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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
PAAS icon
1026
Pan American Silver
PAAS
$21.6B
$3.73M ﹤0.01%
107,982
+52,275
+94% +$1.69M
MAS icon
1027
CALL
Masco
MAS
$15.3B
$3.72M ﹤0.01%
67,800
-33,500
-33% -$1.85M
PZZA icon
1028
PUT
Papa John's
PZZA
$806M
$3.72M ﹤0.01%
43,900
+16,300
+59% +$1.33M
WEC icon
1029
CALL
WEC Energy
WEC
$35.1B
$3.71M ﹤0.01%
40,300
+15,300
+61% +$1.49M
SKT icon
1030
PUT
Tanger
SKT
$4.52B
$3.69M ﹤0.01%
370,000
– –
PHICU
1031
DELISTED
Population Health Investment Co., Inc. Unit
PHICU
$3.68M ﹤0.01%
+352,351
New +$3.63M
EWY icon
1032
PUT
iShares MSCI South Korea ETF
EWY
$25.7B
$3.66M ﹤0.01%
+42,500
New +$3.15M
FLIR
1033
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$3.65M ﹤0.01%
83,400
-20,200
-19% -$780K
SHAK icon
1034
Shake Shack
SHAK
$2.87B
$3.65M ﹤0.01%
43,019
-38,544
-47% -$2.99M
QSR icon
1035
Restaurant Brands International
QSR
$25.8B
$3.65M ﹤0.01%
59,650
+50,525
+554% +$2.95M
SMTC icon
1036
CALL
Semtech
SMTC
$13B
$3.64M ﹤0.01%
+50,500
New +$3.23M
SONY icon
1037
PUT
Sony
SONY
$138B
$3.64M ﹤0.01%
180,500
-21,000
-10% -$365K
SSRM icon
1038
CALL
SSR Mining
SSRM
$6.48B
$3.63M ﹤0.01%
+180,300
New +$3.44M
FL
1039
DELISTED
Foot Locker
FL
$3.62M ﹤0.01%
89,418
+27,085
+43% +$1.06M
LPX icon
1040
CALL
Louisiana-Pacific
LPX
$5.49B
$3.6M ﹤0.01%
+96,800
New +$3.24M
MGLN
1041
DELISTED
Magellan Health Services, Inc.
MGLN
$3.6M ﹤0.01%
+43,397
New +$3.43M
YPF icon
1042
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
$3.58M ﹤0.01%
761,000
– –
RKT icon
1043
CALL
Rocket Companies
RKT
$38.9B
$3.57M ﹤0.01%
+176,700
New +$3.73M
REZI icon
1044
CALL
Resideo Technologies
REZI
$3.95B
$3.55M ﹤0.01%
+167,100
New +$2.67M
UI icon
1045
Ubiquiti
UI
$34.3B
$3.54M ﹤0.01%
12,723
+10,516
+476% +$2.42M
FLIR
1046
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$3.54M ﹤0.01%
80,800
-24,000
-23% -$927K
IIAC.U
1047
DELISTED
Investindustrial Acquisition Corp. Units, each consisting of one Class A ordinary share and one-thir
IIAC.U
$3.5M ﹤0.01%
+340,838
New +$3.49M
USFD icon
1048
US Foods
USFD
$24B
$3.49M ﹤0.01%
+104,865
New +$2.99M
PPL
1049
PUT
PPL Corp
PPL
$26.7B
$3.49M ﹤0.01%
123,700
+109,400
+765% +$3.11M
M icon
1050
CALL
Macy's
M
$6.68B
$3.48M ﹤0.01%
309,700
-81,800
-21% -$700K
40 41
42
43 44

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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.