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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
SABR icon
2376
Sabre
SABR
$835M
$297K ﹤0.01%
45,619
-103,178
-69% -$764K
STWOU
2377
DELISTED
ACON S2 Acquisition Corp Unit
STWOU
$297K ﹤0.01%
+29,650
New +$297K
HP icon
2378
CALL
Helmerich & Payne
HP
$4.18B
$296K ﹤0.01%
20,200
– –
MRO
2379
DELISTED
Marathon Oil Corporation
MRO
$296K ﹤0.01%
72,483
-56,497
-44% -$299K
RFP
2380
DELISTED
Resolute Forest Products Inc.
RFP
$294K ﹤0.01%
+65,653
New +$246K
IART icon
2381
Integra LifeSciences
IART
$1.33B
$291K ﹤0.01%
+6,157
New +$293K
NWL icon
2382
Newell Brands
NWL
$2.51B
$291K ﹤0.01%
16,977
+11,606
+216% +$194K
AIMT
2383
DELISTED
Aimmune Therapeutics
AIMT
$291K ﹤0.01%
+8,442
New +$180K
PMT
2384
CALL
PennyMac Mortgage Investment
PMT
$818M
$289K ﹤0.01%
18,000
-9,000
-33% -$159K
CLF icon
2385
Cleveland-Cliffs
CLF
$7.13B
$287K ﹤0.01%
44,640
-1,275
-3% -$7.67K
STNG icon
2386
CALL
Scorpio Tankers
STNG
$3.83B
$286K ﹤0.01%
26,000
+5,600
+27% +$70.4K
DLR icon
2387
Digital Realty Trust
DLR
$70.8B
$285K ﹤0.01%
1,941
-8,478
-81% -$1.27M
SGMO
2388
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$284K ﹤0.01%
+30,000
New +$324K
DCH
2389
Dauch Corp
DCH
$1.58B
$283K ﹤0.01%
49,029
+21,819
+80% +$156K
IGV icon
2390
iShares Expanded Tech-Software Sector ETF
IGV
$15.1B
$283K ﹤0.01%
+4,555
New +$274K
IYR icon
2391
CALL
iShares US Real Estate ETF
IYR
$4.52B
$279K ﹤0.01%
3,500
-351,700
-99% -$28.4M
PRTA icon
2392
Prothena Corp
PRTA
$468M
$279K ﹤0.01%
+27,965
New +$336K
FRPT icon
2393
Freshpet
FRPT
$3.26B
$278K ﹤0.01%
+2,491
New +$253K
GES
2394
DELISTED
Guess Inc
GES
$275K ﹤0.01%
+23,632
New +$272K
IPG
2395
PUT
DELISTED
Interpublic Group of Companies
IPG
$275K ﹤0.01%
16,500
-100
-0.6% -$1.78K
LOB icon
2396
Live Oak Bancshares
LOB
$1.95B
$275K ﹤0.01%
+10,852
New +$211K
PAEWW
2397
DELISTED
PAE Incorporated Warrants
PAEWW
$275K ﹤0.01%
125,000
– –
AMBA icon
2398
Ambarella
AMBA
$3.6B
$273K ﹤0.01%
5,230
-7,338
-58% -$355K
HOLX
2399
PUT
DELISTED
Hologic
HOLX
$273K ﹤0.01%
4,100
+1,900
+86% +$120K
RDS.A
2400
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$273K ﹤0.01%
10,850
-11,608
-52% -$351K
94 95
96
97 98

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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.