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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 | |
|---|---|---|---|---|---|---|
551
CALL
Global X Lithium & Battery Tech ETF
LIT
$1.6B
| $17.9M | 0.02% |
+289,500
| New | +$14.4M |
|
552
PUT
Zscaler
ZS
$27.3B
| $17.9M | 0.02% |
89,600
-85,500
| -49% | -$13.6M |
|
553
Kohl's
KSS
$2.19B
| $17.7M | 0.02% |
435,966
+366,626
| +529% | +$10.7M |
|
554
CALL
Unity
U
$18.9B
| $17.7M | 0.02% |
+115,500
| New | +$14M |
|
|
MNDT
555
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $17.7M | 0.02% |
766,900
+503,300
| +191% | +$7.75M |
|
|
MRTX
556
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $17.6M | 0.02% |
+80,000
| New | +$17.3M |
|
557
PUT
Marvell Technology
MRVL
$196B
| $17.4M | 0.02% |
365,600
-570,200
| -61% | -$24.7M |
|
558
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $17.3M | 0.02% |
35,900
+24,200
| +207% | +$13.1M |
|
559
PUT
Fortinet
FTNT
$117B
| $17.3M | 0.02% |
583,500
-341,000
| -37% | -$8.62M |
|
560
iShares MSCI Brazil ETF
EWZ
$8.95B
| $17.3M | 0.02% |
466,149
-418,351
| -47% | -$13.5M |
|
|
STMP
561
CALL
DELISTED
Stamps.com, Inc.
STMP
| $17.3M | 0.02% |
88,000
+29,000
| +49% | +$6.37M |
|
562
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $17.2M | 0.02% |
413,000
-102,600
| -20% | -$4M |
|
|
LKFT
563
PUT
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.77B
| $17.2M | 0.02% |
+174,000
| New | +$21.3M |
|
564
CALL
Progressive
PGR
$125B
| $17.2M | 0.02% |
174,000
+62,900
| +57% | +$5.95M |
|
565
CALL
Ralph Lauren
RL
$23.6B
| $17.2M | 0.02% |
165,800
+82,400
| +99% | +$6.91M |
|
566
CALL
Qorvo
QRVO
$8.74B
| $17.1M | 0.02% |
102,800
-41,600
| -29% | -$6.12M |
|
|
IRBT
567
PUT
DELISTED
iRobot
IRBT
| $17.1M | 0.02% |
212,700
-42,600
| -17% | -$3.47M |
|
568
iQIYI
IQ
$1.28B
| $17M | 0.02% |
973,359
+766,406
| +370% | +$17.3M |
|
569
PUT
Sysco
SYY
$40.3B
| $17M | 0.02% |
228,700
-136,800
| -37% | -$9.41M |
|
570
PUT
Ross Stores
ROST
$81.9B
| $16.8M | 0.02% |
137,200
-126,300
| -48% | -$13.2M |
|
571
CALL
Fastenal
FAST
$59.5B
| $16.8M | 0.02% |
688,600
+256,600
| +59% | +$6.04M |
|
572
PUT
FirstEnergy
FE
$27.5B
| $16.8M | 0.02% |
548,400
+498,700
| +1,003% | +$14.9M |
|
573
PUT
Trip.com Group
TCOM
$29.1B
| $16.8M | 0.02% |
497,600
+3,200
| +0.6% | +$104K |
|
574
ServiceNow
NOW
$129B
| $16.8M | 0.02% |
152,245
-69,190
| -31% | -$7.19M |
|
575
Lockheed Martin
LMT
$136B
| $16.7M | 0.02% |
47,102
+14,143
| +43% | +$5.2M |
|
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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.