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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 | |
|---|---|---|---|---|---|---|
2276
American Tower
AMT
$78.8B
| – | – |
-27,023
| Closed | -$6.53M |
|
|
2277
PUT
American Tower
AMT
$78.8B
| – | – |
-161,200
| Closed | -$39M |
|
2278
CALL
America Movil
AMX
$71.7B
| – | – |
-166,600
| Closed | -$2.08M |
|
|
2279
America Movil
AMX
$71.7B
| – | – |
-85,882
| Closed | -$1.07M |
|
|
2280
PUT
America Movil
AMX
$71.7B
| – | – |
-100,000
| Closed | -$1.25M |
|
|
2281
CALL
Amazon
AMZN
$3T
| – | – |
-4,062,000
| Closed | -$640M |
|
|
2282
Amazon
AMZN
$3T
| – | – |
-1,320,760
| Closed | -$208M |
|
|
2283
PUT
Amazon
AMZN
$3T
| – | – |
-4,884,000
| Closed | -$769M |
|
2284
AutoNation
AN
$6.88B
| – | – |
-189,994
| Closed | -$10.1M |
|
2285
CALL
Andersons Inc
ANDE
$2.23B
| – | – |
-100
| Closed | -$2K |
|
|
2286
Andersons Inc
ANDE
$2.23B
| – | – |
-110,043
| Closed | -$2.11M |
|
2287
CALL
Arista Networks
ANET
$242B
| – | – |
-4,414,400
| Closed | -$57.1M |
|
|
2288
Arista Networks
ANET
$242B
| – | – |
-1,295,424
| Closed | -$16.8M |
|
|
2289
PUT
Arista Networks
ANET
$242B
| – | – |
-8,324,800
| Closed | -$108M |
|
2290
Angi Inc
ANGI
$186M
| – | – |
-9,636
| Closed | -$1.07M |
|
|
2291
PUT
Angi Inc
ANGI
$186M
| – | – |
-23,500
| Closed | -$2.61M |
|
|
ANSS
2292
CALL
DELISTED
Ansys
ANSS
| – | – |
-200
| Closed | -$66K |
|
|
ANSS
2293
DELISTED
Ansys
ANSS
| – | – |
-403
| Closed | -$132K |
|
|
ANSS
2294
PUT
DELISTED
Ansys
ANSS
| – | – |
-2,500
| Closed | -$818K |
|
2295
CALL
Aon
AON
$75.7B
| – | – |
-130,300
| Closed | -$26.9M |
|
|
2296
Aon
AON
$75.7B
| – | – |
-25,395
| Closed | -$5.24M |
|
|
2297
PUT
Aon
AON
$75.7B
| – | – |
-68,500
| Closed | -$14.1M |
|
2298
CALL
A.O. Smith
AOS
$8.48B
| – | – |
-16,800
| Closed | -$887K |
|
|
2299
A.O. Smith
AOS
$8.48B
| – | – |
-12,037
| Closed | -$636K |
|
2300
CALL
APA Corp
APA
$14.4B
| – | – |
-759,500
| Closed | -$7.19M |
|
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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.