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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 | |
|---|---|---|---|---|---|---|
2401
CALL
Brown-Forman Class B
BF.B
$12.9B
| – | – |
-10,000
| Closed | -$753K |
|
|
2402
Brown-Forman Class B
BF.B
$12.9B
| – | – |
-10,282
| Closed | -$774K |
|
2403
CALL
Bread Financial
BFH
$4.38B
| – | – |
-6,390
| Closed | -$212K |
|
|
2404
Bread Financial
BFH
$4.38B
| – | – |
-12,476
| Closed | -$418K |
|
|
2405
PUT
Bread Financial
BFH
$4.38B
| – | – |
-1,629
| Closed | -$54K |
|
2406
CALL
Bunge Global
BG
$21.6B
| – | – |
-138,100
| Closed | -$6.32M |
|
|
2407
Bunge Global
BG
$21.6B
| – | – |
-17,181
| Closed | -$785K |
|
|
2408
PUT
Bunge Global
BG
$21.6B
| – | – |
-6,800
| Closed | -$313K |
|
2409
CALL
Bausch Health
BHC
$2.37B
| – | – |
-656,200
| Closed | -$10.2M |
|
|
2410
Bausch Health
BHC
$2.37B
| – | – |
-2,055,492
| Closed | -$31.9M |
|
|
2411
PUT
Bausch Health
BHC
$2.37B
| – | – |
-1,342,900
| Closed | -$20.9M |
|
2412
CALL
Brighthouse Financial
BHF
$3.46B
| – | – |
-77,500
| Closed | -$2.09M |
|
2413
CALL
BHP
BHP
$230B
| – | – |
-784,027
| Closed | -$36.2M |
|
|
2414
BHP
BHP
$230B
| – | – |
-40,295
| Closed | -$1.86M |
|
|
2415
PUT
BHP
BHP
$230B
| – | – |
-213,438
| Closed | -$9.85M |
|
2416
CALL
Baidu
BIDU
$37.1B
| – | – |
-807,100
| Closed | -$102M |
|
|
2417
Baidu
BIDU
$37.1B
| – | – |
-146,060
| Closed | -$18.5M |
|
|
2418
PUT
Baidu
BIDU
$37.1B
| – | – |
-1,238,500
| Closed | -$157M |
|
2419
CALL
Biogen
BIIB
$30.6B
| – | – |
-34,600
| Closed | -$9.81M |
|
|
2420
Biogen
BIIB
$30.6B
| – | – |
-15,584
| Closed | -$4.42M |
|
|
2421
PUT
Biogen
BIIB
$30.6B
| – | – |
-46,000
| Closed | -$13M |
|
2422
CALL
Bilibili
BILI
$7.95B
| – | – |
-863,000
| Closed | -$35.9M |
|
|
2423
Bilibili
BILI
$7.95B
| – | – |
-20,794
| Closed | -$865K |
|
|
2424
PUT
Bilibili
BILI
$7.95B
| – | – |
-587,300
| Closed | -$24.4M |
|
2425
CALL
BILL Holdings
BILL
$4.91B
| – | – |
-29,900
| Closed | -$3M |
|
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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.