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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 | |
|---|---|---|---|---|---|---|
|
MRSH
1201
PUT
Marsh
MRSH
$91.5B
| $2.2M | ﹤0.01% |
18,800
+15,400
| +453% | +$1.75M |
|
1202
M&T Bank
MTB
$36.2B
| $2.18M | ﹤0.01% |
17,090
+15,167
| +789% | +$1.73M |
|
1203
International Paper
IP
$22B
| $2.17M | ﹤0.01% |
46,102
-55,683
| -55% | -$2.49M |
|
1204
Tapestry
TPR
$32.8B
| $2.17M | ﹤0.01% |
69,835
+62,364
| +835% | +$1.58M |
|
1205
PUT
KKR & Co
KKR
$92.3B
| $2.15M | ﹤0.01% |
53,100
-1,500
| -3% | -$56.7K |
|
|
SPR
1206
PUT
DELISTED
Spirit AeroSystems
SPR
| $2.14M | ﹤0.01% |
54,700
+38,100
| +230% | +$1.09M |
|
1207
PUT
SM Energy
SM
$6.87B
| $2.13M | ﹤0.01% |
347,600
| – | – |
|
1208
CALL
Progyny
PGNY
$2.2B
| $2.12M | ﹤0.01% |
+50,000
| New | +$1.63M |
|
1209
Invesco Senior Loan ETF
BKLN
$6.74B
| $2.11M | ﹤0.01% |
+94,743
| New | +$2.08M |
|
|
SPRQ.U
1210
DELISTED
Spartan Acquisition Corp. II Units, each consisting of one share of Class A common stock, and one-ha
SPRQ.U
| $2.1M | ﹤0.01% |
+194,771
| New | +$2.06M |
|
1211
PUT
Welltower
WELL
$171B
| $2.09M | ﹤0.01% |
32,400
-6,900
| -18% | -$419K |
|
1212
CALL
GATX Corp
GATX
$6.27B
| $2.08M | ﹤0.01% |
+25,000
| New | +$1.91M |
|
|
1213
PUT
GATX Corp
GATX
$6.27B
| $2.08M | ﹤0.01% |
+25,000
| New | +$1.91M |
|
|
NEBCU
1214
DELISTED
Nebula Caravel Acquisition Corp. Unit
NEBCU
| $2.08M | ﹤0.01% |
+192,613
| New | +$2.06M |
|
1215
Stryker
SYK
$130B
| $2.08M | ﹤0.01% |
8,485
-12,199
| -59% | -$2.76M |
|
|
MAXN
1216
PUT
DELISTED
Maxeon Solar Technologies
MAXN
| $2.07M | ﹤0.01% |
731
| – | – |
|
1217
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $2.07M | ﹤0.01% |
49,553
-207,496
| -81% | -$8.09M |
|
1218
Sun Communities
SUI
$14.7B
| $2.06M | ﹤0.01% |
13,564
-2,393
| -15% | -$346K |
|
1219
CALL
Vodafone
VOD
$37.4B
| $2.06M | ﹤0.01% |
+124,700
| New | +$1.95M |
|
1220
Workhorse Group
WKHS
$36.3M
| $2.04M | ﹤0.01% |
+34
| New | +$2.21M |
|
|
ADAM
1221
CALL
Adamas Trust
ADAM
$883M
| $2.03M | ﹤0.01% |
+137,500
| New | +$1.74M |
|
1222
PUT
Radian Group
RDN
$4.93B
| $2.02M | ﹤0.01% |
+100,000
| New | +$1.87M |
|
1223
PUT
Virtu Financial
VIRT
$4.93B
| $2.02M | ﹤0.01% |
+80,400
| New | +$1.86M |
|
1224
PUT
Ollie's Bargain Outlet
OLLI
$4.94B
| $2.01M | ﹤0.01% |
24,600
-10,800
| -31% | -$944K |
|
1225
CALL
PagSeguro Digital
PAGS
$2.55B
| $2.01M | ﹤0.01% |
35,300
-92,300
| -72% | -$4.14M |
|
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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.