We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
-$51.2B
Cap. Flow %
-51.39%
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$336M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$322M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$189M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$138M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$93.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$471M
2
ADBE icon
Adobe
ADBE
+$209M
3
AMZN icon
Amazon
AMZN
+$208M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$197M
5
AMD icon
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
PAEWW
1751
DELISTED
PAE Incorporated Warrants
PAEWW
$288K ﹤0.01%
125,000
– –
LNC icon
1752
Lincoln National
LNC
$8.75B
$287K ﹤0.01%
+5,702
New +$242K
ZION icon
1753
PUT
Zions Bancorporation
ZION
$10.3B
$286K ﹤0.01%
6,600
– –
RDS.B
1754
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$286K ﹤0.01%
8,500
-1,000
-11% -$29.8K
MDLA
1755
DELISTED
Medallia, Inc.
MDLA
$286K ﹤0.01%
+8,602
New +$274K
MXIM
1756
DELISTED
Maxim Integrated Products
MXIM
$286K ﹤0.01%
3,222
+3,140
+3,829% +$248K
SFM icon
1757
PUT
Sprouts Farmers Market
SFM
$7.96B
$285K ﹤0.01%
14,200
-25,600
-64% -$524K
RF icon
1758
CALL
Regions Financial
RF
$26.8B
$283K ﹤0.01%
17,500
+6,300
+56% +$91.1K
ZS icon
1759
Zscaler
ZS
$28.6B
$282K ﹤0.01%
1,411
-3,786
-73% -$602K
RICE.U
1760
DELISTED
Rice Acquisition Corp. Units, each consisting of one share of our Class A common stock and one-half
RICE.U
$282K ﹤0.01%
+24,899
New +$267K
PGNY icon
1761
Progyny
PGNY
$2.18B
$281K ﹤0.01%
+6,625
New +$216K
HRL icon
1762
PUT
Hormel Foods
HRL
$13.6B
$280K ﹤0.01%
6,000
+800
+15% +$39K
RY icon
1763
CALL
Royal Bank of Canada
RY
$293B
$278K ﹤0.01%
3,400
-1,300
-28% -$101K
HST icon
1764
PUT
Host Hotels & Resorts
HST
$15.5B
$275K ﹤0.01%
18,800
+17,800
+1,780% +$230K
DOC icon
1765
PUT
Healthpeak Properties
DOC
$14.4B
$272K ﹤0.01%
9,000
+200
+2% +$5.82K
DGX icon
1766
Quest Diagnostics
DGX
$26.2B
$271K ﹤0.01%
2,273
-5,026
-69% -$613K
HSY icon
1767
Hershey
HSY
$36.7B
$270K ﹤0.01%
1,773
-18,992
-91% -$2.81M
MTCH icon
1768
Match Group
MTCH
$8.43B
$270K ﹤0.01%
1,784
-18,368
-91% -$2.43M
OLLI icon
1769
Ollie's Bargain Outlet
OLLI
$4.8B
$268K ﹤0.01%
3,272
+2,540
+347% +$222K
MMP
1770
DELISTED
Magellan Midstream Partners, L.P.
MMP
$268K ﹤0.01%
+6,320
New +$252K
SPWR
1771
DELISTED
SunPower Corporation Common Stock
SPWR
$265K ﹤0.01%
10,330
-92,085
-90% -$1.86M
SFM icon
1772
Sprouts Farmers Market
SFM
$7.96B
$264K ﹤0.01%
13,120
+12,406
+1,738% +$254K
XLC icon
1773
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$264K ﹤0.01%
3,900
-18,200
-82% -$1.16M
IPOE.U
1774
DELISTED
Social Capital Hedosophia Holdings Corp. V Units, each consisting of one Class A ordinary share and
IPOE.U
$264K ﹤0.01%
+20,000
New +$221K
EDU icon
1775
CALL
New Oriental
EDU
$9.24B
$261K ﹤0.01%
1,400
-130,900
-99% -$22M
69 70
71
72 73

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.