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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
HTHT icon
2001
CALL
Huazhu Hotels Group
HTHT
$12.8B
$869K ﹤0.01%
+20,100
New +$784K
VMC icon
2002
CALL
Vulcan Materials
VMC
$37.3B
$868K ﹤0.01%
6,400
-50,700
-89% -$6.37M
BILI icon
2003
Bilibili
BILI
$7.53B
$865K ﹤0.01%
20,794
-6,332
-23% -$280K
HTHT icon
2004
PUT
Huazhu Hotels Group
HTHT
$12.8B
$865K ﹤0.01%
+20,000
New +$780K
XRT icon
2005
State Street SPDR S&P Retail ETF
XRT
$645M
$865K ﹤0.01%
17,424
+17,422
+871,100% +$854K
EGIO
2006
CALL
DELISTED
Edgio, Inc. Common Stock
EGIO
$864K ﹤0.01%
+3,750
New +$939K
DOC icon
2007
CALL
Healthpeak Properties
DOC
$14.1B
$863K ﹤0.01%
+31,800
New +$871K
PMVC.U
2008
DELISTED
PMV Consumer Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
PMVC.U
$862K ﹤0.01%
+86,333
New +$860K
FFIV icon
2009
CALL
F5
FFIV
$23.4B
$861K ﹤0.01%
7,000
+4,300
+159% +$578K
TROW icon
2010
CALL
T. Rowe Price
TROW
$24.3B
$861K ﹤0.01%
6,700
-48,600
-88% -$6.43M
HIG icon
2011
Hartford Financial Services
HIG
$38.1B
$857K ﹤0.01%
23,241
+6,799
+41% +$271K
AUY
2012
CALL
DELISTED
Yamana Gold, Inc.
AUY
$857K ﹤0.01%
150,900
+88,500
+142% +$531K
NLSN
2013
CALL
DELISTED
Nielsen Holdings plc
NLSN
$855K ﹤0.01%
60,300
– –
CFIIU
2014
DELISTED
CF Finance Acquisition Corp. II Unit
CFIIU
$852K ﹤0.01%
+85,000
New +$851K
A icon
2015
Agilent Technologies
A
$42.2B
$851K ﹤0.01%
8,430
-36,026
-81% -$3.48M
PRTA icon
2016
CALL
Prothena Corp
PRTA
$473M
$849K ﹤0.01%
+85,000
New +$1.02M
COOP
2017
DELISTED
Mr. Cooper
COOP
$848K ﹤0.01%
37,974
-65,885
-63% -$1.14M
GMED icon
2018
CALL
Globus Medical
GMED
$11.4B
$842K ﹤0.01%
17,000
+1,000
+6% +$51.6K
DGX icon
2019
Quest Diagnostics
DGX
$26.2B
$836K ﹤0.01%
7,299
-289,668
-98% -$34.2M
SFM icon
2020
PUT
Sprouts Farmers Market
SFM
$7.87B
$833K ﹤0.01%
+39,800
New +$953K
SAVE
2021
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
$833K ﹤0.01%
+51,700
New +$890K
RGLD icon
2022
Royal Gold
RGLD
$19.8B
$831K ﹤0.01%
6,915
+6,795
+5,663% +$892K
FRC
2023
PUT
DELISTED
First Republic Bank
FRC
$830K ﹤0.01%
+7,600
New +$844K
EIX icon
2024
Edison International
EIX
$26.9B
$829K ﹤0.01%
16,298
-227,185
-93% -$12.1M
ACOR
2025
DELISTED
Acorda Therapeutics
ACOR
$829K ﹤0.01%
13,421
+11,861
+760% +$894K
79 80
81
82 83

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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.