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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 | |
|---|---|---|---|---|---|---|
951
PUT
Tandem Diabetes Care
TNDM
$1.56B
| $4.74M | ﹤0.01% |
49,600
-154,400
| -76% | -$15.9M |
|
952
CALL
United Parks & Resorts
PRKS
$2.12B
| $4.73M | ﹤0.01% |
149,700
+110,800
| +285% | +$2.89M |
|
953
Twilio
TWLO
$36.6B
| $4.67M | ﹤0.01% |
13,809
-4,858
| -26% | -$1.52M |
|
|
HAYN
954
PUT
DELISTED
Haynes International, Inc.
HAYN
| $4.65M | ﹤0.01% |
195,000
-80,000
| -29% | -$1.66M |
|
|
LKFT
955
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.77B
| $4.6M | ﹤0.01% |
+46,467
| New | +$5.68M |
|
956
PUT
VeriSign
VRSN
$26.6B
| $4.57M | ﹤0.01% |
21,100
-41,700
| -66% | -$8.53M |
|
957
Pinduoduo
PDD
$131B
| $4.54M | ﹤0.01% |
25,548
-807,866
| -97% | -$96.6M |
|
958
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $4.53M | ﹤0.01% |
+53,400
| New | +$4.43M |
|
959
Unity
U
$18.9B
| $4.51M | ﹤0.01% |
+29,358
| New | +$3.57M |
|
960
Marathon Petroleum
MPC
$83.7B
| $4.48M | ﹤0.01% |
108,210
-367,515
| -77% | -$13.2M |
|
961
Sarepta Therapeutics
SRPT
$1.77B
| $4.45M | ﹤0.01% |
26,085
+22,574
| +643% | +$3.34M |
|
962
PUT
QuidelOrtho
QDEL
$838M
| $4.42M | ﹤0.01% |
24,600
+22,600
| +1,130% | +$5.02M |
|
|
MRSH
963
CALL
Marsh
MRSH
$91.5B
| $4.41M | ﹤0.01% |
+37,700
| New | +$4.28M |
|
|
NUAN
964
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $4.41M | ﹤0.01% |
100,000
| – | – |
|
965
Gaotu Techedu
GOTU
$436M
| $4.39M | ﹤0.01% |
84,949
+38,819
| +84% | +$2.83M |
|
966
CALL
HP
HPQ
$27.5B
| $4.36M | ﹤0.01% |
177,300
+100,100
| +130% | +$2.1M |
|
967
Philip Morris
PM
$295B
| $4.35M | ﹤0.01% |
52,535
-124,399
| -70% | -$9.68M |
|
968
PUT
Yelp
YELP
$1.41B
| $4.33M | ﹤0.01% |
+132,100
| New | +$3.47M |
|
969
TAL Education Group
TAL
$6.87B
| $4.32M | ﹤0.01% |
60,428
+60,299
| +46,743% | +$4.35M |
|
|
GWPH
970
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $4.31M | ﹤0.01% |
37,300
-25,000
| -40% | -$2.8M |
|
971
PUT
Rocket Companies
RKT
$38.9B
| $4.29M | ﹤0.01% |
212,100
+102,100
| +93% | +$2.15M |
|
972
PUT
United States Natural Gas Fund
UNG
$478M
| $4.29M | ﹤0.01% |
116,525
+75,275
| +182% | +$3.25M |
|
973
CALL
Nutrien
NTR
$30.7B
| $4.28M | ﹤0.01% |
88,800
+47,200
| +113% | +$2.09M |
|
974
Teva Pharmaceuticals
TEVA
$41.2B
| $4.26M | ﹤0.01% |
441,278
-84,282
| -16% | -$807K |
|
975
Tencent Music
TME
$15.6B
| $4.26M | ﹤0.01% |
221,254
+219,882
| +16,026% | +$3.57M |
|
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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.