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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
VSTO
1476
DELISTED
Vista Outdoor Inc.
VSTO
$828K ﹤0.01%
34,869
+1,295
+4% +$27.6K
SNBR
1477
PUT
DELISTED
Sleep Number
SNBR
$826K ﹤0.01%
+10,100
New +$701K
SDC
1478
CALL
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$825K ﹤0.01%
69,100
-106,700
-61% -$1.21M
HAYN
1479
DELISTED
Haynes International, Inc.
HAYN
$824K ﹤0.01%
34,546
-44,551
-56% -$925K
PCAR icon
1480
PUT
PACCAR
PCAR
$69.6B
$820K ﹤0.01%
14,250
-78,600
-85% -$4.62M
FREE
1481
CALL
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$818K ﹤0.01%
75,000
– –
FREE
1482
PUT
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$818K ﹤0.01%
75,000
– –
SRPT icon
1483
CALL
Sarepta Therapeutics
SRPT
$1.78B
$816K ﹤0.01%
4,800
-99,300
-95% -$14.7M
PPLI
1484
CALL
People Inc
PPLI
$3.03B
$815K ﹤0.01%
7,878
-11,726
-60% -$899K
MKC icon
1485
PUT
McCormick & Company Non-Voting
MKC
$14.3B
$812K ﹤0.01%
8,500
+100
+1% +$9.44K
PHX
1486
PUT
DELISTED
PHX Minerals
PHX
$805K ﹤0.01%
350,000
– –
SKX
1487
PUT
DELISTED
Skechers
SKX
$805K ﹤0.01%
22,400
-30,500
-58% -$1.04M
SNBR
1488
CALL
DELISTED
Sleep Number
SNBR
$801K ﹤0.01%
+9,800
New +$680K
INSP icon
1489
Inspire Medical Systems
INSP
$1.75B
$799K ﹤0.01%
+4,250
New +$695K
ZUMZ icon
1490
Zumiez
ZUMZ
$341M
$799K ﹤0.01%
21,722
-99,052
-82% -$3.34M
PI icon
1491
Impinj
PI
$5.41B
$798K ﹤0.01%
+19,057
New +$664K
VFC icon
1492
VF Corp
VFC
$5.87B
$797K ﹤0.01%
9,337
+1,744
+23% +$139K
GOAC.U
1493
DELISTED
GO Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-third of on
GOAC.U
$797K ﹤0.01%
75,000
+5,000
+7% +$50.8K
PRG icon
1494
PROG Holdings
PRG
$1.7B
$796K ﹤0.01%
+14,775
New +$762K
KEYS icon
1495
CALL
Keysight
KEYS
$58B
$791K ﹤0.01%
6,000
-9,800
-62% -$1.13M
QDEL icon
1496
QuidelOrtho
QDEL
$876M
$787K ﹤0.01%
4,380
+3,953
+926% +$879K
SWBI icon
1497
Smith & Wesson
SWBI
$636M
$785K ﹤0.01%
+44,211
New +$731K
MDC
1498
DELISTED
M.D.C. Holdings, Inc.
MDC
$784K ﹤0.01%
17,412
+42
+0.2% +$1.87K
INCY icon
1499
CALL
Incyte
INCY
$24.8B
$783K ﹤0.01%
+9,000
New +$779K
FAII.U
1500
DELISTED
Fortress Value Acquisition Corp. II Units, each consisting of one share of Class A common stock and
FAII.U
$781K ﹤0.01%
70,000
+35,338
+102% +$367K
58 59
60
61 62

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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.