
284
-41,524
| -99% | -$3.22M |
|
2892
Equinox Gold
EQX
$13.5B
| $23K | ﹤0.01% |
+1,954
| New | +$23.5K |
|
|
GES
2893
PUT
DELISTED
Guess Inc
GES
| $23K | ﹤0.01% |
+2,000
| New | +$23K |
|
2894
PUT
PennyMac Financial
PFSI
$4.02B
| $23K | ﹤0.01% |
400
+300
| +300% | +$14.9K |
|
2895
Blackstone Mortgage Trust
BXMT
$2.38B
| $21K | ﹤0.01% |
954
+536
| +128% | +$12.6K |
|
2896
PUT
8x8 Inc
EGHT
$332M
| $21K | ﹤0.01% |
1,300
+1,000
| +333% | +$16.1K |
|
2897
CALL
Guidewire Software
GWRE
$14.2B
| $21K | ﹤0.01% |
+200
| New | +$22.5K |
|
2898
Royal Bank of Canada
RY
$293B
| $21K | ﹤0.01% |
+301
| New | +$21.6K |
|
2899
Vertex Pharmaceuticals
VRTX
$126B
| $21K | ﹤0.01% |
79
-1,470
| -95% | -$406K |
|
2900
Tencent Music
TME
$15.6B
| $20K | ﹤0.01% |
1,372
-31,525
| -96% | -$492K |
|
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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.