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 | |
|---|---|---|---|---|---|---|
1826
ResMed
RMD
$31.9B
| $203K | ﹤0.01% |
955
-137
| -13% | -$27.3K |
|
1827
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.43B
| $202K | ﹤0.01% |
3,700
-1,100
| -23% | -$56.8K |
|
|
FIRY
1828
Firy Inc
FIRY
$164M
| $202K | ﹤0.01% |
+505
| New | +$150K |
|
1829
CALL
WSFS Financial
WSFS
$4.12B
| $202K | ﹤0.01% |
+4,500
| New | +$165K |
|
1830
Townsquare Media
TSQ
$108M
| $201K | ﹤0.01% |
30,206
-75,079
| -71% | -$435K |
|
|
SAFE
1831
Safehold
SAFE
$1.09B
| $199K | ﹤0.01% |
+2,750
| New | +$179K |
|
1832
CALL
Jacobs Solutions
J
$17.2B
| $196K | ﹤0.01% |
2,176
| – | – |
|
1833
PUT
Iron Mountain
IRM
$36.2B
| $195K | ﹤0.01% |
6,600
-5,300
| -45% | -$147K |
|
1834
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $195K | ﹤0.01% |
+3,500
| New | +$197K |
|
1835
CALL
Vornado Realty Trust
VNO
$7.26B
| $195K | ﹤0.01% |
5,200
-114,900
| -96% | -$4.2M |
|
|
GWPH
1836
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $195K | ﹤0.01% |
1,688
-4,443
| -72% | -$498K |
|
|
GES
1837
DELISTED
Guess Inc
GES
| $194K | ﹤0.01% |
8,560
-15,072
| -64% | -$238K |
|
1838
Logitech
LOGI
$15B
| $194K | ﹤0.01% |
1,999
-18
| -0.9% | -$1.55K |
|
|
PHX
1839
DELISTED
PHX Minerals
PHX
| $194K | ﹤0.01% |
84,175
+9,000
| +12% | +$16.3K |
|
1840
SSR Mining
SSRM
$6.4B
| $192K | ﹤0.01% |
+9,557
| New | +$182K |
|
1841
CALL
Liberty Global Class C
LBTYK
$3.41B
| $189K | ﹤0.01% |
8,000
+4,100
| +105% | +$88.9K |
|
1842
PUT
Western Union
WU
$2.19B
| $187K | ﹤0.01% |
8,500
+3,400
| +67% | +$73.8K |
|
1843
CALL
Fluor
FLR
$7.3B
| $185K | ﹤0.01% |
+11,600
| New | +$164K |
|
1844
CALL
Illumina
ILMN
$29B
| $185K | ﹤0.01% |
514
-308
| -37% | -$98.2K |
|
|
1845
PUT
Illumina
ILMN
$29B
| $185K | ﹤0.01% |
514
-15,831
| -97% | -$5.05M |
|
1846
CALL
Signet Jewelers
SIG
$3.67B
| $185K | ﹤0.01% |
6,800
-17,900
| -72% | -$458K |
|
1847
Marriott Vacations Worldwide
VAC
$3.89B
| $185K | ﹤0.01% |
1,346
-3,301
| -71% | -$389K |
|
|
WCN
1848
Waste Connections
WCN
$41.9B
| $185K | ﹤0.01% |
+1,801
| New | +$186K |
|
1849
CALL
Fidelity National Financial
FNF
$12.9B
| $184K | ﹤0.01% |
4,888
-161,512
| -97% | -$5.45M |
|
1850
PUT
Lincoln National
LNC
$8.75B
| $181K | ﹤0.01% |
+3,600
| New | +$153K |
|
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.