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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
MLKN icon
3076
MillerKnoll
MLKN
$1.67B
– –
-46,144
Closed -$1.09M
MLKN icon
3077
PUT
MillerKnoll
MLKN
$1.67B
– –
-50,000
Closed -$1.18M
MRSH
3078
CALL
Marsh
MRSH
$91.5B
– –
-900
Closed -$97K
MOH icon
3079
Molina Healthcare
MOH
$10.3B
– –
-68
Closed -$12.4K
MPT
3080
CALL
Medical Properties Trust
MPT
$2.81B
– –
-46,200
Closed -$869K
MT icon
3081
ArcelorMittal
MT
$55.3B
– –
-1,370
Closed -$16.5K
MTZ icon
3082
CALL
MasTec
MTZ
$21.9B
– –
-100
Closed -$4K
MTZ icon
3083
MasTec
MTZ
$21.9B
– –
-19,060
Closed -$855K
MTZ icon
3084
PUT
MasTec
MTZ
$21.9B
– –
-900
Closed -$40K
NSSC icon
3085
CALL
Napco Security Technologies
NSSC
$1.48B
– –
-94,800
Closed -$1.11M
NSSC icon
3086
Napco Security Technologies
NSSC
$1.48B
– –
-14,434
Closed -$169K
NVO
3087
CALL
Novo Nordisk
NVO
$209B
– –
-135,600
Closed -$4.44M
NVO
3088
Novo Nordisk
NVO
$209B
– –
-612
Closed -$20K
NVT icon
3089
CALL
nVent Electric
NVT
$26.7B
– –
-16,300
Closed -$305K
NWBI icon
3090
CALL
Northwest Bancshares
NWBI
$2.28B
– –
-80,000
Closed -$818K
NWBI icon
3091
Northwest Bancshares
NWBI
$2.28B
– –
-77
Closed -$1K
ONB icon
3092
Old National Bancorp
ONB
$10.2B
– –
-44,640
Closed -$613K
OZK icon
3093
CALL
Bank OZK
OZK
$5.61B
– –
-19,900
Closed -$467K
OZK icon
3094
Bank OZK
OZK
$5.61B
– –
-4,435
Closed -$104K
PEG icon
3095
CALL
Public Service Enterprise Group
PEG
$37.7B
– –
-27,300
Closed -$1.34M
PFG icon
3096
Principal Financial Group
PFG
$24.3B
– –
-2,208
Closed -$94.1K
PKG icon
3097
Packaging Corp of America
PKG
$22.8B
– –
-577
Closed -$58K
PKG icon
3098
PUT
Packaging Corp of America
PKG
$22.8B
– –
-1,800
Closed -$180K
PNR icon
3099
Pentair
PNR
$11B
– –
-12,053
Closed -$458K
PR
3100
CALL
Permian Resources
PR
$16.9B
– –
-29,500
Closed -$26K
122 123
124
125 126

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Credit Agricole
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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.