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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 | |
|---|---|---|---|---|---|---|
1276
MACOM Technology Solutions
MTSI
$23.7B
| $1.68M | ﹤0.01% |
+30,428
| New | +$1.3M |
|
1277
PUT
State Street
STT
$50.7B
| $1.67M | ﹤0.01% |
23,000
+5,100
| +28% | +$346K |
|
1278
Labcorp
LH
$25.9B
| $1.67M | ﹤0.01% |
9,530
-22,880
| -71% | -$3.95M |
|
|
SF
1279
CALL
Stifel
SF
$12.6B
| $1.67M | ﹤0.01% |
+49,500
| New | +$1.47M |
|
1280
Progressive
PGR
$125B
| $1.66M | ﹤0.01% |
16,757
+611
| +4% | +$57.8K |
|
|
BBBY
1281
PUT
Bed Bath & Beyond
BBBY
$442M
| $1.66M | ﹤0.01% |
37,950
-12,650
| -25% | -$748K |
|
1282
CALL
Motorola Solutions
MSI
$77.4B
| $1.65M | ﹤0.01% |
9,700
-38,600
| -80% | -$6.47M |
|
1283
PUT
Innovative Industrial Properties
IIPR
$1.72B
| $1.63M | ﹤0.01% |
8,900
-7,800
| -47% | -$1.17M |
|
1284
WIX.com
WIX
$2.52B
| $1.63M | ﹤0.01% |
6,518
+3,713
| +132% | +$978K |
|
1285
PUT
Public Storage
PSA
$61.3B
| $1.61M | ﹤0.01% |
7,000
+1,500
| +27% | +$344K |
|
|
PXD
1286
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.61M | ﹤0.01% |
14,149
-47,928
| -77% | -$4.66M |
|
1287
KB Home
KBH
$3.59B
| $1.6M | ﹤0.01% |
47,789
+41,295
| +636% | +$1.48M |
|
|
K
1288
DELISTED
Kellanova
K
| $1.6M | ﹤0.01% |
27,323
+17,495
| +178% | +$1.05M |
|
1289
PUT
Levi Strauss
LEVI
$9.39B
| $1.59M | ﹤0.01% |
79,300
+76,300
| +2,543% | +$1.36M |
|
1290
CALL
JetBlue
JBLU
$2.29B
| $1.58M | ﹤0.01% |
108,800
-45,000
| -29% | -$617K |
|
|
1291
PUT
JetBlue
JBLU
$2.29B
| $1.58M | ﹤0.01% |
108,600
+25,800
| +31% | +$354K |
|
|
PPLI
1292
PUT
People Inc
PPLI
$3.1B
| $1.57M | ﹤0.01% |
15,207
-8,794
| -37% | -$674K |
|
1293
CALL
Pultegroup
PHM
$25.3B
| $1.56M | ﹤0.01% |
36,200
+9,000
| +33% | +$399K |
|
1294
CALL
iShares Semiconductor ETF
SOXX
$45.9B
| $1.56M | ﹤0.01% |
+12,300
| New | +$1.41M |
|
1295
Keysight
KEYS
$58.3B
| $1.55M | ﹤0.01% |
11,759
-11,970
| -50% | -$1.38M |
|
|
PMVC.U
1296
DELISTED
PMV Consumer Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
PMVC.U
| $1.55M | ﹤0.01% |
150,809
+64,476
| +75% | +$649K |
|
1297
JB Hunt Transport Services
JBHT
$25.2B
| $1.55M | ﹤0.01% |
11,354
-29,656
| -72% | -$3.93M |
|
1298
CALL
Steel Dynamics
STLD
$37.6B
| $1.55M | ﹤0.01% |
+42,100
| New | +$1.46M |
|
1299
T. Rowe Price
TROW
$24.3B
| $1.55M | ﹤0.01% |
10,245
-527
| -5% | -$75.4K |
|
1300
CALL
United Natural Foods
UNFI
$2.85B
| $1.54M | ﹤0.01% |
+96,800
| New | +$1.62M |
|
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.