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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
+21.98%
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
$99.7B
AUM Growth
-$35.3B
Cap. Flow
-$51.2B
Cap. Flow %
-51.39%
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$336M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$322M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$189M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$138M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$93.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$471M
2
ADBE icon
Adobe
ADBE
+$209M
3
AMZN icon
Amazon
AMZN
+$208M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$197M
5
AMD icon
Advanced Micro Devices
AMD
+$178M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.57%
2 Technology 1.47%
3 Communication Services 0.76%
4 Financials 0.54%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KSS icon
301
PUT
Kohl's
KSS
$2.19B
$48.4M 0.05%
1,189,800
+448,300
+60% +$13M
MELI icon
302
Mercado Libre
MELI
$92.3B
$48.2M 0.05%
28,782
+21,347
+287% +$30.1M
EL icon
303
PUT
Estee Lauder
EL
$32B
$48.2M 0.05%
181,000
+13,200
+8% +$3.18M
MRVL icon
304
CALL
Marvell Technology
MRVL
$196B
$48.2M 0.05%
1,013,200
+155,900
+18% +$6.75M
IFFT
305
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
$48.1M 0.05%
1,176,590
-21,244
-2% -$883K
VEEV icon
306
PUT
Veeva Systems
VEEV
$37.4B
$47M 0.05%
172,700
+13,500
+8% +$3.78M
GLD icon
307
SPDR Gold Trust
GLD
$141B
$46.7M 0.05%
261,856
+71,735
+38% +$12.6M
LEN icon
308
CALL
Lennar Class A
LEN
$21.2B
$46.2M 0.05%
625,998
+216,517
+53% +$16.2M
WMB icon
309
CALL
Williams Companies
WMB
$86.1B
$46.1M 0.05%
2,299,400
+1,566,600
+214% +$31.8M
XLY icon
310
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$46M 0.05%
572,800
-289,200
-34% -$22.3M
SPGI icon
311
CALL
S&P Global
SPGI
$120B
$46M 0.05%
140,000
-82,000
-37% -$27.7M
QRVO icon
312
PUT
Qorvo
QRVO
$8.74B
$45.9M 0.05%
276,000
+4,900
+2% +$721K
TGT icon
313
Target
TGT
$68B
$45.7M 0.05%
258,883
-261,544
-50% -$43.6M
TXN icon
314
CALL
Texas Instruments
TXN
$261B
$45.7M 0.05%
278,300
-330,800
-54% -$51.4M
VALE icon
315
CALL
Vale
VALE
$62.6B
$44.9M 0.05%
2,681,400
-879,700
-25% -$11.7M
SPOT icon
316
CALL
Spotify
SPOT
$100B
$44.6M 0.04%
141,700
-202,000
-59% -$57M
XLNX
317
PUT
DELISTED
Xilinx Inc
XLNX
$44.3M 0.04%
312,600
-426,100
-58% -$55.4M
HCA icon
318
CALL
HCA Healthcare
HCA
$89.5B
$44.3M 0.04%
269,400
-70,900
-21% -$10.4M
UBER icon
319
Uber
UBER
$153B
$44.3M 0.04%
868,748
+236,941
+38% +$10.6M
HAL icon
320
PUT
Halliburton
HAL
$26.6B
$44.2M 0.04%
2,339,300
+131,100
+6% +$2.03M
UNP icon
321
CALL
Union Pacific
UNP
$174B
$44.2M 0.04%
212,300
-36,200
-15% -$7.23M
FE icon
322
CALL
FirstEnergy
FE
$27.5B
$44.2M 0.04%
1,443,600
+1,126,600
+355% +$33.8M
RGLD icon
323
CALL
Royal Gold
RGLD
$19.5B
$44M 0.04%
413,500
+319,000
+338% +$36.9M
TTWO icon
324
Take-Two Interactive
TTWO
$46.1B
$43.9M 0.04%
211,070
+120,094
+132% +$21M
LITE icon
325
CALL
Lumentum
LITE
$69.3B
$43.8M 0.04%
462,500
+229,400
+98% +$19.8M
11 12
13
14 15

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HF
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Parallax Volatility Advisers's Q4 2020 Portfolio in Review

As of Q4 2020, Parallax Volatility Advisers held 3,429 positions worth $99.7B, down 26% from $135B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Parallax Volatility Advisers withdrew a net $51.2B in Q4 2020, closing 1,256 positions and reducing 935 holdings. Its most notable exit was Adobe, an estimated $209M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, up from 1.1% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Insulet worth $12.8M.

  • Parallax Volatility Advisers's largest Q4 2020 buy was Insulet: 50,183 shares worth $12.8M.
  • Parallax Volatility Advisers added most to Tesla in Q4 2020, an estimated $336M increase.
  • Parallax Volatility Advisers's biggest Q4 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $471M.
  • Parallax Volatility Advisers fully exited Adobe in Q4 2020, selling an estimated $209M.
  • Parallax Volatility Advisers's ten largest holdings make up 38% of its $99.7B portfolio in Q4 2020.
  • Parallax Volatility Advisers opened 429 new positions and closed 1,256 in Q4 2020.
  • Parallax Volatility Advisers's portfolio value fell 26% quarter-over-quarter to $99.7B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.