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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 | |
|---|---|---|---|---|---|---|
|
STMP
1401
DELISTED
Stamps.com, Inc.
STMP
| $3.94M | ﹤0.01% |
16,362
+15,865
| +3,192% | +$3.78M |
|
1402
PUT
MarketAxess Holdings
MKTX
$5.72B
| $3.94M | ﹤0.01% |
8,200
+5,200
| +173% | +$2.57M |
|
1403
CALL
Kinross Gold
KGC
$31.9B
| $3.92M | ﹤0.01% |
444,800
+224,900
| +102% | +$1.95M |
|
1404
TransDigm Group
TDG
$68.9B
| $3.92M | ﹤0.01% |
8,256
+5,946
| +257% | +$2.8M |
|
|
ELAT
1405
DELISTED
Elanco Animal Health Incorporated 5.00% Tangible Equity Units
ELAT
| $3.92M | ﹤0.01% |
+88,428
| New | +$3.73M |
|
1406
International Paper
IP
$21.8B
| $3.91M | ﹤0.01% |
101,785
+47,010
| +86% | +$1.66M |
|
1407
PUT
Alaska Air
ALK
$5.3B
| $3.9M | ﹤0.01% |
106,500
+63,100
| +145% | +$2.36M |
|
1408
CALL
Genmab
GMAB
$19.3B
| $3.89M | ﹤0.01% |
106,300
+35,500
| +50% | +$1.28M |
|
1409
Kroger
KR
$35.1B
| $3.88M | ﹤0.01% |
114,573
+51,090
| +80% | +$1.76M |
|
1410
CarMax
KMX
$8.52B
| $3.88M | ﹤0.01% |
42,221
-9,965
| -19% | -$995K |
|
|
ZNGA
1411
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.88M | ﹤0.01% |
425,000
+348,300
| +454% | +$3.24M |
|
1412
Freeport-McMoran
FCX
$93.6B
| $3.87M | ﹤0.01% |
247,320
-143,886
| -37% | -$2.08M |
|
|
SDC
1413
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $3.86M | ﹤0.01% |
+330,700
| New | +$3.04M |
|
1414
Tandem Diabetes Care
TNDM
$1.61B
| $3.83M | ﹤0.01% |
33,752
+22,249
| +193% | +$2.34M |
|
1415
Franco-Nevada
FNV
$44.7B
| $3.82M | ﹤0.01% |
27,387
+23,579
| +619% | +$3.5M |
|
1416
PUT
GoDaddy
GDDY
$12.7B
| $3.8M | ﹤0.01% |
+50,000
| New | +$3.77M |
|
1417
CALL
Nokia
NOK
$59B
| $3.79M | ﹤0.01% |
969,600
+266,200
| +38% | +$1.2M |
|
1418
PUT
Chegg
CHGG
$89.3M
| $3.79M | ﹤0.01% |
53,000
+4,100
| +8% | +$302K |
|
|
MDC
1419
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $3.77M | ﹤0.01% |
+86,400
| New | +$3.44M |
|
|
AAN.A
1420
CALL
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $3.76M | ﹤0.01% |
66,400
+63,300
| +2,042% | +$3.59M |
|
|
NEWR
1421
DELISTED
New Relic, Inc.
NEWR
| $3.76M | ﹤0.01% |
+66,695
| New | +$4.07M |
|
|
FLIR
1422
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $3.76M | ﹤0.01% |
104,800
+4,000
| +4% | +$152K |
|
|
BAND
1423
Bandwidth Inc
BAND
$1.74B
| $3.74M | ﹤0.01% |
+21,443
| New | +$3.17M |
|
1424
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$142M
| $3.73M | ﹤0.01% |
2,343
-362
| -13% | -$643K |
|
|
FLIR
1425
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $3.71M | ﹤0.01% |
103,600
+22,500
| +28% | +$858K |
|
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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.