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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
HOLX
3051
CALL
DELISTED
Hologic
HOLX
– –
-139,700
Closed -$7.96M
HPP
3052
CALL
Hudson Pacific Properties
HPP
$779M
– –
-10,000
Closed -$1.76M
HUN icon
3053
CALL
Huntsman Corp
HUN
$1.77B
– –
-60,000
Closed -$1.08M
HWM icon
3054
CALL
Howmet Aerospace
HWM
$112B
– –
-1,400
Closed -$22K
HWM icon
3055
Howmet Aerospace
HWM
$112B
– –
-6,147
Closed -$97K
HWM icon
3056
PUT
Howmet Aerospace
HWM
$112B
– –
-5,200
Closed -$82K
IMAX icon
3057
IMAX
IMAX
$2.66B
– –
-289
Closed -$3K
IMAX icon
3058
PUT
IMAX
IMAX
$2.66B
– –
-20,000
Closed -$224K
INO icon
3059
CALL
Inovio Pharmaceuticals
INO
$69M
– –
-1,358
Closed -$439K
INO icon
3060
Inovio Pharmaceuticals
INO
$69M
– –
-5
Closed -$2K
INO icon
3061
PUT
Inovio Pharmaceuticals
INO
$69M
– –
-42
Closed -$13K
IPGP icon
3062
CALL
IPG Photonics
IPGP
$3.84B
– –
-300
Closed -$48K
KPTI icon
3063
CALL
Karyopharm Therapeutics
KPTI
$48M
– –
-2,200
Closed -$625K
LBTYA icon
3064
PUT
Liberty Global Class A
LBTYA
$3.6B
– –
-1,300
Closed -$28K
LNC icon
3065
CALL
Lincoln National
LNC
$8.81B
– –
-100,000
Closed -$3.68M
LNC icon
3066
Lincoln National
LNC
$8.81B
– –
-6,596
Closed -$243K
LNC icon
3067
PUT
Lincoln National
LNC
$8.81B
– –
-15,500
Closed -$572K
LNW
3068
PUT
DELISTED
Light & Wonder
LNW
– –
-200
Closed -$3K
LOCO icon
3069
El Pollo Loco
LOCO
$462M
– –
-19,962
Closed -$295K
LRN icon
3070
CALL
Stride
LRN
$3.43B
– –
-27,500
Closed -$749K
LRN icon
3071
Stride
LRN
$3.43B
– –
-5,515
Closed -$150K
LRN icon
3072
PUT
Stride
LRN
$3.43B
– –
-27,500
Closed -$749K
LSCC icon
3073
CALL
Lattice Semiconductor
LSCC
$18.5B
– –
-55,300
Closed -$1.57M
LSCC icon
3074
Lattice Semiconductor
LSCC
$18.5B
– –
-68
Closed -$2K
MLKN icon
3075
CALL
MillerKnoll
MLKN
$1.67B
– –
-50,000
Closed -$1.18M
121 122
123
124 125

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Credit Agricole
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Carson Wealth (CWM LLC)
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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.