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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 | |
|---|---|---|---|---|---|---|
1226
State Street SPDR S&P Bank ETF
KBE
$1.75B
| $5.67M | ﹤0.01% |
192,486
+57,573
| +43% | +$1.79M |
|
1227
PUT
Hartford Financial Services
HIG
$37.8B
| $5.67M | ﹤0.01% |
153,900
+115,500
| +301% | +$4.6M |
|
1228
eHealth
EHTH
$38.8M
| $5.65M | ﹤0.01% |
71,569
+70,909
| +10,744% | +$5.75M |
|
1229
CALL
NetApp
NTAP
$40.2B
| $5.65M | ﹤0.01% |
128,900
+74,200
| +136% | +$3.24M |
|
|
HMTV
1230
PUT
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $5.65M | ﹤0.01% |
650,000
| – | – |
|
1231
CALL
BioMarin Pharmaceuticals
BMRN
$13.3B
| $5.63M | ﹤0.01% |
74,000
-16,100
| -18% | -$1.63M |
|
1232
Dollar General
DG
$26.9B
| $5.62M | ﹤0.01% |
26,809
+5,380
| +25% | +$1.06M |
|
1233
PUT
TripAdvisor
TRIP
$1.29B
| $5.62M | ﹤0.01% |
286,600
+183,500
| +178% | +$3.85M |
|
1234
CALL
AstraZeneca
AZN
$244B
| $5.62M | ﹤0.01% |
51,300
-187,700
| -79% | -$20.9M |
|
1235
United Airlines
UAL
$41B
| $5.62M | ﹤0.01% |
161,602
+62,751
| +63% | +$2.17M |
|
|
MXIM
1236
CALL
DELISTED
Maxim Integrated Products
MXIM
| $5.61M | ﹤0.01% |
83,000
-248,200
| -75% | -$16.8M |
|
1237
Fortinet
FTNT
$121B
| $5.6M | ﹤0.01% |
237,835
+204,890
| +622% | +$5.29M |
|
1238
CALL
Masco
MAS
$14.7B
| $5.58M | ﹤0.01% |
101,300
-203,500
| -67% | -$11.4M |
|
1239
PUT
IQVIA
IQV
$39.8B
| $5.58M | ﹤0.01% |
+35,400
| New | +$5.55M |
|
1240
CALL
AGCO
AGCO
$6.96B
| $5.57M | ﹤0.01% |
+75,000
| New | +$5.12M |
|
1241
CALL
Pan American Silver
PAAS
$19.9B
| $5.55M | ﹤0.01% |
172,800
+44,200
| +34% | +$1.52M |
|
1242
Cummins
CMI
$87B
| $5.53M | ﹤0.01% |
26,190
-25,978
| -50% | -$5.18M |
|
|
CLDR
1243
PUT
DELISTED
Cloudera, Inc.
CLDR
| $5.53M | ﹤0.01% |
507,600
-9,900
| -2% | -$115K |
|
1244
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $5.52M | ﹤0.01% |
50,000
-125,200
| -71% | -$13.8M |
|
1245
Vipshop
VIPS
$6.8B
| $5.51M | ﹤0.01% |
352,054
+276,813
| +368% | +$5.42M |
|
1246
W.W. Grainger
GWW
$62.2B
| $5.5M | ﹤0.01% |
15,416
+5,961
| +63% | +$2.05M |
|
1247
PUT
Simon Property Group
SPG
$71.7B
| $5.48M | ﹤0.01% |
84,800
-171,500
| -67% | -$11.2M |
|
1248
PUT
Cheniere Energy
LNG
$55B
| $5.47M | ﹤0.01% |
118,200
+31,000
| +36% | +$1.57M |
|
1249
PUT
Ventas
VTR
$46.3B
| $5.47M | ﹤0.01% |
130,300
-19,300
| -13% | -$772K |
|
1250
PUT
Fastenal
FAST
$58.9B
| $5.47M | ﹤0.01% |
242,400
+219,800
| +973% | +$5.05M |
|
Similar funds
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.