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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 | |
|---|---|---|---|---|---|---|
526
PUT
Paychex
PAYX
$42.7B
| $19.7M | 0.02% |
211,600
-75,900
| -26% | -$6.74M |
|
527
CALL
Tencent Music
TME
$15.6B
| $19.6M | 0.02% |
1,021,100
+236,800
| +30% | +$3.85M |
|
528
CALL
Coherent
COHR
$74.2B
| $19.6M | 0.02% |
+258,500
| New | +$15.3M |
|
529
PUT
Mondelez International
MDLZ
$79.9B
| $19.5M | 0.02% |
333,300
-346,200
| -51% | -$19.8M |
|
530
iShares TIPS Bond ETF
TIP
$14.5B
| $19.4M | 0.02% |
152,357
| – | – |
|
531
PUT
Universal Display
OLED
$4.19B
| $19.3M | 0.02% |
83,900
-6,100
| -7% | -$1.3M |
|
532
CALL
Truist Financial
TFC
$64B
| $19.3M | 0.02% |
401,700
+32,900
| +9% | +$1.49M |
|
533
PUT
Tyson Foods
TSN
$20.4B
| $19.1M | 0.02% |
296,800
-96,400
| -25% | -$6M |
|
534
PUT
Herbalife
HLF
$1.29B
| $19.1M | 0.02% |
397,600
-13,800
| -3% | -$666K |
|
535
PUT
Shake Shack
SHAK
$2.87B
| $19M | 0.02% |
223,900
-105,000
| -32% | -$8.15M |
|
536
CALL
Live Nation Entertainment
LYV
$42.1B
| $18.9M | 0.02% |
257,400
+70,800
| +38% | +$4.47M |
|
537
CALL
Twilio
TWLO
$36.6B
| $18.9M | 0.02% |
55,800
-117,200
| -68% | -$36.6M |
|
538
CALL
Tractor Supply
TSCO
$18B
| $18.8M | 0.02% |
668,000
-507,500
| -43% | -$14.2M |
|
|
SPWR
539
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $18.7M | 0.02% |
729,900
+120,600
| +20% | +$2.44M |
|
|
540
CALL
Universal Display
OLED
$4.19B
| $18.7M | 0.02% |
81,300
-19,200
| -19% | -$4.1M |
|
541
PUT
Stryker
SYK
$130B
| $18.5M | 0.02% |
75,500
-38,600
| -34% | -$8.74M |
|
542
PUT
GDS Holdings
GDS
$6.41B
| $18.5M | 0.02% |
197,600
-4,200
| -2% | -$373K |
|
543
PUT
KB Home
KBH
$3.59B
| $18.4M | 0.02% |
548,900
+146,600
| +36% | +$5.27M |
|
544
PUT
Progressive
PGR
$125B
| $18.4M | 0.02% |
185,900
+77,900
| +72% | +$7.37M |
|
545
CALL
Sysco
SYY
$40.3B
| $18.3M | 0.02% |
246,700
-66,400
| -21% | -$4.57M |
|
546
CALL
Palantir
PLTR
$413B
| $18.3M | 0.02% |
+776,300
| New | +$13.9M |
|
|
XLNX
547
DELISTED
Xilinx Inc
XLNX
| $18.2M | 0.02% |
128,519
+27,520
| +27% | +$3.58M |
|
548
CALL
Eli Lilly
LLY
$1.06T
| $18.2M | 0.02% |
107,900
-49,100
| -31% | -$7.33M |
|
|
X
549
PUT
DELISTED
US Steel
X
| $18.1M | 0.02% |
1,081,300
+89,100
| +9% | +$1.11M |
|
550
Walmart Inc
WMT
$890B
| $18M | 0.02% |
374,115
-1,691,667
| -82% | -$82.1M |
|
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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.