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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 | |
|---|---|---|---|---|---|---|
726
PUT
Fiverr
FVRR
$339M
| $9.48M | 0.01% |
48,500
+39,900
| +464% | +$7.22M |
|
|
WBA
727
DELISTED
Walgreens Boots Alliance
WBA
| $9.44M | 0.01% |
236,704
-143,549
| -38% | -$5.56M |
|
728
CALL
Upland Software
UPLD
$15.4M
| $9.42M | 0.01% |
20,530
-7,970
| -28% | -$3.51M |
|
729
Virgin Galactic
SPCE
$398M
| $9.39M | 0.01% |
19,781
-13,408
| -40% | -$6.26M |
|
|
TUFN
730
PUT
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $9.36M | 0.01% |
+750,000
| New | +$6.44M |
|
731
The Mosaic Company
MOS
$7.33B
| $9.35M | 0.01% |
406,411
+150,062
| +59% | +$3.02M |
|
732
PUT
TransDigm Group
TDG
$67.7B
| $9.29M | 0.01% |
15,000
-58,600
| -80% | -$32.2M |
|
733
CALL
Howmet Aerospace
HWM
$112B
| $9.28M | 0.01% |
+325,000
| New | +$7.23M |
|
734
PUT
Vornado Realty Trust
VNO
$7.38B
| $9.26M | 0.01% |
247,900
+227,500
| +1,115% | +$8.31M |
|
735
PUT
Ferrari
RACE
$72.5B
| $9.23M | 0.01% |
40,200
-16,400
| -29% | -$3.35M |
|
736
PUT
Tractor Supply
TSCO
$18B
| $9.15M | 0.01% |
325,500
-470,500
| -59% | -$13.2M |
|
|
RAD
737
CALL
DELISTED
Rite Aid Corporation
RAD
| $9.14M | 0.01% |
577,600
+393,500
| +214% | +$5.06M |
|
738
S&P Global
SPGI
$120B
| $9.13M | 0.01% |
27,770
-1,212
| -4% | -$409K |
|
|
MGLN
739
PUT
DELISTED
Magellan Health Services, Inc.
MGLN
| $9.11M | 0.01% |
+110,000
| New | +$8.7M |
|
740
First Solar
FSLR
$26.9B
| $9.11M | 0.01% |
92,088
-8,037
| -8% | -$697K |
|
|
NEWR
741
PUT
DELISTED
New Relic, Inc.
NEWR
| $9.1M | 0.01% |
139,200
| – | – |
|
742
TJX Companies
TJX
$178B
| $9.04M | 0.01% |
132,413
+78,791
| +147% | +$4.79M |
|
743
CALL
Tenet Healthcare
THC
$21.1B
| $9M | 0.01% |
225,400
+124,600
| +124% | +$4.02M |
|
744
PUT
Lumentum
LITE
$69.3B
| $8.93M | 0.01% |
94,200
-195,800
| -68% | -$16.9M |
|
|
JWN
745
DELISTED
Nordstrom
JWN
| $8.93M | 0.01% |
285,966
+178,317
| +166% | +$3.72M |
|
746
Linde
LIN
$226B
| $8.92M | 0.01% |
33,856
+28,709
| +558% | +$7.05M |
|
747
CALL
Sempra
SRE
$54.8B
| $8.89M | 0.01% |
139,600
-22,000
| -14% | -$1.42M |
|
748
Northrop Grumman
NOC
$81.2B
| $8.86M | 0.01% |
29,071
+192
| +0.7% | +$58.7K |
|
749
PUT
Hyliion Holdings
HYLN
$690M
| $8.84M | 0.01% |
+536,100
| New | +$12.2M |
|
|
JKS
750
CALL
JinkoSolar
JKS
$891M
| $8.82M | 0.01% |
+142,500
| New | +$9.01M |
|
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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.