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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 | |
|---|---|---|---|---|---|---|
|
STL
2101
DELISTED
Sterling Bancorp
STL
| $13K | ﹤0.01% |
+727
| New | +$10.9K |
|
2102
Fair Isaac
FICO
$22.4B
| $12K | ﹤0.01% |
23
+19
| +475% | +$8.84K |
|
2103
Gogo Inc
GOGO
$408M
| $12K | ﹤0.01% |
1,204
+616
| +105% | +$6.1K |
|
2104
CALL
Reinsurance Group of America
RGA
$15.9B
| $12K | ﹤0.01% |
+100
| New | +$11.2K |
|
|
RETA
2105
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $12K | ﹤0.01% |
+100
| New | +$13.1K |
|
|
SRNE
2106
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $12K | ﹤0.01% |
1,736
-16,602
| -91% | -$133K |
|
2107
HubSpot
HUBS
$10.6B
| $11K | ﹤0.01% |
27
-2,253
| -99% | -$791K |
|
2108
Host Hotels & Resorts
HST
$15.6B
| $10K | ﹤0.01% |
707
-22,721
| -97% | -$294K |
|
2109
CALL
Lincoln National
LNC
$8.61B
| $10K | ﹤0.01% |
+200
| New | +$8.5K |
|
2110
NiSource
NI
$20B
| $10K | ﹤0.01% |
453
-884
| -66% | -$20.7K |
|
|
THS
2111
DELISTED
Treehouse Foods
THS
| $10K | ﹤0.01% |
231
-6,259
| -96% | -$255K |
|
2112
PUT
Tower Semiconductor
TSEM
$27.9B
| $10K | ﹤0.01% |
+400
| New | +$9.14K |
|
2113
Ingersoll Rand
IR
$34B
| $9K | ﹤0.01% |
202
-7,390
| -97% | -$306K |
|
2114
Sanofi
SNY
$105B
| $9K | ﹤0.01% |
195
-632
| -76% | -$31.2K |
|
|
GLUU
2115
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $9K | ﹤0.01% |
1,000
-3,400
| -77% | -$29.3K |
|
2116
PUT
NovaGold Resources
NG
$3.43B
| $8K | ﹤0.01% |
+800
| New | +$8.45K |
|
2117
Northern Trust
NTRS
$34.5B
| $8K | ﹤0.01% |
87
-5,153
| -98% | -$455K |
|
2118
Olin
OLN
$2.18B
| $8K | ﹤0.01% |
+335
| New | +$6.82K |
|
2119
PUT
Tenet Healthcare
THC
$21.1B
| $8K | ﹤0.01% |
+200
| New | +$6.45K |
|
2120
CALL
Vroom Inc
VRM
$52M
| $8K | ﹤0.01% |
+3
| New | +$9.9K |
|
2121
CALL
Henry Schein
HSIC
$10B
| $7K | ﹤0.01% |
100
-900
| -90% | -$58.1K |
|
|
IPG
2122
CALL
DELISTED
Interpublic Group of Companies
IPG
| $7K | ﹤0.01% |
300
-2,500
| -89% | -$52.4K |
|
2123
Transocean
RIG
$6.38B
| $7K | ﹤0.01% |
3,057
-200,960
| -99% | -$295K |
|
2124
Sinclair Inc
SBGI
$967M
| $6K | ﹤0.01% |
197
-1,768
| -90% | -$42.2K |
|
2125
Trimble
TRMB
$13.5B
| $6K | ﹤0.01% |
+94
| New | +$5.4K |
|
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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.