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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
P
3101
PUT
Everpure Inc
P
$29.9B
– –
-800
Closed -$14K
PWR icon
3102
Quanta Services
PWR
$101B
– –
-1,581
Closed -$62K
PWR icon
3103
PUT
Quanta Services
PWR
$101B
– –
-3,700
Closed -$145K
RDN icon
3104
CALL
Radian Group
RDN
$4.93B
– –
-100,000
Closed -$1.55M
RDN icon
3105
Radian Group
RDN
$4.93B
– –
-3,734
Closed -$58K
RIG icon
3106
PUT
Transocean
RIG
$5.82B
– –
-70,000
Closed -$127K
RLMD icon
3107
CALL
Relmada Therapeutics
RLMD
$527M
– –
-44,300
Closed -$1.98M
RLMD icon
3108
Relmada Therapeutics
RLMD
$527M
– –
-11
Closed –
RMBS icon
3109
Rambus
RMBS
$11B
– –
-40,112
Closed -$570K
ROCK icon
3110
CALL
Gibraltar Industries
ROCK
$1.49B
– –
-8,000
Closed -$384K
ROCK icon
3111
Gibraltar Industries
ROCK
$1.49B
– –
-2
Closed –
ROL icon
3112
Rollins
ROL
$18.2B
– –
-2,357
Closed -$67K
ROL icon
3113
PUT
Rollins
ROL
$18.2B
– –
-6,000
Closed -$170K
ROP icon
3114
PUT
Roper Technologies
ROP
$39.8B
– –
-1,000
Closed -$388K
RPRX icon
3115
CALL
Royalty Pharma
RPRX
$25.3B
– –
-35,600
Closed -$1.73M
RPRX icon
3116
Royalty Pharma
RPRX
$25.3B
– –
-7,676
Closed -$373K
RRR icon
3117
CALL
Red Rock Resorts
RRR
$3.62B
– –
-3,100
Closed -$33K
RRR icon
3118
Red Rock Resorts
RRR
$3.62B
– –
-33,425
Closed -$365K
RRR icon
3119
PUT
Red Rock Resorts
RRR
$3.62B
– –
-1,800
Closed -$20K
SHOE
3120
Shoe Station Group
SHOE
$428M
– –
-30,156
Closed -$441K
SMPL icon
3121
Simply Good Foods
SMPL
$982M
– –
-27,463
Closed -$510K
SMPL icon
3122
PUT
Simply Good Foods
SMPL
$982M
– –
-70,000
Closed -$1.3M
SNA icon
3123
CALL
Snap-on
SNA
$21.5B
– –
-300
Closed -$42K
SNA icon
3124
Snap-on
SNA
$21.5B
– –
-591
Closed -$82K
SNA icon
3125
PUT
Snap-on
SNA
$21.5B
– –
-2,100
Closed -$289K
123 124
125
126 127

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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.