We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
751
PUT
Golar LNG
GLNG
$5.13B
| $8.81M | 0.01% |
913,700
+25,900
| +3% | +$225K |
|
752
PUT
Invesco
IVZ
$13.9B
| $8.75M | 0.01% |
501,900
+499,800
| +23,800% | +$7.69M |
|
753
QuantumScape Corp
QS
$3.74B
| $8.72M | 0.01% |
+103,290
| New | +$3.78M |
|
754
Sunrun
RUN
$2.46B
| $8.69M | 0.01% |
125,263
+116,977
| +1,412% | +$7.26M |
|
755
CALL
M&T Bank
MTB
$36.2B
| $8.62M | 0.01% |
67,700
+67,500
| +33,750% | +$7.69M |
|
756
Union Pacific
UNP
$174B
| $8.56M | 0.01% |
41,134
+18,032
| +78% | +$3.6M |
|
757
PUT
iShares MSCI Japan ETF
EWJ
$23B
| $8.56M | 0.01% |
126,700
-766,800
| -86% | -$48.2M |
|
758
PUT
iShares US Home Construction ETF
ITB
$2.35B
| $8.55M | 0.01% |
153,300
+5,000
| +3% | +$282K |
|
759
MetLife
MET
$62.1B
| $8.55M | 0.01% |
182,161
-324,144
| -64% | -$14M |
|
760
PUT
Kinder Morgan
KMI
$68.7B
| $8.54M | 0.01% |
624,700
-73,600
| -11% | -$985K |
|
761
CALL
Planet Fitness
PLNT
$3.78B
| $8.49M | 0.01% |
109,400
+50,700
| +86% | +$3.55M |
|
762
CALL
GoDaddy
GDDY
$11.5B
| $8.45M | 0.01% |
+101,900
| New | +$8M |
|
763
Plug Power
PLUG
$3.04B
| $8.41M | 0.01% |
248,057
+235,676
| +1,904% | +$5.34M |
|
764
Tower Semiconductor
TSEM
$28.5B
| $8.39M | 0.01% |
+324,935
| New | +$7.43M |
|
765
CALL
Trex
TREX
$5.01B
| $8.37M | 0.01% |
+100,000
| New | +$7.65M |
|
766
PUT
Parker-Hannifin
PH
$135B
| $8.36M | 0.01% |
30,700
-55,000
| -64% | -$13.6M |
|
767
CALL
FIVE9
FIVN
$2.54B
| $8.32M | 0.01% |
47,700
+9,600
| +25% | +$1.46M |
|
768
CALL
United States Natural Gas Fund
UNG
$455M
| $8.28M | 0.01% |
225,100
+225,000
| +225,000% | +$9.71M |
|
769
lululemon athletica
LULU
$14.6B
| $8.28M | 0.01% |
23,790
-81,665
| -77% | -$28.4M |
|
770
CALL
General Mills
GIS
$19.7B
| $8.28M | 0.01% |
140,800
-148,300
| -51% | -$8.97M |
|
771
Novavax
NVAX
$1.31B
| $8.28M | 0.01% |
74,217
+70,728
| +2,027% | +$7.52M |
|
772
CALL
Pan American Silver
PAAS
$21.6B
| $8.23M | 0.01% |
238,400
+65,600
| +38% | +$2.12M |
|
773
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $8.17M | 0.01% |
+497,700
| New | +$8.16M |
|
774
PUT
GFL Environmental
GFL
$14.9B
| $8.17M | 0.01% |
280,000
+80,000
| +40% | +$1.96M |
|
775
PUT
Waste Management
WM
$91B
| $8.15M | 0.01% |
69,100
-98,100
| -59% | -$11.4M |
|
Similar funds
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.