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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 | |
|---|---|---|---|---|---|---|
276
PUT
Sherwin-Williams
SHW
$89.8B
| $56.3M | 0.06% |
229,800
-129,000
| -36% | -$30.6M |
|
277
CALL
Petrobras
PBR
$116B
| $56M | 0.06% |
4,983,200
-43,400
| -0.9% | -$385K |
|
278
PUT
ON Semiconductor
ON
$31.6B
| $55.9M | 0.06% |
1,708,900
+1,258,400
| +279% | +$35.1M |
|
279
PUT
iShares Biotechnology ETF
IBB
$9.77B
| $55.9M | 0.06% |
369,200
+11,900
| +3% | +$1.7M |
|
280
PUT
PNC Financial Services
PNC
$101B
| $55.7M | 0.06% |
373,400
-58,100
| -13% | -$7.42M |
|
281
PUT
Western Digital
WDC
$150B
| $55.1M | 0.06% |
1,316,120
-1,887,657
| -59% | -$62.7M |
|
282
iShares MSCI EAFE ETF
EFA
$80.2B
| $54.8M | 0.05% |
750,538
+3,901
| +0.5% | +$267K |
|
283
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $54.7M | 0.05% |
395,900
-614,700
| -61% | -$83.7M |
|
284
PUT
First Solar
FSLR
$26.9B
| $54.4M | 0.05% |
549,600
+32,500
| +6% | +$2.82M |
|
285
United Airlines
UAL
$42.1B
| $53.5M | 0.05% |
1,235,988
+1,074,386
| +665% | +$43.5M |
|
|
SPLK
286
PUT
DELISTED
Splunk Inc
SPLK
| $53.3M | 0.05% |
313,600
-225,800
| -42% | -$43.2M |
|
|
NEE.PRO
287
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $53M | 0.05% |
895,295
-60,000
| -6% | -$3.47M |
|
288
GE Aerospace
GE
$384B
| $52.9M | 0.05% |
982,366
+719,164
| +273% | +$32.2M |
|
289
CALL
Take-Two Interactive
TTWO
$46.1B
| $52.4M | 0.05% |
252,100
+13,500
| +6% | +$2.36M |
|
290
PUT
Okta
OKTA
$25.8B
| $51.4M | 0.05% |
202,300
-7,100
| -3% | -$1.69M |
|
|
SIX
291
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $51.2M | 0.05% |
1,502,300
+909,200
| +153% | +$24.9M |
|
292
CALL
Norfolk Southern
NSC
$75.1B
| $50.8M | 0.05% |
213,900
-49,600
| -19% | -$11.3M |
|
293
PUT
Humana
HUM
$46.2B
| $50.5M | 0.05% |
123,200
-79,900
| -39% | -$33.2M |
|
294
Wells Fargo
WFC
$264B
| $50.4M | 0.05% |
1,668,430
-1,129,001
| -40% | -$29.2M |
|
|
HES
295
CALL
DELISTED
Hess
HES
| $50.4M | 0.05% |
953,700
+6,400
| +0.7% | +$291K |
|
296
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $49.7M | 0.05% |
764,400
-550,000
| -42% | -$33.5M |
|
297
Home Depot
HD
$355B
| $49.5M | 0.05% |
186,335
-61,747
| -25% | -$17M |
|
|
SPLK
298
CALL
DELISTED
Splunk Inc
SPLK
| $49M | 0.05% |
288,300
-110,000
| -28% | -$21M |
|
299
CALL
Illinois Tool Works
ITW
$84.5B
| $48.7M | 0.05% |
238,900
+4,200
| +2% | +$858K |
|
300
NextEra Energy
NEE
$177B
| $48.6M | 0.05% |
629,797
+38,549
| +7% | +$2.88M |
|
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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.