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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+21.55%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$136B
AUM Growth
+$774M
(+0.57%)
Cap. Flow
+$851M
Cap. Flow
% of AUM
0.63%
Top 10 Holdings %
Top 10 Hldgs %
28.41%
Holding
3,683
New
674
Increased
1,021
Reduced
1,419
Closed
427
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$336M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$322M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$189M |
| 4 |
Apple
AAPL
|
+$147M |
| 5 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$138M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$471M |
| 2 |
Meta Platforms (Facebook)
META
|
+$127M |
| 3 |
Adobe
ADBE
|
+$112M |
| 4 |
Pinduoduo
PDD
|
+$96.6M |
| 5 |
NVIDIA
NVDA
|
+$87.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.84% |
| 2 | Technology | 1.83% |
| 3 | Consumer Discretionary | 1.67% |
| 4 | Communication Services | 1.2% |
| 5 | Financials | 0.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Marriott International
MAR
$85.8B
| $106M | 0.08% |
799,900
-1,418,000
| -64% | -$162M |
|
227
CALL
AbbVie
ABBV
$448B
| $105M | 0.08% |
984,072
-375,600
| -28% | -$36.1M |
|
228
PUT
MGM Resorts International
MGM
$10.2B
| $105M | 0.08% |
3,330,900
+979,100
| +42% | +$25.2M |
|
229
PUT
Pinterest
PINS
$10.6B
| $105M | 0.08% |
1,590,400
+483,200
| +44% | +$29M |
|
230
CALL
Boeing
BA
$162B
| $104M | 0.08% |
487,700
-759,600
| -61% | -$146M |
|
231
CALL
Domino's
DPZ
$10.5B
| $104M | 0.08% |
271,800
+60,700
| +29% | +$23.9M |
|
232
CALL
NIO
NIO
$9.02B
| $104M | 0.08% |
2,132,400
-2,085,500
| -49% | -$80.7M |
|
233
CALL
PG&E
PCG
$30.6B
| $104M | 0.08% |
8,340,900
+4,580,700
| +122% | +$51.8M |
|
234
CALL
GE Aerospace
GE
$335B
| $103M | 0.08% |
1,911,525
-547,498
| -22% | -$24.5M |
|
235
CALL
ExxonMobil
XOM
$681B
| $103M | 0.08% |
2,491,500
-1,010,200
| -29% | -$37.9M |
|
236
CALL
NXP Semiconductors
NXPI
$57B
| $103M | 0.08% |
644,900
-241,000
| -27% | -$35.5M |
|
237
PUT
Palo Alto Networks
PANW
$275B
| $102M | 0.08% |
1,727,400
-742,800
| -30% | -$34.7M |
|
238
CALL
Fastly Inc
FSLY
$3.66B
| $102M | 0.07% |
1,163,800
+989,000
| +566% | +$87.2M |
|
239
CALL
CrowdStrike
CRWD
$214B
| $102M | 0.07% |
1,916,800
+1,674,800
| +692% | +$65.3M |
|
240
PUT
Wayfair
W
$13.3B
| $101M | 0.07% |
449,100
-44,500
| -9% | -$11.8M |
|
241
CALL
Zillow
Z
$7.04B
| $99.6M | 0.07% |
767,300
+129,500
| +20% | +$14.3M |
|
|
CFXA
242
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $98.7M | 0.07% |
611,187
-42,832
| -7% | -$6.16M |
|
243
PUT
Valero Energy
VLO
$112B
| $98.7M | 0.07% |
1,744,200
+1,049,400
| +151% | +$51.5M |
|
244
State Street Technology Select Sector SPDR ETF
XLK
$121B
| $98.5M | 0.07% |
1,514,464
+1,169,750
| +339% | +$71.2M |
|
245
CALL
Comcast
CMCSA
$89.3B
| $98.2M | 0.07% |
1,873,100
-253,200
| -12% | -$12.1M |
|
246
CALL
Delta Air Lines
DAL
$51.4B
| $98M | 0.07% |
2,437,000
+390,300
| +19% | +$14.2M |
|
247
PUT
Thermo Fisher Scientific
TMO
$223B
| $97.6M | 0.07% |
209,600
-69,700
| -25% | -$32.7M |
|
248
PUT
MetLife
MET
$61.3B
| $97.6M | 0.07% |
2,079,000
+3,400
| +0.2% | +$147K |
|
249
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.7B
| $97M | 0.07% |
317,173
+277,169
| +693% | +$80.7M |
|
250
PUT
Union Pacific
UNP
$169B
| $97M | 0.07% |
465,700
+144,400
| +45% | +$28.8M |
|
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Parallax Volatility Advisers's Q4 2020 Portfolio in Review
As of Q4 2020, Parallax Volatility Advisers held 3,683 positions worth $136B, up 0.57% from $135B the previous quarter. Its ten largest holdings account for 28% of the portfolio.
Parallax Volatility Advisers's Q4 2020 filing shows 674 new, 1,021 increased, 1,419 reduced and 427 closed positions. Its largest new stake was Insulet: 50,183 shares worth $12.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $471M.
By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, down from 94% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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 Healthcare Realty in Q4 2020, selling an estimated $6.74M.
- Parallax Volatility Advisers's ten largest holdings make up 28% of its $136B portfolio in Q4 2020.
- Parallax Volatility Advisers opened 674 new positions and closed 427 in Q4 2020.
- Parallax Volatility Advisers's portfolio value rose 0.57% quarter-over-quarter to $136B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.