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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 | |
|---|---|---|---|---|---|---|
1001
Microchip Technology
MCHP
$42.2B
| $9.74M | 0.01% |
189,666
+155,806
| +460% | +$8.11M |
|
1002
CALL
Fastenal
FAST
$59.9B
| $9.74M | 0.01% |
432,000
+182,000
| +73% | +$4.18M |
|
1003
CALL
HubSpot
HUBS
$12B
| $9.72M | 0.01% |
33,300
+24,400
| +274% | +$6.4M |
|
1004
PUT
Burlington
BURL
$22.3B
| $9.71M | 0.01% |
47,100
+33,700
| +251% | +$6.56M |
|
1005
CALL
Thor Industries
THO
$4.11B
| $9.67M | 0.01% |
101,500
+57,000
| +128% | +$5.9M |
|
1006
CALL
Teleflex
TFX
$5.82B
| $9.63M | 0.01% |
+28,300
| New | +$10.5M |
|
1007
Altria Group
MO
$109B
| $9.6M | 0.01% |
248,561
+84,603
| +52% | +$3.52M |
|
1008
CALL
Sempra
SRE
$56.2B
| $9.56M | 0.01% |
161,600
-6,200
| -4% | -$382K |
|
1009
CALL
Allstate
ALL
$64.7B
| $9.54M | 0.01% |
101,400
+69,200
| +215% | +$6.46M |
|
1010
CALL
iShares MSCI Japan ETF
EWJ
$23.2B
| $9.54M | 0.01% |
161,500
+42,800
| +36% | +$2.45M |
|
1011
PUT
eHealth
EHTH
$39.7M
| $9.52M | 0.01% |
120,500
+96,100
| +394% | +$7.79M |
|
1012
ASML
ASML
$710B
| $9.51M | 0.01% |
25,758
+17,412
| +209% | +$6.51M |
|
1013
PUT
First Industrial Realty Trust
FR
$8.4B
| $9.45M | 0.01% |
+237,500
| New | +$9.8M |
|
1014
Waste Management
WM
$90.5B
| $9.42M | 0.01% |
83,243
+58,661
| +239% | +$6.48M |
|
1015
CALL
ON Semiconductor
ON
$31.8B
| $9.41M | 0.01% |
434,000
+143,900
| +50% | +$3.05M |
|
1016
Wayfair
W
$13.9B
| $9.4M | 0.01% |
32,301
-33,152
| -51% | -$9.07M |
|
1017
CALL
Kinder Morgan
KMI
$71.4B
| $9.39M | 0.01% |
761,800
+73,700
| +11% | +$1.03M |
|
1018
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.56B
| $9.34M | 0.01% |
257,049
+114,202
| +80% | +$4.29M |
|
|
HOME
1019
PUT
DELISTED
At Home Group Inc.
HOME
| $9.29M | 0.01% |
+625,000
| New | +$8.26M |
|
|
LVGO
1020
CALL
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $9.29M | 0.01% |
+66,300
| New | +$8.08M |
|
|
1021
CALL
Waste Management
WM
$90.5B
| $9.28M | 0.01% |
82,000
+34,500
| +73% | +$3.81M |
|
|
WORK
1022
DELISTED
Slack Technologies, Inc.
WORK
| $9.25M | 0.01% |
344,371
+341,386
| +11,437% | +$10M |
|
1023
CALL
Edwards Lifesciences
EW
$53.6B
| $9.21M | 0.01% |
115,400
+68,600
| +147% | +$5.35M |
|
|
LSI
1024
PUT
DELISTED
Life Storage, Inc.
LSI
| $9.21M | 0.01% |
131,250
-90,000
| -41% | -$6.1M |
|
|
EB
1025
PUT
DELISTED
Eventbrite
EB
| $9.2M | 0.01% |
+847,600
| New | +$8.42M |
|
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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.