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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 | |
|---|---|---|---|---|---|---|
2151
CALL
American Airlines Group
AAL
$9.93B
| – | – |
-2,226,900
| Closed | -$27.4M |
|
|
2152
American Airlines Group
AAL
$9.93B
| – | – |
-840,579
| Closed | -$10.3M |
|
|
2153
PUT
American Airlines Group
AAL
$9.93B
| – | – |
-3,813,400
| Closed | -$46.9M |
|
2154
CALL
Advance Auto Parts
AAP
$3.36B
| – | – |
-83,700
| Closed | -$12.8M |
|
|
2155
Advance Auto Parts
AAP
$3.36B
| – | – |
-14,138
| Closed | -$2.17M |
|
|
2156
PUT
Advance Auto Parts
AAP
$3.36B
| – | – |
-138,600
| Closed | -$21.3M |
|
2157
CALL
Apple
AAPL
$4.5T
| – | – |
-12,768,400
| Closed | -$1.48B |
|
|
2158
Apple
AAPL
$4.5T
| – | – |
-1,130,632
| Closed | -$131M |
|
|
2159
PUT
Apple
AAPL
$4.5T
| – | – |
-24,402,500
| Closed | -$2.83B |
|
2160
CALL
AbbVie
ABBV
$438B
| – | – |
-1,359,672
| Closed | -$119M |
|
|
2161
AbbVie
ABBV
$438B
| – | – |
-49,335
| Closed | -$4.32M |
|
|
2162
PUT
AbbVie
ABBV
$438B
| – | – |
-993,968
| Closed | -$87.1M |
|
2163
CALL
Ambev
ABEV
$45.4B
| – | – |
-500,000
| Closed | -$1.13M |
|
|
2164
Ambev
ABEV
$45.4B
| – | – |
-486,377
| Closed | -$1.1M |
|
|
2165
PUT
Ambev
ABEV
$45.4B
| – | – |
-797,600
| Closed | -$1.8M |
|
2166
CALL
ABM Industries
ABM
$2.81B
| – | – |
-62,000
| Closed | -$2.27M |
|
|
2167
ABM Industries
ABM
$2.81B
| – | – |
-496
| Closed | -$18K |
|
2168
CALL
Abbott
ABT
$188B
| – | – |
-637,200
| Closed | -$69.3M |
|
|
2169
Abbott
ABT
$188B
| – | – |
-141,885
| Closed | -$15.4M |
|
|
2170
PUT
Abbott
ABT
$188B
| – | – |
-622,700
| Closed | -$67.8M |
|
2171
Acadia Pharmaceuticals
ACAD
$5.06B
| – | – |
-51,217
| Closed | -$2.11M |
|
|
2172
PUT
Acadia Pharmaceuticals
ACAD
$5.06B
| – | – |
-60,000
| Closed | -$2.48M |
|
|
ACB
2173
Aurora Cannabis
ACB
$179M
| – | – |
-1,132
| Closed | -$53K |
|
2174
CALL
ACM Research
ACMR
$5.53B
| – | – |
-361,800
| Closed | -$8.33M |
|
|
2175
ACM Research
ACMR
$5.53B
| – | – |
-103,407
| Closed | -$2.38M |
|
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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.