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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 | |
|---|---|---|---|---|---|---|
1151
CALL
Vipshop
VIPS
$7.53B
| $2.62M | ﹤0.01% |
93,400
-10,300
| -10% | -$228K |
|
1152
CALL
Iovance Biotherapeutics
IOVA
$2.87B
| $2.6M | ﹤0.01% |
56,000
+45,600
| +438% | +$1.81M |
|
1153
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
| $2.58M | ﹤0.01% |
550,000
+230,986
| +72% | +$1.02M |
|
1154
CALL
Vulcan Materials
VMC
$36.9B
| $2.58M | ﹤0.01% |
17,400
+11,000
| +172% | +$1.57M |
|
1155
Illumina
ILMN
$28.4B
| $2.57M | ﹤0.01% |
7,139
+4,821
| +208% | +$1.54M |
|
1156
CALL
Opko Health
OPK
$1.02B
| $2.56M | ﹤0.01% |
648,000
-152,000
| -19% | -$635K |
|
1157
Live Nation Entertainment
LYV
$42.1B
| $2.54M | ﹤0.01% |
34,558
+3,808
| +12% | +$240K |
|
1158
Urban Outfitters
URBN
$6.59B
| $2.53M | ﹤0.01% |
+98,966
| New | +$2.55M |
|
1159
CALL
Suncor Energy
SU
$70.3B
| $2.53M | ﹤0.01% |
151,000
+86,500
| +134% | +$1.27M |
|
|
RDFN
1160
DELISTED
Redfin
RDFN
| $2.52M | ﹤0.01% |
36,759
+34,813
| +1,789% | +$1.86M |
|
1161
CALL
VF Corp
VFC
$5.89B
| $2.52M | ﹤0.01% |
29,400
+20,600
| +234% | +$1.65M |
|
1162
CALL
PVH
PVH
$4.04B
| $2.51M | ﹤0.01% |
26,700
-1,100
| -4% | -$83.8K |
|
1163
PUT
Tapestry
TPR
$32.8B
| $2.5M | ﹤0.01% |
80,600
+39,900
| +98% | +$1.01M |
|
1164
Vornado Realty Trust
VNO
$7.38B
| $2.5M | ﹤0.01% |
66,877
+64,436
| +2,640% | +$2.35M |
|
|
NKLA
1165
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
| $2.5M | ﹤0.01% |
5,447
-2,113
| -28% | -$1.32M |
|
1166
RingCentral
RNG
$5.28B
| $2.49M | ﹤0.01% |
6,577
-43,777
| -87% | -$13.6M |
|
1167
CALL
KeyCorp
KEY
$24.4B
| $2.48M | ﹤0.01% |
151,100
+66,000
| +78% | +$961K |
|
|
RETA
1168
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $2.47M | ﹤0.01% |
+20,000
| New | +$2.63M |
|
1169
PUT
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $2.46M | ﹤0.01% |
100,000
| – | – |
|
1170
International Flavors & Fragrances
IFF
$21.9B
| $2.45M | ﹤0.01% |
22,485
-19,351
| -46% | -$2.17M |
|
1171
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $2.45M | ﹤0.01% |
253,500
-95,900
| -27% | -$919K |
|
|
WWE
1172
PUT
DELISTED
World Wrestling Entertainment
WWE
| $2.45M | ﹤0.01% |
50,900
+47,800
| +1,542% | +$2.01M |
|
1173
CALL
Leggett & Platt
LEG
$1.31B
| $2.44M | ﹤0.01% |
55,000
| – | – |
|
1174
Nutanix
NTNX
$16.9B
| $2.43M | ﹤0.01% |
76,268
+41,862
| +122% | +$1.14M |
|
|
SDC
1175
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $2.42M | ﹤0.01% |
202,800
-127,900
| -39% | -$1.45M |
|
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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.