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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
SNBR
3126
DELISTED
Sleep Number
SNBR
– –
-31,716
Closed -$1.32M
SNBR
3127
PUT
DELISTED
Sleep Number
SNBR
– –
-85,000
Closed -$3.54M
SSRM icon
3128
SSR Mining
SSRM
$6.48B
– –
-22,843
Closed -$487K
STAA icon
3129
STAAR Surgical
STAA
$1.21B
– –
-11,967
Closed -$736K
STE icon
3130
CALL
Steris
STE
$23.1B
– –
-100,000
Closed -$15.3M
STE icon
3131
PUT
Steris
STE
$23.1B
– –
-50,300
Closed -$7.72M
TBT icon
3132
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
– –
-188,491
Closed -$3M
TBT icon
3133
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
– –
-200,000
Closed -$3.18M
TD icon
3134
CALL
Toronto Dominion Bank
TD
$200B
– –
-7,200
Closed -$320K
TD icon
3135
Toronto Dominion Bank
TD
$200B
– –
-1,777
Closed -$79K
TMHC
3136
CALL
DELISTED
Taylor Morrison
TMHC
– –
-125,000
Closed -$2.41M
TMHC
3137
DELISTED
Taylor Morrison
TMHC
– –
-3
Closed –
TRGP icon
3138
Targa Resources
TRGP
$55.1B
– –
-8,412
Closed -$148K
TRGP icon
3139
PUT
Targa Resources
TRGP
$55.1B
– –
-4,200
Closed -$84K
TROX icon
3140
Tronox
TROX
$1.04B
– –
-46,582
Closed -$336K
TRU icon
3141
CALL
TransUnion
TRU
$15.3B
– –
-67,500
Closed -$5.88M
TRU icon
3142
TransUnion
TRU
$15.3B
– –
-10,364
Closed -$902K
TRU icon
3143
PUT
TransUnion
TRU
$15.3B
– –
-45,000
Closed -$3.92M
TSEM icon
3144
CALL
Tower Semiconductor
TSEM
$28.5B
– –
-105,000
Closed -$2M
TSEM icon
3145
Tower Semiconductor
TSEM
$28.5B
– –
-115,790
Closed -$2.21M
TSEM icon
3146
PUT
Tower Semiconductor
TSEM
$28.5B
– –
-372,500
Closed -$7.11M
TVTX icon
3147
CALL
Travere Therapeutics
TVTX
$5.78B
– –
-67,000
Closed -$1.37M
TVTX icon
3148
Travere Therapeutics
TVTX
$5.78B
– –
-19,999
Closed -$408K
UPWK icon
3149
PUT
Upwork
UPWK
$1.19B
– –
-202,300
Closed -$2.92M
VET icon
3150
Vermilion Energy
VET
$1.66B
– –
-59,403
Closed -$265K
124 125
126
127 128

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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.