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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 | |
|---|---|---|---|---|---|---|
126
CALL
Mercado Libre
MELI
$92.3B
| $121M | 0.12% |
72,300
+14,900
| +26% | +$21M |
|
127
PUT
Honeywell
HON
$78B
| $119M | 0.12% |
595,964
-336,549
| -36% | -$61.1M |
|
128
CALL
ServiceNow
NOW
$129B
| $119M | 0.12% |
1,084,500
-615,000
| -36% | -$64M |
|
129
CALL
Wayfair
W
$14.6B
| $119M | 0.12% |
527,800
-221,700
| -30% | -$58.9M |
|
130
PUT
Roku
ROKU
$22.7B
| $119M | 0.12% |
358,600
+114,600
| +47% | +$30.1M |
|
131
PUT
Wynn Resorts
WYNN
$10.6B
| $119M | 0.12% |
1,053,000
-331,400
| -24% | -$30.6M |
|
132
PUT
McDonald's
MCD
$195B
| $118M | 0.12% |
549,700
-89,500
| -14% | -$19.5M |
|
133
CALL
Las Vegas Sands
LVS
$29.6B
| $118M | 0.12% |
1,975,600
-200,100
| -9% | -$10.7M |
|
134
Sea Limited
SE
$69.5B
| $115M | 0.12% |
578,727
-15,361
| -3% | -$2.74M |
|
135
CALL
Pinterest
PINS
$13.4B
| $114M | 0.11% |
1,722,500
+316,800
| +23% | +$19M |
|
136
PUT
Take-Two Interactive
TTWO
$46.1B
| $113M | 0.11% |
546,100
+150,400
| +38% | +$26.3M |
|
137
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $112M | 0.11% |
3,110,100
+1,414,300
| +83% | +$52.8M |
|
138
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $111M | 0.11% |
364,500
-142,800
| -28% | -$41.6M |
|
139
CALL
Hilton Worldwide
HLT
$71.5B
| $110M | 0.11% |
986,900
+545,200
| +123% | +$54M |
|
140
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $109M | 0.11% |
3,682,600
-3,285,200
| -47% | -$87.9M |
|
|
141
PUT
Sea Limited
SE
$69.5B
| $108M | 0.11% |
542,600
-140,300
| -21% | -$25M |
|
142
CALL
Valero Energy
VLO
$85.9B
| $108M | 0.11% |
1,903,300
+614,200
| +48% | +$30.1M |
|
|
143
CALL
Sea Limited
SE
$69.5B
| $107M | 0.11% |
536,300
-221,300
| -29% | -$39.4M |
|
144
CALL
Lyft
LYFT
$6.63B
| $106M | 0.11% |
2,158,100
+1,027,900
| +91% | +$37.4M |
|
145
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $106M | 0.11% |
2,038,500
+775,200
| +61% | +$35.4M |
|
146
CALL
Marriott International
MAR
$92.3B
| $106M | 0.11% |
799,900
-1,418,000
| -64% | -$162M |
|
147
PUT
MGM Resorts International
MGM
$11.2B
| $105M | 0.11% |
3,330,900
+979,100
| +42% | +$25.2M |
|
|
148
PUT
Pinterest
PINS
$13.4B
| $105M | 0.11% |
1,590,400
+483,200
| +44% | +$29M |
|
149
CALL
NIO
NIO
$11.9B
| $104M | 0.1% |
2,132,400
-2,085,500
| -49% | -$80.7M |
|
150
CALL
PG&E
PCG
$38.5B
| $104M | 0.1% |
8,340,900
+4,580,700
| +122% | +$51.8M |
|
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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.