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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 | |
|---|---|---|---|---|---|---|
|
LVGO
1626
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $2.2M | ﹤0.01% |
+15,715
| New | +$1.91M |
|
|
JWN
1627
PUT
DELISTED
Nordstrom
JWN
| $2.2M | ﹤0.01% |
184,300
-56,400
| -23% | -$845K |
|
|
KL
1628
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $2.2M | ﹤0.01% |
45,100
+40,700
| +925% | +$2.04M |
|
1629
CALL
Zai Lab
ZLAB
$2.92B
| $2.2M | ﹤0.01% |
+26,400
| New | +$2.12M |
|
1630
PUT
Rocket Companies
RKT
$42.6B
| $2.19M | ﹤0.01% |
+110,000
| New | +$2.57M |
|
1631
PUT
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $2.19M | ﹤0.01% |
100,000
+50,000
| +100% | +$1.1M |
|
|
AAN.A
1632
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $2.19M | ﹤0.01% |
38,700
+37,600
| +3,418% | +$2.13M |
|
1633
Akamai
AKAM
$18B
| $2.19M | ﹤0.01% |
19,803
+11,398
| +136% | +$1.27M |
|
|
SAFM
1634
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $2.18M | ﹤0.01% |
18,500
-62,600
| -77% | -$7.32M |
|
1635
Advance Auto Parts
AAP
$3.46B
| $2.17M | ﹤0.01% |
14,138
-12,498
| -47% | -$1.88M |
|
1636
PUT
Welltower
WELL
$169B
| $2.17M | ﹤0.01% |
39,300
-17,700
| -31% | -$972K |
|
1637
CALL
Check Point Software Technologies
CHKP
$13.7B
| $2.16M | ﹤0.01% |
18,000
+11,300
| +169% | +$1.38M |
|
|
IAA
1638
DELISTED
IAA, Inc. Common Stock
IAA
| $2.16M | ﹤0.01% |
+41,507
| New | +$1.93M |
|
1639
GFL Environmental
GFL
$15B
| $2.16M | ﹤0.01% |
+101,481
| New | +$2.04M |
|
|
CSOD
1640
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $2.16M | ﹤0.01% |
+59,327
| New | +$2.13M |
|
1641
CALL
Sprouts Farmers Market
SFM
$7.71B
| $2.16M | ﹤0.01% |
+103,000
| New | +$2.47M |
|
1642
CALL
GSK
GSK
$101B
| $2.15M | ﹤0.01% |
45,760
+32,400
| +243% | +$1.62M |
|
|
WW
1643
PUT
DELISTED
WW International
WW
| $2.15M | ﹤0.01% |
114,000
-1,100
| -1% | -$25.9K |
|
1644
Pultegroup
PHM
$24.9B
| $2.14M | ﹤0.01% |
46,262
+35,491
| +330% | +$1.52M |
|
|
STMP
1645
PUT
DELISTED
Stamps.com, Inc.
STMP
| $2.14M | ﹤0.01% |
8,900
-10,000
| -53% | -$2.39M |
|
1646
PUT
Credit Acceptance
CACC
$6.05B
| $2.14M | ﹤0.01% |
6,300
+3,500
| +125% | +$1.47M |
|
|
DNKN
1647
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.14M | ﹤0.01% |
26,100
-39,500
| -60% | -$2.85M |
|
1648
PUT
Textron
TXT
$15.1B
| $2.13M | ﹤0.01% |
59,100
+43,600
| +281% | +$1.58M |
|
1649
Warner Bros
WBD
$69.6B
| $2.13M | ﹤0.01% |
97,689
+77,816
| +392% | +$1.7M |
|
|
SKX
1650
CALL
DELISTED
Skechers
SKX
| $2.13M | ﹤0.01% |
70,600
+25,000
| +55% | +$745K |
|
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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.