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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 | |
|---|---|---|---|---|---|---|
801
PUT
O'Reilly Automotive
ORLY
$76.3B
| $7.47M | 0.01% |
247,500
-507,000
| -67% | -$15.3M |
|
802
Invesco
IVZ
$13.9B
| $7.43M | 0.01% |
426,041
+416,047
| +4,163% | +$6.4M |
|
803
CALL
Park Hotels & Resorts
PK
$2.97B
| $7.37M | 0.01% |
+429,600
| New | +$5.96M |
|
804
CALL
Tanger
SKT
$4.52B
| $7.34M | 0.01% |
736,700
+366,700
| +99% | +$3.1M |
|
805
PUT
Outfront Media
OUT
$5.5B
| $7.33M | 0.01% |
380,991
| – | – |
|
806
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $7.33M | 0.01% |
219,186
-109,096
| -33% | -$3.1M |
|
807
CALL
iShares Russell 2000 Value ETF
IWN
$14.6B
| $7.33M | 0.01% |
+55,600
| New | +$6.56M |
|
808
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $7.29M | 0.01% |
300,700
+700
| +0.2% | +$17.4K |
|
809
CALL
Zebra Technologies
ZBRA
$17.8B
| $7.26M | 0.01% |
18,900
+12,100
| +178% | +$4.07M |
|
|
IRBT
810
CALL
DELISTED
iRobot
IRBT
| $7.24M | 0.01% |
90,300
-91,800
| -50% | -$7.47M |
|
811
CALL
Arthur J. Gallagher & Co
AJG
$63.6B
| $7.24M | 0.01% |
58,500
-21,500
| -27% | -$2.45M |
|
812
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $7.22M | 0.01% |
102,000
-82,000
| -45% | -$5.43M |
|
813
Lennar Class A
LEN
$21.2B
| $7.17M | 0.01% |
97,204
-283,407
| -74% | -$21.2M |
|
814
PUT
Regency Centers
REG
$14.1B
| $7.13M | 0.01% |
156,400
+111,200
| +246% | +$4.78M |
|
815
PUT
iShares US Real Estate ETF
IYR
$4.65B
| $7.13M | 0.01% |
83,200
+80,500
| +2,981% | +$6.7M |
|
816
CALL
Global Payments
GPN
$22.8B
| $7.11M | 0.01% |
33,000
-37,300
| -53% | -$6.96M |
|
|
SIX
817
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $7.09M | 0.01% |
208,100
+178,500
| +603% | +$4.89M |
|
818
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $7.09M | 0.01% |
169,484
-23,002
| -12% | -$852K |
|
819
CALL
Jones Lang LaSalle
JLL
$16.7B
| $7.06M | 0.01% |
+47,600
| New | +$6.11M |
|
820
Truist Financial
TFC
$64B
| $7.05M | 0.01% |
147,026
+57,465
| +64% | +$2.6M |
|
821
Sabre
SABR
$835M
| $7.04M | 0.01% |
585,605
+539,986
| +1,184% | +$4.99M |
|
822
CALL
Oneok
OKE
$54.5B
| $7M | 0.01% |
182,400
+79,700
| +78% | +$2.68M |
|
823
PUT
GoodRx Holdings
GDRX
$1.26B
| $6.99M | 0.01% |
+173,400
| New | +$7.97M |
|
824
CALL
HubSpot
HUBS
$10.5B
| $6.98M | 0.01% |
17,600
-15,700
| -47% | -$5.51M |
|
825
Paycom
PAYC
$9.69B
| $6.97M | 0.01% |
15,410
-47
| -0.3% | -$18.7K |
|
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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.