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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 | |
|---|---|---|---|---|---|---|
2226
iShares US Home Construction ETF
ITB
$2.39B
| $485K | ﹤0.01% |
8,554
+5,526
| +182% | +$289K |
|
|
MRO
2227
PUT
DELISTED
Marathon Oil Corporation
MRO
| $484K | ﹤0.01% |
118,400
-71,200
| -38% | -$376K |
|
|
SJI
2228
PUT
DELISTED
South Jersey Industries, Inc.
SJI
| $482K | ﹤0.01% |
+25,000
| New | +$560K |
|
2229
Thor Industries
THO
$4.21B
| $481K | ﹤0.01% |
5,048
+3,687
| +271% | +$382K |
|
|
DMYD.U
2230
DELISTED
dMY Technology Group, Inc. II Units, each consisting of one share of Class A common stock and one-th
DMYD.U
| $477K | ﹤0.01% |
+46,600
| New | +$474K |
|
2231
PUT
Ameriprise Financial
AMP
$49.8B
| $476K | ﹤0.01% |
3,100
-100
| -3% | -$15.4K |
|
2232
DXC Technology
DXC
$1.72B
| $474K | ﹤0.01% |
26,544
+17,561
| +195% | +$320K |
|
2233
Cheniere Energy
LNG
$55.5B
| $474K | ﹤0.01% |
10,234
-11,654
| -53% | -$591K |
|
2234
Williams-Sonoma
WSM
$29.7B
| $473K | ﹤0.01% |
10,462
-105,708
| -91% | -$4.7M |
|
|
SWCH
2235
PUT
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $468K | ﹤0.01% |
30,000
-150,000
| -83% | -$2.55M |
|
2236
PUT
United Parks & Resorts
PRKS
$2.01B
| $467K | ﹤0.01% |
23,500
+10,100
| +75% | +$184K |
|
2237
Chemours
CC
$2.27B
| $465K | ﹤0.01% |
22,215
-18,758
| -46% | -$362K |
|
2238
CALL
KB Home
KBH
$3.55B
| $463K | ﹤0.01% |
12,000
-2,200
| -15% | -$76.9K |
|
2239
CALL
Signet Jewelers
SIG
$3.64B
| $463K | ﹤0.01% |
24,700
+5,700
| +30% | +$82.9K |
|
2240
PUT
Vertex Pharmaceuticals
VRTX
$135B
| $461K | ﹤0.01% |
1,700
+500
| +42% | +$138K |
|
|
JOYY
2241
JOYY Inc
JOYY
$3.72B
| $461K | ﹤0.01% |
5,720
+5,252
| +1,122% | +$431K |
|
2242
CALL
Fiverr
FVRR
$322M
| $459K | ﹤0.01% |
+3,300
| New | +$354K |
|
2243
M/I Homes
MHO
$3.84B
| $456K | ﹤0.01% |
+9,910
| New | +$412K |
|
|
TTM
2244
PUT
DELISTED
Tata Motors Limited
TTM
| $455K | ﹤0.01% |
50,000
| – | – |
|
2245
Aramark
ARMK
$15.9B
| $454K | ﹤0.01% |
+23,783
| New | +$424K |
|
2246
PUT
Nasdaq
NDAQ
$53.4B
| $454K | ﹤0.01% |
11,100
-3,900
| -26% | -$166K |
|
|
ARR
2247
Armour Residential REIT
ARR
$2.37B
| $450K | ﹤0.01% |
+9,473
| New | +$452K |
|
2248
CALL
Elanco Animal Health
ELAN
$11.4B
| $445K | ﹤0.01% |
15,800
-99,700
| -86% | -$2.53M |
|
|
TIF
2249
CALL
DELISTED
Tiffany & Co.
TIF
| $443K | ﹤0.01% |
+3,800
| New | +$462K |
|
|
VRNT
2250
DELISTED
Verint Systems
VRNT
| $442K | ﹤0.01% |
+18,005
| New | +$420K |
|
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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.