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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
EGIO
1401
CALL
DELISTED
Edgio, Inc. Common Stock
EGIO
$1.05M ﹤0.01%
6,560
+2,810
+75% +$514K
DGX icon
1402
PUT
Quest Diagnostics
DGX
$26.3B
$1.04M ﹤0.01%
8,700
-17,900
-67% -$2.18M
SSYS icon
1403
CALL
Stratasys
SSYS
$776M
$1.04M ﹤0.01%
50,000
– –
SUM
1404
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$1.03M ﹤0.01%
+52,413
New +$974K
RITM icon
1405
CALL
Rithm Capital
RITM
$5.6B
$1.02M ﹤0.01%
+102,600
New +$907K
GOGO icon
1406
CALL
Gogo Inc
GOGO
$476M
$1.02M ﹤0.01%
+105,900
New +$1.05M
PGEN icon
1407
PUT
Precigen
PGEN
$2.58B
$1.02M ﹤0.01%
100,000
– –
MLCO icon
1408
PUT
Melco Resorts & Entertainment
MLCO
$2.16B
$1.02M ﹤0.01%
54,800
+8,200
+18% +$143K
STNG icon
1409
CALL
Scorpio Tankers
STNG
$3.79B
$1.02M ﹤0.01%
90,900
+64,900
+250% +$718K
UNIT
1410
Uniti Group
UNIT
$2.27B
$1.01M ﹤0.01%
85,852
+52,390
+157% +$546K
VNT icon
1411
PUT
Vontier
VNT
$4.7B
$1M ﹤0.01%
+30,040
New +$927K
WY icon
1412
PUT
Weyerhaeuser
WY
$18B
$1M ﹤0.01%
30,000
+21,800
+266% +$656K
YAC.U
1413
DELISTED
Yucaipa Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third o
YAC.U
$1M ﹤0.01%
98,348
+58,348
+146% +$599K
SNPS icon
1414
Synopsys
SNPS
$80.3B
$997K ﹤0.01%
3,847
-11,265
-75% -$2.6M
GBT
1415
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
$996K ﹤0.01%
+23,000
New +$1.13M
XHB icon
1416
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
$994K ﹤0.01%
17,200
-58,000
-77% -$3.28M
VACQU
1417
DELISTED
Vector Acquisition Corporation Unit
VACQU
$994K ﹤0.01%
92,500
+17,500
+23% +$178K
RIDE
1418
PUT
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$993K ﹤0.01%
+3,300
New +$1.04M
GRMN
1419
PUT
Garmin
GRMN
$59.7B
$983K ﹤0.01%
8,200
-2,300
-22% -$255K
VST icon
1420
CALL
Vistra
VST
$47.8B
$983K ﹤0.01%
50,000
– –
ZUO
1421
CALL
DELISTED
Zuora, Inc.
ZUO
$975K ﹤0.01%
70,000
– –
PE
1422
DELISTED
PARSLEY ENERGY INC
PE
$969K ﹤0.01%
68,207
+46,775
+218% +$557K
VLDR
1423
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$968K ﹤0.01%
+42,433
New +$721K
SRC
1424
CALL
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$964K ﹤0.01%
+24,000
New +$865K
THO icon
1425
PUT
Thor Industries
THO
$4.12B
$957K ﹤0.01%
10,300
-19,600
-66% -$1.84M
55 56
57
58 59

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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.