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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
ALK icon
1676
Alaska Air
ALK
$5.3B
$2.02M ﹤0.01%
55,088
+34,055
+162% +$1.28M
VAC icon
1677
CALL
Marriott Vacations Worldwide
VAC
$4.17B
$2.01M ﹤0.01%
22,100
+20,000
+952% +$1.82M
CATM
1678
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2M ﹤0.01%
101,000
– –
PRPL icon
1679
CALL
Purple Innovation
PRPL
$28.7M
$1.99M ﹤0.01%
+3,200
New +$1.7M
AL
1680
CALL
DELISTED
Air Lease Corp
AL
$1.99M ﹤0.01%
+67,500
New +$1.99M
PLAN
1681
PUT
DELISTED
Anaplan, Inc.
PLAN
$1.99M ﹤0.01%
31,700
+27,900
+734% +$1.44M
CF icon
1682
CF Industries
CF
$17.7B
$1.98M ﹤0.01%
64,537
+40,496
+168% +$1.29M
EXLS icon
1683
PUT
EXL Service
EXLS
$5.36B
$1.98M ﹤0.01%
+150,000
New +$1.92M
BJ icon
1684
CALL
BJs Wholesale Club
BJ
$11.9B
$1.96M ﹤0.01%
47,200
+20,500
+77% +$847K
XP icon
1685
CALL
XP
XP
$8.18B
$1.96M ﹤0.01%
+47,000
New +$2.15M
INVH icon
1686
Invitation Homes
INVH
$18B
$1.95M ﹤0.01%
69,650
+4,576
+7% +$130K
SHOO icon
1687
PUT
Steven Madden
SHOO
$3.46B
$1.95M ﹤0.01%
+100,000
New +$2.15M
HZNP
1688
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.94M ﹤0.01%
+25,000
New +$1.72M
BBBY
1689
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.94M ﹤0.01%
129,456
-260,591
-67% -$3.01M
NARI
1690
PUT
DELISTED
Inari Medical, Inc. Common Stock
NARI
$1.93M ﹤0.01%
+28,000
New +$1.8M
MNTV
1691
CALL
DELISTED
Momentive Global Inc. Common Stock
MNTV
$1.93M ﹤0.01%
+87,200
New +$2.03M
VRSN icon
1692
VeriSign
VRSN
$26B
$1.93M ﹤0.01%
9,400
-439
-4% -$90.7K
WAB icon
1693
Wabtec
WAB
$50.3B
$1.93M ﹤0.01%
31,127
+28,561
+1,113% +$1.83M
STAY
1694
CALL
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.91M ﹤0.01%
160,100
– –
ERIC icon
1695
CALL
Ericsson
ERIC
$33.6B
$1.91M ﹤0.01%
+175,400
New +$1.94M
OKE icon
1696
Oneok
OKE
$58.4B
$1.91M ﹤0.01%
73,379
+60,729
+480% +$1.69M
AJG icon
1697
Arthur J. Gallagher & Co
AJG
$65B
$1.9M ﹤0.01%
17,959
+17,781
+9,989% +$1.84M
HOUS
1698
CALL
DELISTED
Anywhere Real Estate
HOUS
$1.89M ﹤0.01%
200,000
– –
HOUS
1699
PUT
DELISTED
Anywhere Real Estate
HOUS
$1.89M ﹤0.01%
200,000
– –
SFIX
1700
Stitch Fix
SFIX
$487M
$1.88M ﹤0.01%
69,457
+55,363
+393% +$1.42M
66 67
68
69 70

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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.