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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 | |
|---|---|---|---|---|---|---|
626
CALL
Martin Marietta Materials
MLM
$33B
| $13.6M | 0.01% |
48,000
+100
| +0.2% | +$26.6K |
|
627
PUT
Teladoc Health
TDOC
$1.3B
| $13.6M | 0.01% |
67,900
-5,000
| -7% | -$1.02M |
|
628
PUT
General Dynamics
GD
$106B
| $13.6M | 0.01% |
91,200
-114,500
| -56% | -$16.7M |
|
629
CALL
Gilead Sciences
GILD
$165B
| $13.6M | 0.01% |
232,700
-22,600
| -9% | -$1.36M |
|
630
CALL
Stryker
SYK
$130B
| $13.4M | 0.01% |
54,600
-147,100
| -73% | -$33.3M |
|
631
McDonald's
MCD
$195B
| $13.4M | 0.01% |
62,224
-15,609
| -20% | -$3.39M |
|
632
PUT
VF Corp
VFC
$5.89B
| $13.2M | 0.01% |
154,600
+45,800
| +42% | +$3.66M |
|
633
PUT
Oneok
OKE
$54.5B
| $13.2M | 0.01% |
343,200
+160,600
| +88% | +$5.4M |
|
634
CALL
Zoetis
ZTS
$30B
| $13.2M | 0.01% |
79,600
-170,200
| -68% | -$27.7M |
|
635
PUT
Idexx Laboratories
IDXX
$46.2B
| $13.1M | 0.01% |
26,200
-8,500
| -24% | -$3.8M |
|
636
CALL
Microchip Technology
MCHP
$46B
| $13M | 0.01% |
188,200
-579,400
| -75% | -$36.1M |
|
637
Medtronic
MDT
$112B
| $13M | 0.01% |
110,761
-109,320
| -50% | -$12M |
|
|
HZNP
638
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $12.9M | 0.01% |
176,400
+151,400
| +606% | +$11.3M |
|
639
Old National Bancorp
ONB
$10.2B
| $12.9M | 0.01% |
+777,603
| New | +$11.9M |
|
640
PUT
LyondellBasell Industries
LYB
$19.2B
| $12.9M | 0.01% |
140,300
-31,600
| -18% | -$2.57M |
|
641
Insulet
PODD
$9.79B
| $12.8M | 0.01% |
+50,183
| New | +$12.5M |
|
|
642
PUT
Insulet
PODD
$9.79B
| $12.8M | 0.01% |
+50,000
| New | +$12.4M |
|
|
FL
643
CALL
DELISTED
Foot Locker
FL
| $12.7M | 0.01% |
314,700
-257,300
| -45% | -$10M |
|
|
SGI
644
PUT
Somnigroup International
SGI
$13.7B
| $12.7M | 0.01% |
471,000
-404,600
| -46% | -$9.87M |
|
645
Honeywell
HON
$78B
| $12.7M | 0.01% |
63,309
+23,599
| +59% | +$4.29M |
|
646
Humana
HUM
$46.2B
| $12.7M | 0.01% |
30,923
-4,980
| -14% | -$2.07M |
|
647
KBR
KBR
$4.8B
| $12.6M | 0.01% |
+406,579
| New | +$10.7M |
|
648
PUT
Teradyne
TER
$59.3B
| $12.5M | 0.01% |
104,600
+4,000
| +4% | +$409K |
|
649
PUT
Gaotu Techedu
GOTU
$436M
| $12.4M | 0.01% |
240,700
+115,200
| +92% | +$8.4M |
|
|
WORK
650
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $12.4M | 0.01% |
293,000
-198,300
| -40% | -$6.7M |
|
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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.