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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
MGNI icon
2151
Magnite
MGNI
$3.49B
$604K ﹤0.01%
+86,946
New +$581K
HTLF
2152
CALL
DELISTED
Heartland Financial USA, Inc.
HTLF
$600K ﹤0.01%
20,000
– –
PDAC.U
2153
DELISTED
Peridot Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one
PDAC.U
$599K ﹤0.01%
+60,000
New +$599K
SBG.U
2154
DELISTED
Sandbridge Acquisition Corporation Units, each consisting of one share of Class A Common Stock and o
SBG.U
$599K ﹤0.01%
+60,000
New +$601K
SIX
2155
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$597K ﹤0.01%
29,600
-23,200
-44% -$477K
GWPH
2156
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$597K ﹤0.01%
6,131
+3,523
+135% +$405K
K
2157
DELISTED
Kellanova
K
$596K ﹤0.01%
9,828
+183
+2% +$11.6K
CAKE icon
2158
Cheesecake Factory
CAKE
$5.63B
$595K ﹤0.01%
21,466
-3,984
-16% -$104K
SPLV icon
2159
Invesco S&P 500 Low Volatility ETF
SPLV
$7.17B
$594K ﹤0.01%
+11,083
New +$588K
GWRE icon
2160
Guidewire Software
GWRE
$14.7B
$588K ﹤0.01%
+5,643
New +$634K
TGNA
2161
CALL
DELISTED
TEGNA Inc
TGNA
$588K ﹤0.01%
+50,000
New +$594K
TGNA
2162
PUT
DELISTED
TEGNA Inc
TGNA
$588K ﹤0.01%
+50,000
New +$594K
CRNC icon
2163
PUT
Cerence
CRNC
$381M
$586K ﹤0.01%
12,000
– –
APH icon
2164
PUT
Amphenol
APH
$206B
$575K ﹤0.01%
21,200
+10,400
+96% +$274K
HUYA
2165
Huya Inc
HUYA
$556M
$575K ﹤0.01%
24,022
-31,288
-57% -$786K
WKHS icon
2166
PUT
Workhorse Group
WKHS
$34.1M
$575K ﹤0.01%
+8
New +$457K
ACMR icon
2167
PUT
ACM Research
ACMR
$5.57B
$574K ﹤0.01%
+24,900
New +$707K
QDEL icon
2168
CALL
QuidelOrtho
QDEL
$959M
$572K ﹤0.01%
2,600
-3,600
-58% -$803K
KNX icon
2169
PUT
Knight Transportation
KNX
$11.2B
$570K ﹤0.01%
14,000
-192,800
-93% -$8.47M
OUT icon
2170
Outfront Media
OUT
$5.27B
$568K ﹤0.01%
39,681
-22,441
-36% -$336K
PLCE icon
2171
PUT
Children's Place
PLCE
$56.3M
$567K ﹤0.01%
+20,000
New +$549K
AMKR icon
2172
PUT
Amkor Technology
AMKR
$13.5B
$560K ﹤0.01%
+50,000
New +$619K
EQR icon
2173
PUT
Equity Residential
EQR
$24.4B
$560K ﹤0.01%
10,900
+8,700
+395% +$481K
ELAN icon
2174
PUT
Elanco Animal Health
ELAN
$11.4B
$559K ﹤0.01%
19,900
+18,100
+1,006% +$459K
RPD icon
2175
Rapid7
RPD
$902M
$558K ﹤0.01%
+9,115
New +$542K
85 86
87
88 89

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.