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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
WHR icon
401
PUT
Whirlpool
WHR
$2.82B
$32.5M 0.03%
179,900
-53,100
-23% -$10.2M
PNC icon
402
CALL
PNC Financial Services
PNC
$101B
$32.1M 0.03%
215,500
-15,300
-7% -$1.95M
YUM icon
403
PUT
Yum! Brands
YUM
$41.1B
$31.9M 0.03%
294,000
-132,200
-31% -$13.5M
RUN icon
404
CALL
Sunrun
RUN
$2.46B
$31.9M 0.03%
459,215
-219,900
-32% -$13.7M
OXY icon
405
PUT
Occidental Petroleum
OXY
$55.9B
$31.8M 0.03%
1,837,700
+591,300
+47% +$8.11M
SWKS icon
406
Skyworks Solutions
SWKS
$10.6B
$31.7M 0.03%
207,455
+122,506
+144% +$17.9M
FSLY icon
407
PUT
Fastly Inc
FSLY
$3.66B
$31.7M 0.03%
362,600
+167,300
+86% +$14.7M
ZEN
408
CALL
DELISTED
ZENDESK INC
ZEN
$31.5M 0.03%
220,400
-55,400
-20% -$6.87M
FISV
409
PUT
Fiserv Inc
FISV
$27.9B
$31.1M 0.03%
273,200
-261,600
-49% -$28.2M
PBR icon
410
PUT
Petrobras
PBR
$116B
$31M 0.03%
2,762,500
+703,200
+34% +$6.24M
STNE icon
411
PUT
StoneCo
STNE
$2.58B
$30.8M 0.03%
366,500
-200,600
-35% -$13.4M
IQ icon
412
PUT
iQIYI
IQ
$1.28B
$30.7M 0.03%
1,756,800
+1,378,600
+365% +$31.1M
TFC icon
413
PUT
Truist Financial
TFC
$64B
$30.5M 0.03%
637,000
+363,500
+133% +$16.5M
MCK icon
414
PUT
McKesson
MCK
$101B
$30.2M 0.03%
173,400
+172,200
+14,350% +$28.7M
XLU icon
415
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
$30.1M 0.03%
959,000
-465,800
-33% -$14.7M
GAP
416
CALL
The Gap Inc
GAP
$7.37B
$30M 0.03%
1,487,200
+571,800
+62% +$12M
ROKU icon
417
CALL
Roku
ROKU
$22.7B
$29.9M 0.03%
90,000
-67,500
-43% -$17.7M
LNW
418
DELISTED
Light & Wonder
LNW
$29.7M 0.03%
714,721
+153,799
+27% +$5.66M
INTU icon
419
Intuit
INTU
$89B
$29.6M 0.03%
77,948
+2,839
+4% +$997K
BBWI icon
420
PUT
Bath & Body Works
BBWI
$4.1B
$29.5M 0.03%
981,436
+168,356
+21% +$4.89M
IBB icon
421
iShares Biotechnology ETF
IBB
$9.77B
$29.4M 0.03%
194,359
+82,959
+74% +$11.9M
SPOT icon
422
Spotify
SPOT
$100B
$29.3M 0.03%
93,233
+44,519
+91% +$12.6M
NOC icon
423
CALL
Northrop Grumman
NOC
$81.2B
$29.3M 0.03%
96,100
-80,800
-46% -$24.7M
FTCH
424
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$29.3M 0.03%
458,500
+163,800
+56% +$7.24M
XRT icon
425
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
$29.2M 0.03%
453,700
+100,000
+28% +$5.74M
15 16
17
18 19

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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.