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 | |
|---|---|---|---|---|---|---|
|
NIU
901
PUT
Niu Technologies
NIU
$193M
| $5.45M | 0.01% |
+194,400
| New | +$5.64M |
|
902
PUT
Virgin Galactic
SPCE
$398M
| $5.45M | 0.01% |
11,485
-14,835
| -56% | -$6.93M |
|
903
PUT
MSCI
MSCI
$40.9B
| $5.45M | 0.01% |
12,200
-5,000
| -29% | -$1.96M |
|
904
PUT
Sonos
SONO
$1.85B
| $5.44M | 0.01% |
232,500
+197,900
| +572% | +$3.69M |
|
905
PUT
Ralph Lauren
RL
$23.6B
| $5.43M | 0.01% |
52,300
-32,100
| -38% | -$2.69M |
|
906
PUT
Kulicke & Soffa
KLIC
$4.78B
| $5.41M | 0.01% |
+170,000
| New | +$4.95M |
|
907
CALL
Invesco
IVZ
$13.9B
| $5.39M | 0.01% |
309,100
+162,300
| +111% | +$2.5M |
|
908
PUT
Fastenal
FAST
$59.5B
| $5.39M | 0.01% |
220,600
-21,800
| -9% | -$513K |
|
|
WWE
909
CALL
DELISTED
World Wrestling Entertainment
WWE
| $5.35M | 0.01% |
111,400
+80,400
| +259% | +$3.37M |
|
910
CALL
Tandem Diabetes Care
TNDM
$1.56B
| $5.34M | 0.01% |
55,800
-185,400
| -77% | -$19.1M |
|
911
PUT
Fortive
FTV
$18.6B
| $5.34M | 0.01% |
100,056
-20,779
| -17% | -$1.07M |
|
|
PSTH
912
PUT
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $5.33M | 0.01% |
+192,100
| New | +$4.63M |
|
913
First Majestic Silver
AG
$9.07B
| $5.32M | 0.01% |
395,634
+327,614
| +482% | +$3.6M |
|
|
MMP
914
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $5.3M | 0.01% |
+125,000
| New | +$4.99M |
|
|
MMP
915
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $5.3M | 0.01% |
+125,000
| New | +$4.99M |
|
|
916
CALL
Fortive
FTV
$18.6B
| $5.3M | 0.01% |
99,260
+97,674
| +6,159% | +$5.02M |
|
917
FirstEnergy
FE
$27.5B
| $5.26M | 0.01% |
171,713
+157,940
| +1,147% | +$4.73M |
|
|
ICPT
918
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $5.25M | 0.01% |
212,600
+300
| +0.1% | +$9.94K |
|
919
XPO
XPO
$23.7B
| $5.25M | 0.01% |
127,262
+112,273
| +749% | +$4.07M |
|
920
PUT
International Flavors & Fragrances
IFF
$21.9B
| $5.24M | 0.01% |
48,100
-193,100
| -80% | -$21.7M |
|
|
RDS.A
921
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $5.22M | 0.01% |
148,400
-36,800
| -20% | -$1.15M |
|
922
TripAdvisor
TRIP
$1.26B
| $5.21M | 0.01% |
181,186
+72,847
| +67% | +$1.75M |
|
923
CALL
T-Mobile US
TMUS
$190B
| $5.2M | 0.01% |
38,600
-245,400
| -86% | -$30.3M |
|
924
CALL
Nucor
NUE
$62.1B
| $5.2M | 0.01% |
97,700
+20,100
| +26% | +$1.04M |
|
925
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $5.19M | 0.01% |
122,500
+94,600
| +339% | +$3.82M |
|
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.