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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 | |
|---|---|---|---|---|---|---|
2626
PUT
Capital One
COF
$134B
| – | – |
-831,000
| Closed | -$59.7M |
|
|
VISN
2627
CALL
Vistance Networks Inc
VISN
$2.62B
| – | – |
-399,800
| Closed | -$3.6M |
|
|
VISN
2628
Vistance Networks Inc
VISN
$2.62B
| – | – |
-36,979
| Closed | -$333K |
|
2629
CALL
ConocoPhillips
COP
$147B
| – | – |
-2,268,700
| Closed | -$74.5M |
|
|
2630
ConocoPhillips
COP
$147B
| – | – |
-449,354
| Closed | -$14.8M |
|
|
2631
PUT
ConocoPhillips
COP
$147B
| – | – |
-1,725,300
| Closed | -$56.7M |
|
2632
CALL
Cencora
COR
$61.8B
| – | – |
-73,400
| Closed | -$7.11M |
|
|
2633
Cencora
COR
$61.8B
| – | – |
-32,370
| Closed | -$3.14M |
|
|
2634
PUT
Cencora
COR
$61.8B
| – | – |
-80,800
| Closed | -$7.83M |
|
2635
Coty
COTY
$2.5B
| – | – |
-126,689
| Closed | -$342K |
|
|
2636
PUT
Coty
COTY
$2.5B
| – | – |
-100,000
| Closed | -$270K |
|
2637
CALL
Costco
COST
$421B
| – | – |
-347,000
| Closed | -$123M |
|
|
2638
Costco
COST
$421B
| – | – |
-255,298
| Closed | -$90.6M |
|
|
2639
PUT
Costco
COST
$421B
| – | – |
-891,100
| Closed | -$316M |
|
2640
CALL
Campbell Soup
CPB
$6.69B
| – | – |
-54,600
| Closed | -$2.64M |
|
|
2641
Campbell Soup
CPB
$6.69B
| – | – |
-19,139
| Closed | -$926K |
|
|
2642
PUT
Campbell Soup
CPB
$6.69B
| – | – |
-90,500
| Closed | -$4.38M |
|
2643
CALL
Copart
CPRT
$27.4B
| – | – |
-586,400
| Closed | -$15.4M |
|
|
2644
Copart
CPRT
$27.4B
| – | – |
-383,924
| Closed | -$10.1M |
|
|
2645
PUT
Copart
CPRT
$27.4B
| – | – |
-510,000
| Closed | -$13.4M |
|
2646
CALL
Capri Holdings
CPRI
$1.74B
| – | – |
-191,400
| Closed | -$3.45M |
|
|
2647
Capri Holdings
CPRI
$1.74B
| – | – |
-14,406
| Closed | -$259K |
|
|
2648
PUT
Capri Holdings
CPRI
$1.74B
| – | – |
-197,300
| Closed | -$3.55M |
|
2649
CALL
Charles River Laboratories
CRL
$13B
| – | – |
-152,100
| Closed | -$34.4M |
|
|
2650
Charles River Laboratories
CRL
$13B
| – | – |
-235
| Closed | -$53K |
|
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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.