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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 | |
|---|---|---|---|---|---|---|
|
FL
1126
PUT
DELISTED
Foot Locker
FL
| $7.3M | 0.01% |
221,100
+50,800
| +30% | +$1.55M |
|
|
X
1127
PUT
DELISTED
US Steel
X
| $7.28M | 0.01% |
992,200
+687,300
| +225% | +$5.21M |
|
|
ELME
1128
PUT
Elme Communities
ELME
$144M
| $7.25M | 0.01% |
+360,000
| New | +$7.85M |
|
1129
CALL
APA Corp
APA
$14B
| $7.19M | 0.01% |
759,500
+466,100
| +159% | +$6.38M |
|
1130
CALL
LiveRamp
RAMP
$2.31B
| $7.17M | 0.01% |
+138,400
| New | +$6.92M |
|
1131
CALL
Harley-Davidson
HOG
$2.9B
| $7.15M | 0.01% |
291,100
+244,200
| +521% | +$6.58M |
|
1132
CALL
Ciena
CIEN
$62.7B
| $7.14M | 0.01% |
179,700
+90,300
| +101% | +$4.75M |
|
1133
CALL
Cencora
COR
$59.2B
| $7.11M | 0.01% |
73,400
-39,100
| -35% | -$3.89M |
|
1134
CALL
Chubb
CB
$133B
| $6.99M | 0.01% |
60,200
-73,000
| -55% | -$9.17M |
|
1135
CALL
Jack in the Box
JACK
$358M
| $6.96M | 0.01% |
87,700
+72,600
| +481% | +$5.84M |
|
1136
PUT
Duke Energy
DUK
$97.1B
| $6.95M | 0.01% |
78,400
+51,600
| +193% | +$4.25M |
|
1137
CALL
Keurig Dr Pepper
KDP
$42.3B
| $6.9M | 0.01% |
250,000
+165,000
| +194% | +$4.83M |
|
1138
STMicroelectronics
STM
$48.1B
| $6.87M | 0.01% |
+223,791
| New | +$6.58M |
|
1139
CALL
CBRE Group
CBRE
$44B
| $6.86M | 0.01% |
146,000
+113,200
| +345% | +$5.17M |
|
1140
CALL
Li Auto
LI
$12B
| $6.84M | 0.01% |
+393,100
| New | +$6.57M |
|
1141
CALL
CarMax
KMX
$8.52B
| $6.84M | 0.01% |
74,500
+44,600
| +149% | +$4.46M |
|
1142
KraneShares CSI China Internet ETF
KWEB
$5.31B
| $6.83M | 0.01% |
+100,222
| New | +$6.8M |
|
1143
CALL
Exelon
EXC
$47B
| $6.81M | 0.01% |
267,081
+36,592
| +16% | +$970K |
|
|
NVTA
1144
CALL
DELISTED
Invitae Corporation
NVTA
| $6.8M | 0.01% |
156,900
+85,000
| +118% | +$2.9M |
|
1145
Healthcare Realty
HR
$6.58B
| $6.74M | 0.01% |
+259,144
| New | +$6.8M |
|
|
ZGNX
1146
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $6.74M | 0.01% |
375,700
-24,300
| -6% | -$595K |
|
1147
iShares MSCI Japan ETF
EWJ
$23.2B
| $6.73M | 0.01% |
113,983
-50,477
| -31% | -$2.89M |
|
1148
CALL
Public Storage
PSA
$61.4B
| $6.73M | 0.01% |
+30,200
| New | +$6.17M |
|
1149
PUT
Vulcan Materials
VMC
$36B
| $6.71M | 0.01% |
49,500
-66,600
| -57% | -$8.37M |
|
1150
Centene
CNC
$32.6B
| $6.7M | 0.01% |
114,908
+67,762
| +144% | +$4.21M |
|
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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.