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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 | |
|---|---|---|---|---|---|---|
|
SAVE
601
DELISTED
Spirit Airlines, Inc.
SAVE
| $14.8M | 0.01% |
607,184
+516,119
| +567% | +$10.7M |
|
|
VLDR
602
CALL
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
| $14.8M | 0.01% |
+649,400
| New | +$11M |
|
603
Hilton Worldwide
HLT
$71.5B
| $14.8M | 0.01% |
133,026
+92,561
| +229% | +$9.17M |
|
604
PUT
Gaming and Leisure Properties
GLPI
$12.8B
| $14.8M | 0.01% |
+348,900
| New | +$14.1M |
|
605
CALL
Toll Brothers
TOL
$14.5B
| $14.6M | 0.01% |
336,300
+179,900
| +115% | +$8.34M |
|
606
CALL
Kinder Morgan
KMI
$68.7B
| $14.6M | 0.01% |
1,067,900
+306,100
| +40% | +$4.1M |
|
607
Pultegroup
PHM
$25.3B
| $14.6M | 0.01% |
337,837
+291,575
| +630% | +$12.9M |
|
|
SBNY
608
DELISTED
Signature Bank
SBNY
| $14.4M | 0.01% |
+106,630
| New | +$11.1M |
|
609
PUT
HP
HPQ
$27.5B
| $14.3M | 0.01% |
580,200
-306,000
| -35% | -$6.42M |
|
610
PUT
Kimberly-Clark
KMB
$36.5B
| $14.2M | 0.01% |
105,600
+54,100
| +105% | +$7.57M |
|
611
CALL
Under Armour
UAA
$2.6B
| $14.2M | 0.01% |
826,800
+777,700
| +1,584% | +$11.9M |
|
612
CALL
Tyson Foods
TSN
$20.4B
| $14.2M | 0.01% |
219,600
-235,700
| -52% | -$14.7M |
|
613
Procter & Gamble
PG
$339B
| $14.2M | 0.01% |
101,698
-87,561
| -46% | -$12.2M |
|
|
SGI
614
CALL
Somnigroup International
SGI
$13.7B
| $14.1M | 0.01% |
523,100
-229,300
| -30% | -$5.59M |
|
615
CALL
Viatris
VTRS
$18.9B
| $14.1M | 0.01% |
753,364
+439,064
| +140% | +$7.16M |
|
616
CALL
RingCentral
RNG
$5.28B
| $14.1M | 0.01% |
37,100
-173,400
| -82% | -$53.9M |
|
617
Pinterest
PINS
$13.4B
| $14M | 0.01% |
212,250
+194,241
| +1,079% | +$11.7M |
|
618
CALL
Sony
SONY
$138B
| $13.8M | 0.01% |
683,500
-3,495,000
| -84% | -$60.8M |
|
619
CALL
Workhorse Group
WKHS
$36.3M
| $13.8M | 0.01% |
232
+223
| +2,478% | +$14.5M |
|
620
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $13.7M | 0.01% |
160,200
+156,700
| +4,477% | +$13M |
|
621
Newmont
NEM
$119B
| $13.7M | 0.01% |
228,878
-74,059
| -24% | -$4.56M |
|
622
PUT
NetApp
NTAP
$37.2B
| $13.7M | 0.01% |
206,500
-160,000
| -44% | -$8.45M |
|
|
PFPT
623
DELISTED
Proofpoint, Inc.
PFPT
| $13.7M | 0.01% |
+100,180
| New | +$11M |
|
624
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $13.6M | 0.01% |
32,500
| – | – |
|
|
PFPT
625
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $13.6M | 0.01% |
+100,000
| New | +$11M |
|
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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.