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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 | |
|---|---|---|---|---|---|---|
576
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.22B
| $33.2M | 0.02% |
567,251
-29,939
| -5% | -$1.52M |
|
577
MongoDB
MDB
$30.1B
| $32.9M | 0.02% |
91,674
+65,735
| +253% | +$18.4M |
|
578
CALL
QuantumScape Corp
QS
$3.19B
| $32.5M | 0.02% |
+384,900
| New | +$14.1M |
|
579
PUT
Whirlpool
WHR
$2.34B
| $32.5M | 0.02% |
179,900
-53,100
| -23% | -$10.2M |
|
580
CVS Health
CVS
$122B
| $32.2M | 0.02% |
471,157
-10,077
| -2% | -$655K |
|
581
CALL
PNC Financial Services
PNC
$96.9B
| $32.1M | 0.02% |
215,500
-15,300
| -7% | -$1.95M |
|
582
PUT
Yum! Brands
YUM
$39.3B
| $31.9M | 0.02% |
294,000
-132,200
| -31% | -$13.5M |
|
583
CALL
Caesars Entertainment
CZR
$6.04B
| $31.9M | 0.02% |
429,400
+272,700
| +174% | +$17.1M |
|
584
CALL
Sunrun
RUN
$2.08B
| $31.9M | 0.02% |
459,215
-219,900
| -32% | -$13.7M |
|
585
PUT
Occidental Petroleum
OXY
$61.1B
| $31.8M | 0.02% |
1,837,700
+591,300
| +47% | +$8.11M |
|
586
Skyworks Solutions
SWKS
$12.6B
| $31.7M | 0.02% |
207,455
+122,506
| +144% | +$17.9M |
|
587
PUT
Fastly Inc
FSLY
$3.62B
| $31.7M | 0.02% |
362,600
+167,300
| +86% | +$14.7M |
|
588
CALL
Chegg
CHGG
$81.1M
| $31.7M | 0.02% |
350,600
+179,700
| +105% | +$14.3M |
|
589
PUT
Cigna
CI
$74.2B
| $31.6M | 0.02% |
151,900
-138,900
| -48% | -$27.2M |
|
590
PUT
CarMax
KMX
$8.59B
| $31.6M | 0.02% |
334,500
+177,900
| +114% | +$16.7M |
|
|
ZEN
591
CALL
DELISTED
ZENDESK INC
ZEN
| $31.5M | 0.02% |
220,400
-55,400
| -20% | -$6.87M |
|
|
FISV
592
PUT
Fiserv Inc
FISV
$26B
| $31.1M | 0.02% |
273,200
-261,600
| -49% | -$28.2M |
|
593
PUT
Petrobras
PBR
$138B
| $31M | 0.02% |
2,762,500
+703,200
| +34% | +$6.24M |
|
594
PUT
StoneCo
STNE
$2.38B
| $30.8M | 0.02% |
366,500
-200,600
| -35% | -$13.4M |
|
595
PUT
iQIYI
IQ
$904M
| $30.7M | 0.02% |
1,756,800
+1,378,600
| +365% | +$31.1M |
|
596
PUT
eBay
EBAY
$46.7B
| $30.7M | 0.02% |
610,800
-292,100
| -32% | -$14.9M |
|
597
PUT
Chewy
CHWY
$8.47B
| $30.6M | 0.02% |
339,800
-133,400
| -28% | -$9.73M |
|
598
PUT
Truist Financial
TFC
$61.5B
| $30.5M | 0.02% |
637,000
+363,500
| +133% | +$16.5M |
|
599
PUT
Akamai
AKAM
$15.4B
| $30.5M | 0.02% |
290,400
+51,100
| +21% | +$5.35M |
|
|
600
CALL
Akamai
AKAM
$15.4B
| $30.3M | 0.02% |
288,700
+32,500
| +13% | +$3.4M |
|
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TI
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.