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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 | |
|---|---|---|---|---|---|---|
2176
CALL
Align Technology
ALGN
$12.3B
| $557K | ﹤0.01% |
+1,700
| New | +$519K |
|
2177
PUT
Huntington Bancshares
HBAN
$35.9B
| $557K | ﹤0.01% |
60,800
+32,000
| +111% | +$298K |
|
2178
PUT
Tilray
TLRY
$651M
| $555K | ﹤0.01% |
11,500
+1,830
| +19% | +$122K |
|
2179
PUT
SM Energy
SM
$7.73B
| $553K | ﹤0.01% |
347,600
| – | – |
|
2180
CALL
uniQure
QURE
$3.12B
| $552K | ﹤0.01% |
+15,000
| New | +$615K |
|
2181
PPG Industries
PPG
$25.8B
| $551K | ﹤0.01% |
4,516
-66,746
| -94% | -$7.8M |
|
2182
CALL
Under Armour
UAA
$2.29B
| $551K | ﹤0.01% |
49,100
-919,200
| -95% | -$9.68M |
|
2183
CALL
Amplify Alternative Harvest ETF
MJ
$109M
| $550K | ﹤0.01% |
+4,408
| New | +$656K |
|
2184
PUT
PagSeguro Digital
PAGS
$2.48B
| $549K | ﹤0.01% |
14,500
-19,900
| -58% | -$773K |
|
2185
PUT
ArcelorMittal
MT
$55.6B
| $546K | ﹤0.01% |
41,300
+8,800
| +27% | +$106K |
|
|
KL
2186
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $545K | ﹤0.01% |
11,194
-1,201
| -10% | -$60.2K |
|
2187
New Oriental
EDU
$8.84B
| $537K | ﹤0.01% |
3,589
+3,324
| +1,254% | +$480K |
|
|
MRSN
2188
DELISTED
Mersana Therapeutics
MRSN
| $534K | ﹤0.01% |
+1,148
| New | +$580K |
|
2189
VF Corp
VFC
$5.81B
| $533K | ﹤0.01% |
7,593
-376
| -5% | -$24.3K |
|
|
SAIL
2190
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $531K | ﹤0.01% |
+13,411
| New | +$466K |
|
2191
PUT
Marchex
MCHX
$77.1M
| $530K | ﹤0.01% |
250,000
-200,000
| -44% | -$352K |
|
|
SPR
2192
CALL
DELISTED
Spirit AeroSystems
SPR
| $530K | ﹤0.01% |
27,900
+9,200
| +49% | +$194K |
|
2193
Melco Resorts & Entertainment
MLCO
$2.16B
| $528K | ﹤0.01% |
31,727
+30,575
| +2,654% | +$542K |
|
2194
PUT
Sonos
SONO
$1.78B
| $528K | ﹤0.01% |
34,600
+33,400
| +2,783% | +$492K |
|
|
UNIT
2195
CALL
Uniti Group
UNIT
$2.25B
| $527K | ﹤0.01% |
+50,000
| New | +$484K |
|
2196
Restaurant Brands International
QSR
$25.6B
| $525K | ﹤0.01% |
9,125
-8,254
| -47% | -$460K |
|
2197
PUT
Edgewell Personal Care
EPC
$1.32B
| $519K | ﹤0.01% |
18,600
| – | – |
|
|
MOMO
2198
CALL
Hello Group
MOMO
$861M
| $516K | ﹤0.01% |
37,500
+37,300
| +18,650% | +$678K |
|
|
GAN
2199
DELISTED
GAN Ltd
GAN
| $515K | ﹤0.01% |
+30,469
| New | +$646K |
|
2200
ON Semiconductor
ON
$31.6B
| $512K | ﹤0.01% |
23,594
-50,096
| -68% | -$1.06M |
|
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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.