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Parallax Volatility Advisers

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
Cap. Flow
+$39.3B
Cap. Flow %
29.09%
Top 10 Hldgs %
32.48%
Holding
3,280
New
598
Increased
1,528
Reduced
747
Closed
271

Top Buys

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$170M
2
CRM icon
Salesforce
CRM
+$162M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$153M
4
META icon
Meta Platforms (Facebook)
META
+$116M
5
AMD icon
Advanced Micro Devices
AMD
+$105M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$127M
2
GLD icon
SPDR Gold Trust
GLD
+$116M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$113M
4
SPY icon
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
LDOS icon
2801
Leidos
LDOS
$17.3B
$54K ﹤0.01%
605
-12
-2% -$1.08K
OXY.WS icon
2802
CALL
Occidental Petroleum Corp Warrants
OXY.WS
$32B
$54K ﹤0.01%
+18,000
New +$57.5K
STAY
2803
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$54K ﹤0.01%
4,521
-1,926
-30% -$23.1K
ACB
2804
Aurora Cannabis
ACB
$185M
$53K ﹤0.01%
+1,132
New +$108K
CNK icon
2805
Cinemark Holdings
CNK
$4.32B
$53K ﹤0.01%
+5,265
New +$65.6K
CRL icon
2806
Charles River Laboratories
CRL
$12.8B
$53K ﹤0.01%
+235
New +$48.8K
FRO icon
2807
Frontline
FRO
$8.85B
$53K ﹤0.01%
8,145
-2,651
-25% -$20.3K
FRO icon
2808
PUT
Frontline
FRO
$8.85B
$53K ﹤0.01%
8,100
– –
CG icon
2809
Carlyle Group
CG
$17.2B
$51K ﹤0.01%
2,074
-74,173
-97% -$2M
DX
2810
Dynex Capital
DX
$3.21B
$51K ﹤0.01%
+3,324
New +$50.9K
IHRT icon
2811
iHeartMedia
IHRT
$583M
$51K ﹤0.01%
+6,331
New +$53.9K
ITUB icon
2812
Itaú Unibanco
ITUB
$87.5B
$51K ﹤0.01%
17,451
-1,163,345
-99% -$3.95M
PMT
2813
PennyMac Mortgage Investment
PMT
$842M
$51K ﹤0.01%
3,193
-676
-17% -$12K
GDDY icon
2814
GoDaddy
GDDY
$11.5B
$50K ﹤0.01%
+663
New +$50K
RVTY icon
2815
CALL
Revvity
RVTY
$12.8B
$50K ﹤0.01%
+400
New +$46K
BROGW
2816
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$50K ﹤0.01%
+99,900
New +$58.3K
AWK icon
2817
American Water Works
AWK
$26.9B
$49K ﹤0.01%
336
-16,033
-98% -$2.27M
IQV icon
2818
CALL
IQVIA
IQV
$39.3B
$48K ﹤0.01%
+300
New +$47K
RDS.B
2819
PUT
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$48K ﹤0.01%
2,000
+1,300
+186% +$37.2K
SIVB
2820
CALL
DELISTED
SVB Financial Group
SIVB
$48K ﹤0.01%
200
– –
HOG icon
2821
Harley-Davidson
HOG
$2.71B
$47K ﹤0.01%
1,903
-28,687
-94% -$773K
IPG
2822
CALL
DELISTED
Interpublic Group of Companies
IPG
$47K ﹤0.01%
+2,800
New +$50K
MDY icon
2823
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
$47K ﹤0.01%
139
-2,701
-95% -$922K
VOYA icon
2824
Voya Financial
VOYA
$9.19B
$47K ﹤0.01%
990
+597
+152% +$29.4K
AGRX
2825
DELISTED
Agile Therapeutics
AGRX
$47K ﹤0.01%
+8
New +$45.9K
111 112
113
114 115

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.