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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
GAN
1501
DELISTED
GAN Ltd
GAN
$779K ﹤0.01%
38,392
+7,923
+26% +$133K
JNPR
1502
DELISTED
Juniper Networks
JNPR
$778K ﹤0.01%
34,574
-62,799
-64% -$1.37M
RAPT
1503
CALL
DELISTED
RAPT Therapeutics
RAPT
$776K ﹤0.01%
+4,913
New +$1.07M
PIAI.U
1504
DELISTED
Prime Impact Acquisition I Units, each consisting of one Class A ordinary share, and one-third of a redeemable Warrant to acquire one Class A ordinary share
PIAI.U
$776K ﹤0.01%
+73,114
New +$742K
WEX icon
1505
CALL
WEX
WEX
$6.35B
$774K ﹤0.01%
3,800
-3,900
-51% -$656K
SVACU
1506
DELISTED
Starboard Value Acquisition Corp. Unit
SVACU
$773K ﹤0.01%
75,000
-65,645
-47% -$668K
LEVI icon
1507
CALL
Levi Strauss
LEVI
$9.27B
$770K ﹤0.01%
38,500
+26,700
+226% +$478K
EWY icon
1508
iShares MSCI South Korea ETF
EWY
$25.4B
$769K ﹤0.01%
+8,942
New +$662K
ODFL icon
1509
PUT
Old Dominion Freight Line
ODFL
$44.4B
$764K ﹤0.01%
7,800
+800
+11% +$79.6K
GPX
1510
CALL
DELISTED
GP Strategies Corp.
GPX
$763K ﹤0.01%
64,300
– –
MRO
1511
PUT
DELISTED
Marathon Oil Corporation
MRO
$761K ﹤0.01%
114,200
-4,200
-4% -$22.6K
ORCL icon
1512
Oracle
ORCL
$432B
$759K ﹤0.01%
11,735
-177,176
-94% -$10.5M
COOP
1513
DELISTED
Mr. Cooper
COOP
$750K ﹤0.01%
24,164
-13,810
-36% -$354K
MAT icon
1514
Mattel
MAT
$4.21B
$747K ﹤0.01%
42,789
-14,496
-25% -$214K
UPWK icon
1515
PUT
Upwork
UPWK
$1.21B
$745K ﹤0.01%
+21,600
New +$618K
RVLV icon
1516
PUT
Revolve Group
RVLV
$1.73B
$741K ﹤0.01%
+23,900
New +$532K
VMC icon
1517
Vulcan Materials
VMC
$36.8B
$741K ﹤0.01%
4,997
+3,570
+250% +$509K
RFP
1518
DELISTED
Resolute Forest Products Inc.
RFP
$741K ﹤0.01%
113,256
+47,603
+73% +$259K
KNX icon
1519
Knight Transportation
KNX
$11.3B
$737K ﹤0.01%
17,616
-86,011
-83% -$3.51M
JOYY
1520
CALL
JOYY Inc
JOYY
$3.78B
$736K ﹤0.01%
9,200
-20,900
-69% -$1.8M
TROX icon
1521
CALL
Tronox
TROX
$990M
$731K ﹤0.01%
+50,000
New +$582K
BEKE icon
1522
KE Holdings
BEKE
$19.5B
$721K ﹤0.01%
+11,715
New +$779K
RAMP icon
1523
LiveRamp
RAMP
$2.3B
$718K ﹤0.01%
9,805
-20,392
-68% -$1.3M
SGI
1524
Somnigroup International
SGI
$13.4B
$718K ﹤0.01%
26,608
-30,676
-54% -$748K
KNX icon
1525
CALL
Knight Transportation
KNX
$11.3B
$714K ﹤0.01%
17,100
+9,700
+131% +$395K
59 60
61
62 63

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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.