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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 | |
|---|---|---|---|---|---|---|
|
CTRA
2676
CALL
DELISTED
Coterra Energy
CTRA
| – | – |
-65,500
| Closed | -$1.14M |
|
|
CTRA
2677
DELISTED
Coterra Energy
CTRA
| – | – |
-4,558
| Closed | -$79K |
|
|
CTRA
2678
PUT
DELISTED
Coterra Energy
CTRA
| – | – |
-13,100
| Closed | -$227K |
|
2679
CALL
Cognizant
CTSH
$26.3B
| – | – |
-261,700
| Closed | -$18.2M |
|
|
2680
Cognizant
CTSH
$26.3B
| – | – |
-9,786
| Closed | -$679K |
|
|
2681
PUT
Cognizant
CTSH
$26.3B
| – | – |
-232,900
| Closed | -$16.2M |
|
2682
CALL
Corteva
CTVA
$51.2B
| – | – |
-151,500
| Closed | -$4.37M |
|
|
2683
Corteva
CTVA
$51.2B
| – | – |
-209,577
| Closed | -$6.04M |
|
|
2684
PUT
Corteva
CTVA
$51.2B
| – | – |
-100,000
| Closed | -$2.88M |
|
2685
CALL
Carvana
CVNA
$79.7B
| – | – |
-1,937,000
| Closed | -$86.4M |
|
|
2686
Carvana
CVNA
$79.7B
| – | – |
-269,285
| Closed | -$12M |
|
|
2687
PUT
Carvana
CVNA
$79.7B
| – | – |
-3,222,000
| Closed | -$144M |
|
2688
CALL
CVS Health
CVS
$122B
| – | – |
-1,785,000
| Closed | -$104M |
|
|
2689
CVS Health
CVS
$122B
| – | – |
-481,234
| Closed | -$28.1M |
|
|
2690
PUT
CVS Health
CVS
$122B
| – | – |
-1,294,000
| Closed | -$75.6M |
|
2691
CALL
Chevron
CVX
$381B
| – | – |
-2,727,000
| Closed | -$196M |
|
|
2692
Chevron
CVX
$381B
| – | – |
-1,149,697
| Closed | -$82.8M |
|
|
2693
PUT
Chevron
CVX
$381B
| – | – |
-2,441,600
| Closed | -$176M |
|
2694
CALL
Camping World
CWH
$637M
| – | – |
-84,500
| Closed | -$2.52M |
|
|
2695
Camping World
CWH
$637M
| – | – |
-301,567
| Closed | -$8.97M |
|
|
2696
PUT
Camping World
CWH
$637M
| – | – |
-594,400
| Closed | -$17.7M |
|
2697
CALL
CoreCivic
CXW
$3.3B
| – | – |
-89,500
| Closed | -$716K |
|
|
2698
CoreCivic
CXW
$3.3B
| – | – |
-16,633
| Closed | -$133K |
|
|
CYBR
2699
CALL
DELISTED
CyberArk
CYBR
| – | – |
-87,200
| Closed | -$9.02M |
|
|
CYBR
2700
DELISTED
CyberArk
CYBR
| – | – |
-14,902
| Closed | -$1.54M |
|
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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.