We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1376
PUT
Goodyear
GT
$1.8B
| $1.14M | ﹤0.01% |
104,200
-70,000
| -40% | -$705K |
|
1377
PUT
Opendoor
OPEN
$3.4B
| $1.14M | ﹤0.01% |
+51,667
| New | +$1.08M |
|
|
SGMO
1378
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $1.14M | ﹤0.01% |
72,900
+42,900
| +143% | +$503K |
|
1379
CALL
iShares Russell 1000 Growth ETF
IWF
$128B
| $1.13M | ﹤0.01% |
18,800
-5,200
| -22% | -$296K |
|
|
LCYAU
1380
DELISTED
Landcadia Holdings III, Inc. Unit
LCYAU
| $1.12M | ﹤0.01% |
+100,000
| New | +$1.02M |
|
|
GTM
1381
PUT
ZoomInfo Technologies
GTM
$1.25B
| $1.11M | ﹤0.01% |
+23,100
| New | +$995K |
|
1382
CALL
Gen Digital
GEN
$17.6B
| $1.1M | ﹤0.01% |
53,200
-149,200
| -74% | -$3.01M |
|
1383
Kinder Morgan
KMI
$69.2B
| $1.1M | ﹤0.01% |
80,704
-314,942
| -80% | -$4.22M |
|
1384
CALL
Transocean
RIG
$6.09B
| $1.1M | ﹤0.01% |
477,400
| – | – |
|
1385
iShares MSCI Mexico ETF
EWW
$1.91B
| $1.1M | ﹤0.01% |
25,549
+15,217
| +147% | +$591K |
|
1386
PUT
SS&C Technologies
SSNC
$18.7B
| $1.09M | ﹤0.01% |
15,000
| – | – |
|
1387
Yelp
YELP
$1.34B
| $1.09M | ﹤0.01% |
+33,340
| New | +$875K |
|
1388
Illinois Tool Works
ITW
$83.8B
| $1.09M | ﹤0.01% |
5,335
-437
| -8% | -$89.3K |
|
|
TGNA
1389
DELISTED
TEGNA Inc
TGNA
| $1.09M | ﹤0.01% |
77,977
+50,952
| +189% | +$681K |
|
|
AUY
1390
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $1.09M | ﹤0.01% |
190,100
+39,200
| +26% | +$221K |
|
|
STL
1391
CALL
DELISTED
Sterling Bancorp
STL
| $1.08M | ﹤0.01% |
+60,000
| New | +$904K |
|
1392
KraneShares CSI China Internet ETF
KWEB
$5.69B
| $1.08M | ﹤0.01% |
14,018
-86,204
| -86% | -$6.39M |
|
|
SMAR
1393
CALL
DELISTED
Smartsheet Inc.
SMAR
| $1.07M | ﹤0.01% |
15,500
-400
| -3% | -$23.4K |
|
1394
Valley National Bancorp
VLY
$8.08B
| $1.07M | ﹤0.01% |
+110,145
| New | +$958K |
|
1395
Paychex
PAYX
$42.8B
| $1.07M | ﹤0.01% |
11,509
-16,874
| -59% | -$1.5M |
|
1396
Roku
ROKU
$22.6B
| $1.07M | ﹤0.01% |
3,229
-24,487
| -88% | -$6.42M |
|
|
PRTY
1397
CALL
DELISTED
Party City Holdco Inc.
PRTY
| $1.07M | ﹤0.01% |
+174,000
| New | +$676K |
|
1398
PUT
Trinity Industries
TRN
$2.32B
| $1.06M | ﹤0.01% |
+40,000
| New | +$901K |
|
1399
CALL
Travelers Companies
TRV
$79B
| $1.05M | ﹤0.01% |
7,500
-15,200
| -67% | -$1.95M |
|
1400
CALL
MarineMax
HZO
$1.15B
| $1.05M | ﹤0.01% |
+30,000
| New | +$940K |
|
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.