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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 | |
|---|---|---|---|---|---|---|
151
CALL
GE Aerospace
GE
$389B
| $103M | 0.1% |
1,911,525
-547,498
| -22% | -$24.5M |
|
152
CALL
NXP Semiconductors
NXPI
$58.4B
| $103M | 0.1% |
644,900
-241,000
| -27% | -$35.5M |
|
153
PUT
Palo Alto Networks
PANW
$293B
| $102M | 0.1% |
1,727,400
-742,800
| -30% | -$34.7M |
|
154
CALL
Fastly Inc
FSLY
$3.61B
| $102M | 0.1% |
1,163,800
+989,000
| +566% | +$87.2M |
|
155
PUT
Wayfair
W
$14.3B
| $101M | 0.1% |
449,100
-44,500
| -9% | -$11.8M |
|
156
CALL
Zillow
Z
$7.52B
| $99.6M | 0.1% |
767,300
+129,500
| +20% | +$14.3M |
|
157
PUT
Valero Energy
VLO
$87.2B
| $98.7M | 0.1% |
1,744,200
+1,049,400
| +151% | +$51.5M |
|
158
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $98.5M | 0.1% |
1,514,464
+1,169,750
| +339% | +$71.2M |
|
159
PUT
Thermo Fisher Scientific
TMO
$214B
| $97.6M | 0.1% |
209,600
-69,700
| -25% | -$32.7M |
|
160
PUT
MetLife
MET
$63.7B
| $97.6M | 0.1% |
2,079,000
+3,400
| +0.2% | +$147K |
|
161
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $97M | 0.1% |
317,173
+277,169
| +693% | +$80.7M |
|
162
PUT
Union Pacific
UNP
$175B
| $97M | 0.1% |
465,700
+144,400
| +45% | +$28.8M |
|
163
PUT
Lyft
LYFT
$6.19B
| $95.3M | 0.1% |
1,938,800
+1,020,500
| +111% | +$37.1M |
|
|
SCHW
164
PUT
Charles Schwab
SCHW
$187B
| $92.6M | 0.09% |
1,746,200
+378,800
| +28% | +$17.1M |
|
165
PUT
MongoDB
MDB
$29.8B
| $92.4M | 0.09% |
257,300
-6,500
| -2% | -$1.82M |
|
166
CALL
Honeywell
HON
$76.3B
| $92.2M | 0.09% |
460,050
-284,772
| -38% | -$51.7M |
|
167
PUT
Oracle
ORCL
$413B
| $92M | 0.09% |
1,422,900
-652,400
| -31% | -$38.8M |
|
168
CALL
PENN Entertainment
PENN
$2.69B
| $89.6M | 0.09% |
1,037,600
+131,000
| +14% | +$9.35M |
|
169
PUT
Intuit
INTU
$88.1B
| $89.2M | 0.09% |
234,800
-65,700
| -22% | -$23.1M |
|
170
PUT
Target
TGT
$66.8B
| $88.9M | 0.09% |
503,800
-321,200
| -39% | -$53.6M |
|
171
Netflix
NFLX
$307B
| $88.9M | 0.09% |
1,643,590
-488,470
| -23% | -$24.8M |
|
172
CALL
Ulta Beauty
ULTA
$23.2B
| $88.6M | 0.09% |
308,700
-88,600
| -22% | -$22.4M |
|
173
Zoom
ZM
$29.7B
| $88.1M | 0.09% |
261,115
+148,986
| +133% | +$66.4M |
|
174
PUT
Peloton Interactive
PTON
$2.38B
| $87.5M | 0.09% |
576,600
-798,100
| -58% | -$97.2M |
|
175
CALL
Lowe's Companies
LOW
$122B
| $87.1M | 0.09% |
542,600
-85,300
| -14% | -$13.9M |
|
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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.