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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
SLG icon
1801
PUT
SL Green Realty
SLG
$3.9B
$236K ﹤0.01%
3,851
-19,702
-84% -$1.04M
KBH icon
1802
CALL
KB Home
KBH
$3.47B
$233K ﹤0.01%
7,000
-5,000
-42% -$180K
PRKS icon
1803
United Parks & Resorts
PRKS
$2.07B
$232K ﹤0.01%
7,332
+216
+3% +$5.63K
NOV icon
1804
NOV
NOV
$7.38B
$229K ﹤0.01%
16,712
-21,548
-56% -$244K
NVTA
1805
DELISTED
Invitae Corporation
NVTA
$229K ﹤0.01%
5,471
-36,805
-87% -$1.76M
VRSK icon
1806
CALL
Verisk Analytics
VRSK
$23.6B
$228K ﹤0.01%
1,100
+300
+38% +$58.3K
IWN icon
1807
iShares Russell 2000 Value ETF
IWN
$14.5B
$226K ﹤0.01%
+1,713
New +$202K
BRSL
1808
Brightstar Lottery PLC
BRSL
$2.02B
$222K ﹤0.01%
+13,118
New +$160K
TECK icon
1809
Teck Resources
TECK
$32.8B
$221K ﹤0.01%
12,201
-284,792
-96% -$4.39M
LIVKU
1810
DELISTED
LIV Capital Acquisition Corp. Unit
LIVKU
$220K ﹤0.01%
+20,000
New +$207K
QVCGA
1811
CALL
DELISTED
QVC Group Inc Series A
QVCGA
$219K ﹤0.01%
+400
New +$180K
OACB.U
1812
DELISTED
Oaktree Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fourth of
OACB.U
$219K ﹤0.01%
20,474
-9,526
-32% -$97.6K
KSU
1813
DELISTED
Kansas City Southern
KSU
$218K ﹤0.01%
1,070
+843
+371% +$158K
LTHM
1814
CALL
DELISTED
Livent Corporation
LTHM
$216K ﹤0.01%
+11,500
New +$160K
SNY icon
1815
CALL
Sanofi
SNY
$104B
$215K ﹤0.01%
4,400
-300
-6% -$14.8K
HL icon
1816
CALL
Hecla Mining
HL
$11.8B
$214K ﹤0.01%
+33,100
New +$176K
WGO icon
1817
Winnebago Industries
WGO
$906M
$214K ﹤0.01%
3,567
-3,107
-47% -$169K
LOGI icon
1818
CALL
Logitech
LOGI
$15B
$213K ﹤0.01%
2,200
-7,600
-78% -$656K
TXT icon
1819
Textron
TXT
$15.3B
$212K ﹤0.01%
4,395
-16,824
-79% -$707K
SAFM
1820
PUT
DELISTED
Sanderson Farms Inc
SAFM
$211K ﹤0.01%
1,600
-14,000
-90% -$1.85M
NUE icon
1821
Nucor
NUE
$62.5B
$210K ﹤0.01%
3,951
-46,983
-92% -$2.43M
TMPMU
1822
DELISTED
Turmeric Acquisition Corp. Unit
TMPMU
$210K ﹤0.01%
+20,400
New +$207K
HZNP
1823
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$206K ﹤0.01%
2,810
+2,391
+571% +$178K
FOUR icon
1824
PUT
Shift4
FOUR
$3.41B
$205K ﹤0.01%
+2,700
New +$162K
GWW icon
1825
CALL
W.W. Grainger
GWW
$61.1B
$205K ﹤0.01%
500
– –
71 72
73
74 75

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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.