We are live on
!
Find out more
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
(-26%)
Cap. Flow
-$51.2B
Cap. Flow
% of AUM
-51.39%
Top 10 Holdings %
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$336M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$322M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$189M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$138M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$93.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$471M |
| 2 |
Adobe
ADBE
|
+$209M |
| 3 |
Amazon
AMZN
|
+$208M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$197M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
2651
PUT
Charles River Laboratories
CRL
$13.2B
| – | – |
-114,000
| Closed | -$25.8M |
|
2652
Cerence
CRNC
$403M
| – | – |
-4,654
| Closed | -$227K |
|
|
2653
PUT
Cerence
CRNC
$403M
| – | – |
-12,000
| Closed | -$586K |
|
2654
CALL
Crocs
CROX
$6.63B
| – | – |
-4,800
| Closed | -$206K |
|
|
2655
Crocs
CROX
$6.63B
| – | – |
-115,069
| Closed | -$4.92M |
|
2656
CALL
Criteo S.A. Ordinary Shares
CRTO
$902M
| – | – |
-93,900
| Closed | -$1.14M |
|
|
2657
Criteo S.A. Ordinary Shares
CRTO
$902M
| – | – |
-32
| Closed | – |
|
|
2658
PUT
Criteo S.A. Ordinary Shares
CRTO
$902M
| – | – |
-200
| Closed | -$2K |
|
2659
CALL
CrowdStrike
CRWD
$229B
| – | – |
-242,000
| Closed | -$8.31M |
|
|
2660
CrowdStrike
CRWD
$229B
| – | – |
-383,960
| Closed | -$13.2M |
|
|
2661
PUT
CrowdStrike
CRWD
$229B
| – | – |
-694,000
| Closed | -$23.8M |
|
2662
CALL
Cisco
CSCO
$483B
| – | – |
-11,987,700
| Closed | -$472M |
|
|
2663
Cisco
CSCO
$483B
| – | – |
-2,325,663
| Closed | -$91.6M |
|
|
2664
PUT
Cisco
CSCO
$483B
| – | – |
-11,009,900
| Closed | -$434M |
|
2665
CoStar Group
CSGP
$12.8B
| – | – |
-2,760
| Closed | -$234K |
|
2666
CALL
Canadian Solar
CSIQ
$1.06B
| – | – |
-31,500
| Closed | -$1.11M |
|
|
2667
Canadian Solar
CSIQ
$1.06B
| – | – |
-85,915
| Closed | -$3.02M |
|
2668
CALL
Constellium
CSTM
$3.98B
| – | – |
-99,300
| Closed | -$780K |
|
|
2669
Constellium
CSTM
$3.98B
| – | – |
-64,297
| Closed | -$505K |
|
2670
CALL
Cintas
CTAS
$81.1B
| – | – |
-12,000
| Closed | -$998K |
|
|
2671
Cintas
CTAS
$81.1B
| – | – |
-15,268
| Closed | -$1.27M |
|
|
2672
PUT
Cintas
CTAS
$81.1B
| – | – |
-123,600
| Closed | -$10.3M |
|
2673
CALL
CSX Corp
CSX
$92.8B
| – | – |
-1,172,700
| Closed | -$30.4M |
|
|
2674
CSX Corp
CSX
$92.8B
| – | – |
-339,108
| Closed | -$8.78M |
|
|
2675
PUT
CSX Corp
CSX
$92.8B
| – | – |
-1,749,000
| Closed | -$45.3M |
|
Similar funds
HF
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.