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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 | |
|---|---|---|---|---|---|---|
676
CALL
Upwork
UPWK
$1.19B
| $11.2M | 0.01% |
325,600
+225,600
| +226% | +$6.45M |
|
|
COOP
677
CALL
DELISTED
Mr. Cooper
COOP
| $11.2M | 0.01% |
360,000
-40,000
| -10% | -$1.02M |
|
678
XPeng
XPEV
$11.6B
| $11.1M | 0.01% |
260,275
+204,684
| +368% | +$7.52M |
|
679
PNC Financial Services
PNC
$101B
| $11.1M | 0.01% |
74,538
-81,268
| -52% | -$10.4M |
|
680
PUT
General Mills
GIS
$19.7B
| $11.1M | 0.01% |
188,700
-209,100
| -53% | -$12.6M |
|
681
CALL
Synopsys
SNPS
$79.7B
| $11.1M | 0.01% |
42,700
+26,800
| +169% | +$6.18M |
|
682
CALL
Synchrony
SYF
$25.6B
| $11M | 0.01% |
317,900
-223,200
| -41% | -$6.71M |
|
683
iShares MSCI Japan ETF
EWJ
$23B
| $11M | 0.01% |
162,517
+48,534
| +43% | +$3.05M |
|
684
PUT
Macy's
M
$6.68B
| $11M | 0.01% |
974,800
+686,600
| +238% | +$5.87M |
|
685
Trade Desk
TTD
$6.49B
| $10.9M | 0.01% |
136,500
+53,930
| +65% | +$4.07M |
|
|
NEE.PRP
686
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
| $10.9M | 0.01% |
+215,000
| New | +$10.7M |
|
687
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $10.9M | 0.01% |
1,131,800
+276,000
| +32% | +$2.64M |
|
688
Wynn Resorts
WYNN
$10.6B
| $10.9M | 0.01% |
96,420
-60,308
| -38% | -$5.56M |
|
689
Norwegian Cruise Line
NCLH
$8.84B
| $10.9M | 0.01% |
427,639
-71,962
| -14% | -$1.5M |
|
690
PUT
Sphere Entertainment
SPHR
$5.73B
| $10.8M | 0.01% |
103,000
+63,000
| +158% | +$4.81M |
|
691
RTX Corp
RTX
$301B
| $10.8M | 0.01% |
150,858
+22,506
| +18% | +$1.48M |
|
|
SPR
692
DELISTED
Spirit AeroSystems
SPR
| $10.8M | 0.01% |
275,957
+239,031
| +647% | +$6.85M |
|
693
Prudential Financial
PRU
$41.8B
| $10.8M | 0.01% |
137,809
+46,256
| +51% | +$3.34M |
|
|
JWN
694
CALL
DELISTED
Nordstrom
JWN
| $10.7M | 0.01% |
343,900
-23,200
| -6% | -$484K |
|
695
CALL
Teck Resources
TECK
$32.6B
| $10.7M | 0.01% |
590,400
+123,600
| +26% | +$1.91M |
|
|
XLNX
696
CALL
DELISTED
Xilinx Inc
XLNX
| $10.6M | 0.01% |
75,000
-266,100
| -78% | -$34.6M |
|
|
PARA
697
CALL
DELISTED
Paramount Global Class B
PARA
| $10.6M | 0.01% |
284,600
-686,700
| -71% | -$22M |
|
698
PUT
Gen Digital
GEN
$17.5B
| $10.6M | 0.01% |
510,500
+373,300
| +272% | +$7.54M |
|
|
FL
699
PUT
DELISTED
Foot Locker
FL
| $10.6M | 0.01% |
261,900
+40,800
| +18% | +$1.59M |
|
700
PUT
Southern Company
SO
$107B
| $10.5M | 0.01% |
171,100
-387,300
| -69% | -$23.3M |
|
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HF
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.