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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 | |
|---|---|---|---|---|---|---|
851
Palo Alto Networks
PANW
$297B
| $6.21M | 0.01% |
104,772
+60,480
| +137% | +$2.83M |
|
852
PUT
Universal Health Services
UHS
$10.5B
| $6.2M | 0.01% |
+45,100
| New | +$5.61M |
|
853
CALL
GoodRx Holdings
GDRX
$1.26B
| $6.18M | 0.01% |
+153,200
| New | +$7.04M |
|
854
LyondellBasell Industries
LYB
$19.2B
| $6.14M | 0.01% |
67,017
+20,884
| +45% | +$1.7M |
|
855
VanEck Oil Services ETF
OIH
$1.84B
| $6.12M | 0.01% |
39,762
-1,603
| -4% | -$203K |
|
856
PUT
Keysight
KEYS
$58.3B
| $6.12M | 0.01% |
46,300
-34,200
| -42% | -$3.94M |
|
857
PUT
Vipshop
VIPS
$7.53B
| $6.12M | 0.01% |
217,600
-449,000
| -67% | -$9.96M |
|
858
Sherwin-Williams
SHW
$89.8B
| $6.11M | 0.01% |
24,957
-2,262
| -8% | -$537K |
|
859
PUT
QuantumScape Corp
QS
$3.74B
| $6.11M | 0.01% |
+72,300
| New | +$2.65M |
|
|
VMW
860
CALL
DELISTED
VMware, Inc
VMW
| $6.1M | 0.01% |
43,500
-9,100
| -17% | -$1.3M |
|
861
CALL
NetApp
NTAP
$37.2B
| $6.09M | 0.01% |
92,100
-36,800
| -29% | -$1.94M |
|
862
CALL
Ventas
VTR
$47.9B
| $6.08M | 0.01% |
123,900
-175,900
| -59% | -$8.13M |
|
863
CALL
Newell Brands
NWL
$2.56B
| $6.07M | 0.01% |
285,900
-204,100
| -42% | -$3.98M |
|
864
CALL
Workday
WDAY
$44.4B
| $6.04M | 0.01% |
25,200
-14,400
| -36% | -$3.24M |
|
865
Halliburton
HAL
$26.6B
| $6.03M | 0.01% |
318,866
-587,979
| -65% | -$9.13M |
|
866
Ferrari
RACE
$72.5B
| $6.02M | 0.01% |
26,217
+14,152
| +117% | +$2.89M |
|
867
PUT
Nucor
NUE
$62.1B
| $6.01M | 0.01% |
113,100
-64,200
| -36% | -$3.32M |
|
868
PUT
Travelers Companies
TRV
$80.2B
| $5.99M | 0.01% |
42,700
+16,100
| +61% | +$2.07M |
|
869
PUT
Planet Fitness
PLNT
$3.78B
| $5.99M | 0.01% |
77,100
+24,400
| +46% | +$1.71M |
|
870
Whirlpool
WHR
$2.82B
| $5.97M | 0.01% |
33,083
+15,908
| +93% | +$3.05M |
|
871
PG&E
PCG
$38.5B
| $5.96M | 0.01% |
478,098
-169,660
| -26% | -$1.92M |
|
872
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $5.95M | 0.01% |
138,400
+89,100
| +181% | +$3.46M |
|
873
CALL
Fiverr
FVRR
$339M
| $5.94M | 0.01% |
30,400
+27,100
| +821% | +$4.9M |
|
|
NVTA
874
PUT
DELISTED
Invitae Corporation
NVTA
| $5.93M | 0.01% |
141,900
+126,200
| +804% | +$6.03M |
|
|
875
CALL
Universal Health Services
UHS
$10.5B
| $5.87M | 0.01% |
+42,700
| New | +$5.31M |
|
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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.