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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 | |
|---|---|---|---|---|---|---|
1576
CALL
Tenet Healthcare
THC
$21.5B
| $2.47M | ﹤0.01% |
100,800
+800
| +0.8% | +$20.4K |
|
1577
PUT
Check Point Software Technologies
CHKP
$13.7B
| $2.46M | ﹤0.01% |
20,500
+12,900
| +170% | +$1.57M |
|
1578
CALL
Travelers Companies
TRV
$77.2B
| $2.46M | ﹤0.01% |
22,700
+13,800
| +155% | +$1.58M |
|
|
BIG
1579
PUT
DELISTED
Big Lots, Inc.
BIG
| $2.45M | ﹤0.01% |
54,900
+47,600
| +652% | +$2.14M |
|
|
DOCU
1580
DocuSign
DOCU
$12.2B
| $2.43M | ﹤0.01% |
11,288
-44,406
| -80% | -$9.22M |
|
1581
CALL
WEC Energy
WEC
$35.9B
| $2.42M | ﹤0.01% |
+25,000
| New | +$2.33M |
|
1582
Dell
DELL
$320B
| $2.42M | ﹤0.01% |
70,566
+7,809
| +12% | +$244K |
|
|
JOYY
1583
CALL
JOYY Inc
JOYY
$3.64B
| $2.41M | ﹤0.01% |
+30,100
| New | +$2.47M |
|
1584
PUT
Verisk Analytics
VRSK
$24.2B
| $2.41M | ﹤0.01% |
13,000
+6,700
| +106% | +$1.23M |
|
1585
Alerian MLP ETF
AMLP
$13.1B
| $2.41M | ﹤0.01% |
120,452
+57,131
| +90% | +$1.32M |
|
1586
PUT
Deutsche Bank
DB
$72.1B
| $2.4M | ﹤0.01% |
285,200
+4,900
| +2% | +$45.9K |
|
1587
ACM Research
ACMR
$5.65B
| $2.38M | ﹤0.01% |
+103,407
| New | +$2.94M |
|
1588
PUT
Invitation Homes
INVH
$18B
| $2.38M | ﹤0.01% |
+85,000
| New | +$2.42M |
|
1589
Idexx Laboratories
IDXX
$44.7B
| $2.38M | ﹤0.01% |
6,046
+838
| +16% | +$310K |
|
1590
Gartner
IT
$11.6B
| $2.36M | ﹤0.01% |
+18,909
| New | +$2.4M |
|
1591
Credit Acceptance
CACC
$6.05B
| $2.35M | ﹤0.01% |
6,938
+6,477
| +1,405% | +$2.72M |
|
1592
Keysight
KEYS
$60.5B
| $2.34M | ﹤0.01% |
23,729
+20,586
| +655% | +$2.02M |
|
|
GOOS
1593
PUT
Canada Goose Holdings
GOOS
$850M
| $2.33M | ﹤0.01% |
72,400
+8,100
| +13% | +$199K |
|
1594
Yeti Holdings
YETI
$3.44B
| $2.33M | ﹤0.01% |
51,358
+28,524
| +125% | +$1.35M |
|
1595
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
| $2.32M | ﹤0.01% |
73,046
-116,350
| -61% | -$3.61M |
|
1596
CALL
Tradeweb Markets
TW
$22.3B
| $2.32M | ﹤0.01% |
+40,000
| New | +$2.2M |
|
1597
PUT
Newell Brands
NWL
$2.63B
| $2.32M | ﹤0.01% |
135,100
-1,900
| -1% | -$31.7K |
|
1598
CALL
Nutanix
NTNX
$18.4B
| $2.31M | ﹤0.01% |
104,100
-1,400
| -1% | -$32K |
|
1599
BlackBerry
BB
$5.27B
| $2.3M | ﹤0.01% |
501,968
-200,241
| -29% | -$969K |
|
1600
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$142M
| $2.29M | ﹤0.01% |
+1,441
| New | +$2.56M |
|
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.