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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 | |
|---|---|---|---|---|---|---|
576
CALL
Walmart Inc
WMT
$890B
| $16.5M | 0.02% |
344,400
-1,051,200
| -75% | -$51M |
|
|
ZGNX
577
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $16.5M | 0.02% |
825,000
+449,300
| +120% | +$9.18M |
|
578
PUT
Synopsys
SNPS
$79.7B
| $16.3M | 0.02% |
62,800
-61,500
| -49% | -$14.2M |
|
579
CALL
PPG Industries
PPG
$26.6B
| $16.3M | 0.02% |
112,900
+32,200
| +40% | +$4.48M |
|
580
CALL
Intuit
INTU
$89B
| $16.3M | 0.02% |
42,800
-43,400
| -50% | -$15.2M |
|
581
PUT
Mattel
MAT
$4.23B
| $16.2M | 0.02% |
928,300
+86,300
| +10% | +$1.27M |
|
582
PUT
Illinois Tool Works
ITW
$84.5B
| $16.1M | 0.02% |
79,200
-84,200
| -52% | -$17.2M |
|
583
PUT
NovoCure
NVCR
$1.91B
| $16M | 0.02% |
92,400
-25,100
| -21% | -$3.43M |
|
584
General Motors
GM
$76.8B
| $16M | 0.02% |
383,972
-47,891
| -11% | -$1.86M |
|
585
PUT
Shopify
SHOP
$195B
| $16M | 0.02% |
141,000
-108,000
| -43% | -$11.3M |
|
586
CALL
Harley-Davidson
HOG
$2.71B
| $15.9M | 0.02% |
433,500
+142,400
| +49% | +$4.89M |
|
587
PUT
Williams Companies
WMB
$86.1B
| $15.9M | 0.02% |
793,100
+687,700
| +652% | +$13.9M |
|
588
CALL
SiriusXM
SIRI
$10.1B
| $15.8M | 0.02% |
248,640
+59,530
| +31% | +$3.66M |
|
589
PUT
iShares MSCI Mexico ETF
EWW
$1.99B
| $15.8M | 0.02% |
367,900
-31,700
| -8% | -$1.23M |
|
590
Kraft Heinz
KHC
$30B
| $15.5M | 0.02% |
448,622
-207,351
| -32% | -$6.73M |
|
591
CALL
Paychex
PAYX
$42.7B
| $15.5M | 0.02% |
165,900
-3,300
| -2% | -$293K |
|
592
CALL
Quest Diagnostics
DGX
$26.3B
| $15.3M | 0.02% |
128,000
+115,200
| +900% | +$14M |
|
|
X
593
DELISTED
US Steel
X
| $15.1M | 0.02% |
900,296
+749,702
| +498% | +$9.32M |
|
594
CALL
iShares MSCI Japan ETF
EWJ
$23B
| $15.1M | 0.02% |
223,000
+61,500
| +38% | +$3.86M |
|
595
CALL
XPeng
XPEV
$11.6B
| $15.1M | 0.02% |
+351,500
| New | +$12.9M |
|
596
PUT
Nutanix
NTNX
$16.9B
| $14.9M | 0.02% |
468,300
-14,700
| -3% | -$399K |
|
597
PUT
L3Harris
LHX
$53.4B
| $14.9M | 0.02% |
78,900
-44,100
| -36% | -$8.07M |
|
598
CALL
Plug Power
PLUG
$3.04B
| $14.9M | 0.02% |
439,600
+323,600
| +279% | +$7.33M |
|
599
PUT
Kroger
KR
$34.8B
| $14.9M | 0.01% |
469,200
-293,500
| -38% | -$9.51M |
|
600
CALL
Hershey
HSY
$36.6B
| $14.9M | 0.01% |
97,600
-103,600
| -51% | -$15.3M |
|
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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.