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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 | |
|---|---|---|---|---|---|---|
1526
CALL
Ingersoll Rand
IR
$32.7B
| $2.86M | ﹤0.01% |
80,280
+75,000
| +1,420% | +$2.51M |
|
1527
Ralph Lauren
RL
$23.1B
| $2.85M | ﹤0.01% |
41,999
+7,710
| +22% | +$549K |
|
1528
PUT
Thor Industries
THO
$4.11B
| $2.85M | ﹤0.01% |
29,900
+22,900
| +327% | +$2.37M |
|
1529
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$126B
| $2.85M | ﹤0.01% |
66,000
+47,600
| +259% | +$2.07M |
|
|
NUAN
1530
DELISTED
Nuance Communications, Inc.
NUAN
| $2.85M | ﹤0.01% |
85,893
+33,305
| +63% | +$966K |
|
1531
C.H. Robinson
CHRW
$17.5B
| $2.84M | ﹤0.01% |
27,769
+13,750
| +98% | +$1.29M |
|
1532
CALL
Moderna
MRNA
$25.4B
| $2.83M | ﹤0.01% |
+40,000
| New | +$2.79M |
|
1533
CALL
Old National Bancorp
ONB
$10.4B
| $2.83M | ﹤0.01% |
225,000
-1,873,600
| -89% | -$25.7M |
|
1534
CALL
CF Industries
CF
$17.7B
| $2.83M | ﹤0.01% |
92,000
-236,200
| -72% | -$7.53M |
|
1535
CALL
eHealth
EHTH
$38.8M
| $2.82M | ﹤0.01% |
35,600
-3,600
| -9% | -$292K |
|
1536
CALL
Credit Acceptance
CACC
$6.05B
| $2.81M | ﹤0.01% |
8,300
+7,800
| +1,560% | +$3.28M |
|
1537
Ford
F
$55.4B
| $2.81M | ﹤0.01% |
421,493
-1,906,370
| -82% | -$12.9M |
|
1538
PUT
Williams-Sonoma
WSM
$28.5B
| $2.79M | ﹤0.01% |
61,800
+40,800
| +194% | +$1.81M |
|
1539
CALL
Murphy Oil
MUR
$4.99B
| $2.77M | ﹤0.01% |
310,000
+200,000
| +182% | +$2.57M |
|
1540
CALL
DXC Technology
DXC
$1.79B
| $2.75M | ﹤0.01% |
154,400
+103,500
| +203% | +$1.89M |
|
1541
CALL
Sphere Entertainment
SPHR
$6.33B
| $2.74M | ﹤0.01% |
40,000
| – | – |
|
|
1542
PUT
Sphere Entertainment
SPHR
$6.33B
| $2.74M | ﹤0.01% |
40,000
| – | – |
|
1543
Trip.com Group
TCOM
$28.3B
| $2.73M | ﹤0.01% |
87,604
+87,131
| +18,421% | +$2.48M |
|
1544
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.4B
| $2.72M | ﹤0.01% |
761,000
-5,600
| -0.7% | -$31.5K |
|
1545
CALL
Unum
UNM
$14.7B
| $2.71M | ﹤0.01% |
160,700
+147,000
| +1,073% | +$2.61M |
|
1546
CALL
MarketAxess Holdings
MKTX
$5.72B
| $2.69M | ﹤0.01% |
5,600
+3,900
| +229% | +$1.93M |
|
1547
Dave & Buster's
PLAY
$370M
| $2.67M | ﹤0.01% |
176,225
+171,029
| +3,292% | +$2.52M |
|
1548
CALL
Oneok
OKE
$58.4B
| $2.67M | ﹤0.01% |
102,700
+14,000
| +16% | +$390K |
|
1549
Yum! Brands
YUM
$41.2B
| $2.66M | ﹤0.01% |
29,090
-1,356
| -4% | -$125K |
|
|
GOOS
1550
Canada Goose Holdings
GOOS
$850M
| $2.65M | ﹤0.01% |
82,258
+42,518
| +107% | +$1.05M |
|
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.