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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 | |
|---|---|---|---|---|---|---|
926
Liberty Global Class C
LBTYK
$3.49B
| $5.15M | 0.01% |
217,898
+48,704
| +29% | +$1.06M |
|
927
CALL
Paylocity
PCTY
$7.98B
| $5.15M | 0.01% |
+25,000
| New | +$4.81M |
|
928
PUT
HSBC
HSBC
$356B
| $5.12M | 0.01% |
197,800
-137,900
| -41% | -$3.28M |
|
929
iShares Semiconductor ETF
SOXX
$45.9B
| $5.12M | 0.01% |
+40,497
| New | +$4.65M |
|
930
CALL
Ollie's Bargain Outlet
OLLI
$4.94B
| $5.12M | 0.01% |
62,600
+42,800
| +216% | +$3.74M |
|
931
CALL
Targa Resources
TRGP
$55.1B
| $5.09M | 0.01% |
193,100
+176,500
| +1,063% | +$3.76M |
|
932
CALL
Nutanix
NTNX
$16.9B
| $5.07M | 0.01% |
159,100
+55,000
| +53% | +$1.49M |
|
933
CALL
Rapid7
RPD
$773M
| $5.07M | 0.01% |
+56,200
| New | +$4.02M |
|
|
SCHW
934
Charles Schwab
SCHW
$187B
| $5.06M | 0.01% |
95,396
-88,386
| -48% | -$4M |
|
935
Lumentum
LITE
$69.3B
| $5.03M | 0.01% |
53,073
+40,221
| +313% | +$3.47M |
|
936
PUT
Motorola Solutions
MSI
$77.4B
| $4.98M | 0.01% |
29,300
-55,500
| -65% | -$9.31M |
|
|
JWN
937
PUT
DELISTED
Nordstrom
JWN
| $4.94M | 0.01% |
158,300
-26,000
| -14% | -$543K |
|
938
PUT
Under Armour Class C
UA
$2.53B
| $4.91M | ﹤0.01% |
330,300
+25,900
| +9% | +$347K |
|
939
PUT
PVH
PVH
$4.04B
| $4.9M | ﹤0.01% |
52,200
+46,900
| +885% | +$3.57M |
|
940
CALL
Marriott Vacations Worldwide
VAC
$4.25B
| $4.9M | ﹤0.01% |
35,700
+13,600
| +62% | +$1.6M |
|
941
CALL
Teradyne
TER
$59.3B
| $4.89M | ﹤0.01% |
40,800
-16,500
| -29% | -$1.69M |
|
942
CALL
Shake Shack
SHAK
$2.87B
| $4.88M | ﹤0.01% |
57,600
-107,100
| -65% | -$8.31M |
|
943
PENN Entertainment
PENN
$2.71B
| $4.86M | ﹤0.01% |
56,312
-64,652
| -53% | -$4.61M |
|
944
CALL
Mondelez International
MDLZ
$79.9B
| $4.86M | ﹤0.01% |
83,200
-358,000
| -81% | -$20.5M |
|
|
NUAN
945
DELISTED
Nuance Communications, Inc.
NUAN
| $4.84M | ﹤0.01% |
109,852
+23,959
| +28% | +$908K |
|
946
State Street SPDR S&P Retail ETF
XRT
$654M
| $4.83M | ﹤0.01% |
75,088
+57,664
| +331% | +$3.31M |
|
947
Vanguard S&P 500 ETF
VOO
$1.03T
| $4.82M | ﹤0.01% |
14,025
+8,210
| +141% | +$2.68M |
|
948
CALL
iShares Global Clean Energy ETF
ICLN
$2.1B
| $4.8M | ﹤0.01% |
+170,000
| New | +$3.82M |
|
|
KC
949
PUT
Kingsoft Cloud Holdings
KC
$3.69B
| $4.75M | ﹤0.01% |
+109,100
| New | +$4.04M |
|
950
CALL
Haemonetics
HAE
$4B
| $4.75M | ﹤0.01% |
+40,000
| New | +$4.31M |
|
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.