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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 | |
|---|---|---|---|---|---|---|
1951
Iron Mountain
IRM
$36.2B
| $90K | ﹤0.01% |
3,042
+966
| +47% | +$26.8K |
|
1952
KeyCorp
KEY
$24.3B
| $90K | ﹤0.01% |
5,460
-8,421
| -61% | -$123K |
|
1953
Healthpeak Properties
DOC
$14.4B
| $88K | ﹤0.01% |
2,899
+1,353
| +88% | +$39.4K |
|
1954
PUT
Northern Oil and Gas
NOG
$2.5B
| $88K | ﹤0.01% |
10,000
| – | – |
|
|
RDS.B
1955
PUT
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $88K | ﹤0.01% |
2,600
+600
| +30% | +$17.9K |
|
1956
Schrodinger
SDGR
$1.4B
| $86K | ﹤0.01% |
1,092
-1,068
| -49% | -$67.2K |
|
1957
VistaGen Therapeutics
VTGN
$11.7M
| $86K | ﹤0.01% |
1,481
| – | – |
|
1958
Snowflake
SNOW
$116B
| $85K | ﹤0.01% |
301
-2,379
| -89% | -$677K |
|
1959
Targa Resources
TRGP
$57.1B
| $85K | ﹤0.01% |
+3,223
| New | +$68.6K |
|
1960
Thor Industries
THO
$4.14B
| $84K | ﹤0.01% |
901
-4,147
| -82% | -$389K |
|
1961
Hormel Foods
HRL
$13.6B
| $83K | ﹤0.01% |
1,775
+336
| +23% | +$16.4K |
|
|
1962
Northern Oil and Gas
NOG
$2.5B
| $83K | ﹤0.01% |
9,457
+2,160
| +30% | +$13.4K |
|
1963
Raymond James Financial
RJF
$34.5B
| $82K | ﹤0.01% |
1,293
+915
| +242% | +$52.4K |
|
1964
PUT
Royal Bank of Canada
RY
$293B
| $82K | ﹤0.01% |
1,000
-1,500
| -60% | -$116K |
|
1965
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $81K | ﹤0.01% |
700
-3,000
| -81% | -$340K |
|
1966
Huntington Ingalls Industries
HII
$13B
| $81K | ﹤0.01% |
475
-225
| -32% | -$35.8K |
|
1967
PUT
Wingstop
WING
$3.2B
| $80K | ﹤0.01% |
600
-200
| -25% | -$26.1K |
|
|
MFA
1968
MFA Financial
MFA
$919M
| $78K | ﹤0.01% |
5,000
-13,469
| -73% | -$182K |
|
1969
ProPetro Holding
PUMP
$1.43B
| $78K | ﹤0.01% |
10,499
-112,774
| -91% | -$627K |
|
|
1970
PUT
Raymond James Financial
RJF
$34.5B
| $77K | ﹤0.01% |
1,200
-150
| -11% | -$8.59K |
|
1971
Levi Strauss
LEVI
$9.09B
| $76K | ﹤0.01% |
3,772
-19,128
| -84% | -$342K |
|
1972
ScottsMiracle-Gro
SMG
$3.63B
| $76K | ﹤0.01% |
382
-11,376
| -97% | -$1.95M |
|
|
SPWR
1973
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $75K | ﹤0.01% |
2,900
+2,800
| +2,800% | +$56.6K |
|
1974
Johnson Controls International
JCI
$91.3B
| $74K | ﹤0.01% |
1,586
-5,001
| -76% | -$222K |
|
1975
PACCAR
PCAR
$69.1B
| $74K | ﹤0.01% |
1,283
-17,160
| -93% | -$1.01M |
|
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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.