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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 | |
|---|---|---|---|---|---|---|
2326
PUT
Precigen
PGEN
$2.51B
| $350K | ﹤0.01% |
+100,000
| New | +$475K |
|
2327
NOV
NOV
$7.38B
| $347K | ﹤0.01% |
38,260
-2,341
| -6% | -$27.4K |
|
2328
CALL
AngloGold Ashanti
AU
$49.2B
| $346K | ﹤0.01% |
+13,100
| New | +$392K |
|
2329
Pitney Bowes
PBI
$2.33B
| $346K | ﹤0.01% |
+65,130
| New | +$301K |
|
2330
iShares MSCI Mexico ETF
EWW
$1.91B
| $345K | ﹤0.01% |
10,332
-88,669
| -90% | -$2.93M |
|
2331
Winnebago Industries
WGO
$906M
| $345K | ﹤0.01% |
+6,674
| New | +$384K |
|
2332
CALL
Gerdau
GGB
$9.74B
| $344K | ﹤0.01% |
+117,054
| New | +$321K |
|
2333
PUT
Robert Half
RHI
$4.37B
| $344K | ﹤0.01% |
+6,500
| New | +$346K |
|
2334
PUT
Marriott Vacations Worldwide
VAC
$3.89B
| $343K | ﹤0.01% |
3,800
+1,500
| +65% | +$136K |
|
2335
Coty
COTY
$2.51B
| $342K | ﹤0.01% |
126,689
+44,703
| +55% | +$169K |
|
2336
CALL
Iovance Biotherapeutics
IOVA
$2.9B
| $342K | ﹤0.01% |
10,400
-16,800
| -62% | -$515K |
|
2337
Nasdaq
NDAQ
$53.4B
| $340K | ﹤0.01% |
8,301
+4,458
| +116% | +$190K |
|
2338
PUT
Schrodinger
SDGR
$1.4B
| $336K | ﹤0.01% |
7,000
+4,900
| +233% | +$337K |
|
|
VISN
2339
Vistance Networks Inc
VISN
$2.63B
| $333K | ﹤0.01% |
+36,979
| New | +$348K |
|
2340
Travelers Companies
TRV
$78.3B
| $333K | ﹤0.01% |
3,081
+666
| +28% | +$76.4K |
|
|
UNVR
2341
DELISTED
Univar Solutions Inc.
UNVR
| $333K | ﹤0.01% |
19,747
+18,146
| +1,133% | +$321K |
|
|
DRNA
2342
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $331K | ﹤0.01% |
+18,388
| New | +$381K |
|
|
CMCM
2343
Cheetah Mobile
CMCM
$98.1M
| $330K | ﹤0.01% |
+32,020
| New | +$349K |
|
2344
CALL
Molina Healthcare
MOH
$10.4B
| $330K | ﹤0.01% |
1,800
| – | – |
|
2345
CALL
Royal Bank of Canada
RY
$293B
| $329K | ﹤0.01% |
+4,700
| New | +$338K |
|
2346
CALL
Sabre
SABR
$835M
| $329K | ﹤0.01% |
50,600
-148,100
| -75% | -$1.1M |
|
2347
CALL
McCormick & Company Non-Voting
MKC
$14.3B
| $328K | ﹤0.01% |
3,400
+200
| +6% | +$19.6K |
|
2348
CALL
Ares Capital
ARCC
$14.3B
| $325K | ﹤0.01% |
23,300
+500
| +2% | +$7.11K |
|
|
CMA
2349
PUT
DELISTED
Comerica
CMA
| $325K | ﹤0.01% |
8,500
-1,400
| -14% | -$53.8K |
|
|
NMMCU
2350
DELISTED
North Mountain Merger Corp. Unit
NMMCU
| $325K | ﹤0.01% |
+31,829
| New | +$324K |
|
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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.