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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
IIPR icon
1351
Innovative Industrial Properties
IIPR
$1.72B
$1.27M ﹤0.01%
6,956
-10,140
-59% -$1.52M
PWR icon
1352
PUT
Quanta Services
PWR
$101B
$1.27M ﹤0.01%
+17,600
New +$1.16M
WSM icon
1353
CALL
Williams-Sonoma
WSM
$29.6B
$1.26M ﹤0.01%
24,800
-13,200
-35% -$676K
NLSN
1354
CALL
DELISTED
Nielsen Holdings plc
NLSN
$1.26M ﹤0.01%
60,300
– –
ICPT
1355
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.25M ﹤0.01%
50,638
+33,968
+204% +$1.13M
IPHI
1356
DELISTED
INPHI CORPORATION
IPHI
$1.24M ﹤0.01%
7,755
+4,142
+115% +$582K
WRK
1357
CALL
DELISTED
WestRock Company
WRK
$1.23M ﹤0.01%
+28,400
New +$1.17M
FNF icon
1358
Fidelity National Financial
FNF
$13.5B
$1.23M ﹤0.01%
32,738
+30,158
+1,169% +$1.02M
JNPR
1359
PUT
DELISTED
Juniper Networks
JNPR
$1.23M ﹤0.01%
54,400
-95,400
-64% -$2.08M
PFSI icon
1360
PennyMac Financial
PFSI
$4.02B
$1.23M ﹤0.01%
18,719
+16,212
+647% +$964K
VRSK icon
1361
PUT
Verisk Analytics
VRSK
$25B
$1.23M ﹤0.01%
5,900
-7,100
-55% -$1.38M
PSA icon
1362
CALL
Public Storage
PSA
$61.3B
$1.22M ﹤0.01%
5,300
-24,900
-82% -$5.71M
MRTX
1363
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.22M ﹤0.01%
+5,553
New +$1.2M
MCO icon
1364
PUT
Moody's
MCO
$82.7B
$1.22M ﹤0.01%
4,200
-1,200
-22% -$336K
TRGP icon
1365
PUT
Targa Resources
TRGP
$55.1B
$1.22M ﹤0.01%
+46,100
New +$981K
HBI
1366
PUT
DELISTED
Hanesbrands
HBI
$1.21M ﹤0.01%
83,200
-34,200
-29% -$516K
GFX.U
1367
DELISTED
Golden Falcon Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
GFX.U
$1.21M ﹤0.01%
+115,836
New +$1.2M
SIRI icon
1368
PUT
SiriusXM
SIRI
$10.1B
$1.19M ﹤0.01%
18,650
-10,360
-36% -$636K
FIS icon
1369
Fidelity National Information Services
FIS
$22.1B
$1.17M ﹤0.01%
8,259
-3,599
-30% -$514K
RGLD icon
1370
Royal Gold
RGLD
$19.5B
$1.17M ﹤0.01%
10,957
+4,042
+58% +$467K
GIS icon
1371
General Mills
GIS
$19.7B
$1.16M ﹤0.01%
19,775
-52,249
-73% -$3.16M
AG icon
1372
PUT
First Majestic Silver
AG
$9.07B
$1.15M ﹤0.01%
85,800
-10,300
-11% -$113K
PVG
1373
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
$1.15M ﹤0.01%
100,000
– –
TRV icon
1374
Travelers Companies
TRV
$80.2B
$1.14M ﹤0.01%
8,151
+5,070
+165% +$651K
MKTX icon
1375
CALL
MarketAxess Holdings
MKTX
$5.72B
$1.14M ﹤0.01%
2,000
-3,600
-64% -$1.96M
53 54
55
56 57

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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.