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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 | |
|---|---|---|---|---|---|---|
1626
PUT
GrowGeneration
GRWG
$85.9M
| $513K | ﹤0.01% |
+12,800
| New | +$345K |
|
1627
CALL
Innovative Industrial Properties
IIPR
$1.66B
| $512K | ﹤0.01% |
2,800
-39,900
| -93% | -$5.97M |
|
1628
CALL
GSK
GSK
$104B
| $508K | ﹤0.01% |
11,040
-34,720
| -76% | -$1.59M |
|
1629
PUT
Xcel Energy
XEL
$48B
| $507K | ﹤0.01% |
7,600
+4,900
| +181% | +$341K |
|
|
HRC
1630
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $505K | ﹤0.01% |
+5,156
| New | +$482K |
|
1631
Sportsman's Warehouse
SPWH
$46.4M
| $504K | ﹤0.01% |
+28,718
| New | +$420K |
|
|
WRK
1632
DELISTED
WestRock Company
WRK
| $504K | ﹤0.01% |
11,585
+6,353
| +121% | +$262K |
|
|
AUY
1633
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $503K | ﹤0.01% |
87,800
+50,500
| +135% | +$284K |
|
|
NMMCU
1634
DELISTED
North Mountain Merger Corp. Unit
NMMCU
| $501K | ﹤0.01% |
46,629
+14,800
| +46% | +$154K |
|
|
ADAM
1635
Adamas Trust
ADAM
$880M
| $499K | ﹤0.01% |
33,825
+23,321
| +222% | +$295K |
|
|
TVACU
1636
DELISTED
Thayer Ventures Acquisition Corporation Units
TVACU
| $498K | ﹤0.01% |
+47,500
| New | +$494K |
|
|
SDC
1637
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $492K | ﹤0.01% |
41,188
-61,946
| -60% | -$702K |
|
1638
Williams-Sonoma
WSM
$29.5B
| $491K | ﹤0.01% |
9,636
-826
| -8% | -$42.3K |
|
1639
TriNet
TNET
$3.09B
| $489K | ﹤0.01% |
+6,073
| New | +$449K |
|
1640
Jones Lang LaSalle
JLL
$16.4B
| $487K | ﹤0.01% |
+3,282
| New | +$421K |
|
|
ELME
1641
Elme Communities
ELME
$144M
| $484K | ﹤0.01% |
22,399
-152,293
| -87% | -$3.26M |
|
1642
Invesco S&P 500 Low Volatility ETF
SPLV
$7.17B
| $483K | ﹤0.01% |
8,592
-2,491
| -22% | -$137K |
|
|
JOYY
1643
PUT
JOYY Inc
JOYY
$3.77B
| $480K | ﹤0.01% |
6,000
-46,400
| -89% | -$3.99M |
|
1644
Fortune Brands Innovations
FBIN
$5.73B
| $479K | ﹤0.01% |
6,539
-10,550
| -62% | -$770K |
|
1645
SiriusXM
SIRI
$9.7B
| $477K | ﹤0.01% |
7,486
-242
| -3% | -$14.9K |
|
1646
Trupanion
TRUP
$1.27B
| $476K | ﹤0.01% |
3,979
-16,086
| -80% | -$1.52M |
|
1647
PUT
Leidos
LDOS
$17.5B
| $473K | ﹤0.01% |
4,500
-3,900
| -46% | -$374K |
|
1648
O'Reilly Automotive
ORLY
$75.3B
| $470K | ﹤0.01% |
15,570
-95,310
| -86% | -$2.88M |
|
|
PPL
1649
PPL Corp
PPL
$26.3B
| $469K | ﹤0.01% |
16,625
+15,310
| +1,164% | +$435K |
|
1650
CALL
State Street SPDR S&P Retail ETF
XRT
$652M
| $468K | ﹤0.01% |
7,300
-197,200
| -96% | -$11.3M |
|
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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.