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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Lumen
LUMN
$6.6B
| $4.91M | ﹤0.01% |
487,100
-563,600
| -54% | -$5.86M |
|
1302
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $4.89M | ﹤0.01% |
36,325
-42,794
| -54% | -$5.83M |
|
1303
Kinder Morgan
KMI
$71.4B
| $4.88M | ﹤0.01% |
395,646
+198,197
| +100% | +$2.76M |
|
1304
PUT
HubSpot
HUBS
$12B
| $4.88M | ﹤0.01% |
16,700
+13,600
| +439% | +$3.56M |
|
1305
NetApp
NTAP
$40.2B
| $4.88M | ﹤0.01% |
111,249
+45,675
| +70% | +$1.99M |
|
|
BNY
1306
Bank of New York Mellon
BNY
$110B
| $4.85M | ﹤0.01% |
141,250
+112,655
| +394% | +$4.1M |
|
1307
Best Buy
BBY
$18B
| $4.83M | ﹤0.01% |
43,439
+31,546
| +265% | +$3.23M |
|
1308
VanEck High Yield Muni ETF
HYD
$4.42B
| $4.82M | ﹤0.01% |
+80,586
| New | +$4.83M |
|
|
HOME
1309
DELISTED
At Home Group Inc.
HOME
| $4.82M | ﹤0.01% |
+324,318
| New | +$4.29M |
|
1310
CALL
PagSeguro Digital
PAGS
$2.43B
| $4.82M | ﹤0.01% |
127,600
+112,700
| +756% | +$4.38M |
|
1311
Norfolk Southern
NSC
$75.9B
| $4.81M | ﹤0.01% |
22,490
+5,864
| +35% | +$1.18M |
|
1312
Paycom
PAYC
$10.1B
| $4.81M | ﹤0.01% |
15,457
+7,769
| +101% | +$2.27M |
|
|
ARR
1313
CALL
Armour Residential REIT
ARR
$2.37B
| $4.75M | ﹤0.01% |
+100,000
| New | +$4.77M |
|
|
ARR
1314
PUT
Armour Residential REIT
ARR
$2.37B
| $4.75M | ﹤0.01% |
+100,000
| New | +$4.77M |
|
1315
PUT
Oneok
OKE
$58.4B
| $4.74M | ﹤0.01% |
182,600
+161,800
| +778% | +$4.5M |
|
1316
PUT
Church & Dwight Co
CHD
$24B
| $4.74M | ﹤0.01% |
50,600
+46,400
| +1,105% | +$4.21M |
|
1317
CALL
Parker-Hannifin
PH
$134B
| $4.74M | ﹤0.01% |
23,400
-8,300
| -26% | -$1.63M |
|
1318
Teva Pharmaceuticals
TEVA
$42.6B
| $4.74M | ﹤0.01% |
525,560
-390,931
| -43% | -$4.14M |
|
1319
CALL
Cardinal Health
CAH
$53.8B
| $4.71M | ﹤0.01% |
100,200
+48,600
| +94% | +$2.49M |
|
|
HAYN
1320
PUT
DELISTED
Haynes International, Inc.
HAYN
| $4.7M | ﹤0.01% |
275,000
+145,000
| +112% | +$2.96M |
|
1321
First Industrial Realty Trust
FR
$8.4B
| $4.7M | ﹤0.01% |
+118,100
| New | +$4.88M |
|
1322
PUT
AGNC Investment
AGNC
$13B
| $4.7M | ﹤0.01% |
337,600
+317,300
| +1,563% | +$4.37M |
|
1323
CALL
Aflac
AFL
$60.7B
| $4.68M | ﹤0.01% |
128,800
+127,200
| +7,950% | +$4.63M |
|
1324
The Mosaic Company
MOS
$6.92B
| $4.68M | ﹤0.01% |
256,349
+204,457
| +394% | +$3.33M |
|
1325
iQIYI
IQ
$1.31B
| $4.67M | ﹤0.01% |
206,953
+156,879
| +313% | +$3.43M |
|
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.