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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 | |
|---|---|---|---|---|---|---|
376
Occidental Petroleum
OXY
$55.9B
| $36.5M | 0.04% |
2,109,719
+1,692,258
| +405% | +$23.2M |
|
377
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $36.4M | 0.04% |
417,455
+415,553
| +21,848% | +$35.6M |
|
378
CALL
Freeport-McMoran
FCX
$97.5B
| $36.4M | 0.04% |
1,398,000
-523,700
| -27% | -$10.9M |
|
379
CALL
Bath & Body Works
BBWI
$4.1B
| $35.8M | 0.04% |
1,192,221
-541,806
| -31% | -$15.7M |
|
|
MNDT
380
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $35.5M | 0.04% |
1,539,800
+542,400
| +54% | +$8.36M |
|
381
PUT
Synchrony
SYF
$25.6B
| $35.3M | 0.04% |
1,018,200
-337,600
| -25% | -$10.1M |
|
382
PUT
Gilead Sciences
GILD
$165B
| $35.3M | 0.04% |
605,300
-127,200
| -17% | -$7.68M |
|
383
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $35.1M | 0.04% |
249,400
-130,800
| -34% | -$16.8M |
|
384
Starbucks
SBUX
$120B
| $35.1M | 0.04% |
327,775
-74,635
| -19% | -$7.13M |
|
385
PUT
XPeng
XPEV
$11.6B
| $34.7M | 0.03% |
+809,300
| New | +$29.7M |
|
386
CALL
Zscaler
ZS
$27.3B
| $34.6M | 0.03% |
173,100
-136,600
| -44% | -$21.7M |
|
387
PUT
Northrop Grumman
NOC
$81.2B
| $34.5M | 0.03% |
113,100
-114,900
| -50% | -$35.2M |
|
|
WBA
388
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $34.3M | 0.03% |
859,300
-385,600
| -31% | -$14.9M |
|
389
CALL
MongoDB
MDB
$32.1B
| $34.3M | 0.03% |
95,400
-178,800
| -65% | -$49.9M |
|
390
CALL
Lockheed Martin
LMT
$136B
| $34.3M | 0.03% |
96,600
-94,800
| -50% | -$34.8M |
|
391
PUT
United States Oil Fund
USO
$1.84B
| $34.3M | 0.03% |
1,037,684
+84,800
| +9% | +$2.51M |
|
|
ZEN
392
PUT
DELISTED
ZENDESK INC
ZEN
| $34.1M | 0.03% |
238,400
-180,000
| -43% | -$22.3M |
|
393
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $34.1M | 0.03% |
1,088,000
-461,200
| -30% | -$14.6M |
|
394
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $34M | 0.03% |
98,900
+48,100
| +95% | +$15.7M |
|
395
Intel
INTC
$513B
| $33.6M | 0.03% |
673,458
-530,969
| -44% | -$25.9M |
|
396
Zillow
Z
$7.56B
| $33.3M | 0.03% |
256,426
-45,896
| -15% | -$5.08M |
|
397
CALL
Veeva Systems
VEEV
$37.4B
| $33.2M | 0.03% |
122,100
-16,900
| -12% | -$4.73M |
|
398
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $33.2M | 0.03% |
567,251
-29,939
| -5% | -$1.52M |
|
|
399
MongoDB
MDB
$32.1B
| $32.9M | 0.03% |
91,674
+65,735
| +253% | +$18.4M |
|
400
CALL
QuantumScape Corp
QS
$3.74B
| $32.5M | 0.03% |
+384,900
| New | +$14.1M |
|
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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.