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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 | |
|---|---|---|---|---|---|---|
|
BCOV
626
PUT
DELISTED
Brightcove, Inc.
BCOV
| $28.7M | 0.02% |
1,560,000
+400,000
| +34% | +$5.7M |
|
627
State Street Industrial Select Sector SPDR ETF
XLI
$31.4B
| $28.5M | 0.02% |
321,792
+27,072
| +9% | +$2.28M |
|
628
UnitedHealth
UNH
$349B
| $28.5M | 0.02% |
81,172
-17,398
| -18% | -$5.83M |
|
629
CALL
Moderna
MRNA
$54.5B
| $28.4M | 0.02% |
272,000
+232,000
| +580% | +$23.5M |
|
630
PUT
Dollar Tree
DLTR
$22.3B
| $28.4M | 0.02% |
262,400
-65,500
| -20% | -$6.58M |
|
631
CALL
Gaotu Techedu
GOTU
$489M
| $28.2M | 0.02% |
546,100
+95,800
| +21% | +$6.99M |
|
632
PUT
Five Below
FIVE
$13.3B
| $28.2M | 0.02% |
161,500
+16,800
| +12% | +$2.49M |
|
633
CALL
Altria Group
MO
$115B
| $28.1M | 0.02% |
686,000
-460,100
| -40% | -$18.5M |
|
634
CALL
Kraft Heinz
KHC
$28.9B
| $28.1M | 0.02% |
809,700
-169,900
| -17% | -$5.52M |
|
635
PUT
Live Nation Entertainment
LYV
$39.6B
| $28M | 0.02% |
381,400
+186,100
| +95% | +$11.7M |
|
|
WORK
636
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $28M | 0.02% |
663,400
-629,600
| -49% | -$21.3M |
|
637
CALL
Old National Bancorp
ONB
$9.79B
| $28M | 0.02% |
1,690,000
+1,465,000
| +651% | +$22.4M |
|
638
PUT
Norfolk Southern
NSC
$72.6B
| $27.5M | 0.02% |
115,800
-26,500
| -19% | -$6.03M |
|
639
PUT
HCA Healthcare
HCA
$91.2B
| $27.4M | 0.02% |
166,400
-187,200
| -53% | -$27.4M |
|
|
FISV
640
Fiserv Inc
FISV
$26B
| $27.3M | 0.02% |
239,872
-114,619
| -32% | -$12.4M |
|
641
CALL
Paycom
PAYC
$9.74B
| $27.1M | 0.02% |
59,900
-45,000
| -43% | -$17.9M |
|
642
CALL
United States Oil Fund
USO
$1.79B
| $27M | 0.02% |
818,424
+268,200
| +49% | +$7.95M |
|
643
Domino's
DPZ
$10.5B
| $26.9M | 0.02% |
70,238
+44,207
| +170% | +$17.4M |
|
644
CALL
iQIYI
IQ
$904M
| $26.9M | 0.02% |
1,539,200
-221,600
| -13% | -$5M |
|
645
PUT
PENN Entertainment
PENN
$2.3B
| $26.8M | 0.02% |
310,000
-673,700
| -68% | -$48.1M |
|
646
CALL
Deckers Outdoor
DECK
$10.9B
| $26.7M | 0.02% |
558,600
-177,600
| -24% | -$7.88M |
|
647
VanEck Gold Miners ETF
GDX
$29.2B
| $26.7M | 0.02% |
741,139
-772,829
| -51% | -$28.9M |
|
648
PUT
Snowflake
SNOW
$116B
| $26.3M | 0.02% |
93,400
+86,500
| +1,254% | +$24.6M |
|
649
CALL
Western Digital
WDC
$166B
| $26.2M | 0.02% |
625,514
-723,152
| -54% | -$24M |
|
650
PUT
AB InBev
BUD
$153B
| $26.1M | 0.02% |
373,400
+107,800
| +41% | +$6.82M |
|
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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.