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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 | |
|---|---|---|---|---|---|---|
2376
CALL
Boeing
BA
$184B
| – | – |
-1,247,300
| Closed | -$206M |
|
|
2377
Boeing
BA
$184B
| – | – |
-152,542
| Closed | -$25.2M |
|
|
2378
PUT
Boeing
BA
$184B
| – | – |
-1,875,600
| Closed | -$310M |
|
2379
CALL
Alibaba
BABA
$317B
| – | – |
-1,868,000
| Closed | -$549M |
|
|
2380
Alibaba
BABA
$317B
| – | – |
-434,527
| Closed | -$128M |
|
|
2381
PUT
Alibaba
BABA
$317B
| – | – |
-2,566,700
| Closed | -$755M |
|
2382
CALL
Bank of America
BAC
$447B
| – | – |
-17,870,600
| Closed | -$431M |
|
|
2383
Bank of America
BAC
$447B
| – | – |
-1,488,618
| Closed | -$35.9M |
|
|
2384
PUT
Bank of America
BAC
$447B
| – | – |
-13,187,600
| Closed | -$318M |
|
2385
CALL
Ball Corp
BALL
$16.6B
| – | – |
-51,200
| Closed | -$4.25M |
|
|
2386
Ball Corp
BALL
$16.6B
| – | – |
-2,787
| Closed | -$232K |
|
|
2387
PUT
Ball Corp
BALL
$16.6B
| – | – |
-3,600
| Closed | -$300K |
|
|
BAND
2388
CALL
Bandwidth Inc
BAND
$1.7B
| – | – |
-1,100
| Closed | -$191K |
|
|
BAND
2389
Bandwidth Inc
BAND
$1.7B
| – | – |
-21,443
| Closed | -$3.74M |
|
|
BAND
2390
PUT
Bandwidth Inc
BAND
$1.7B
| – | – |
-400
| Closed | -$69K |
|
2391
CALL
Baxter International
BAX
$14.4B
| – | – |
-299,700
| Closed | -$24.1M |
|
|
2392
Baxter International
BAX
$14.4B
| – | – |
-13,580
| Closed | -$1.09M |
|
|
2393
PUT
Baxter International
BAX
$14.4B
| – | – |
-282,100
| Closed | -$22.7M |
|
2394
BlackBerry
BB
$5.18B
| – | – |
-501,968
| Closed | -$2.3M |
|
2395
CALL
Best Buy
BBY
$17.4B
| – | – |
-354,700
| Closed | -$39.5M |
|
|
2396
Best Buy
BBY
$17.4B
| – | – |
-43,439
| Closed | -$4.83M |
|
|
2397
PUT
Best Buy
BBY
$17.4B
| – | – |
-591,800
| Closed | -$65.9M |
|
2398
CALL
Becton Dickinson
BDX
$48.9B
| – | – |
-212,688
| Closed | -$48.3M |
|
|
2399
Becton Dickinson
BDX
$48.9B
| – | – |
-60,023
| Closed | -$13.6M |
|
|
2400
PUT
Becton Dickinson
BDX
$48.9B
| – | – |
-366,233
| Closed | -$83.1M |
|
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HF
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.