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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 | |
|---|---|---|---|---|---|---|
751
PUT
The Mosaic Company
MOS
$8.07B
| $20.8M | 0.02% |
901,700
+56,600
| +7% | +$1.14M |
|
752
PUT
State Street SPDR S&P Bank ETF
KBE
$1.58B
| $20.7M | 0.02% |
494,800
+244,800
| +98% | +$9.07M |
|
753
SLB Ltd
SLB
$83.1B
| $20.7M | 0.02% |
946,130
-1,254,510
| -57% | -$23.7M |
|
754
Sony
SONY
$137B
| $20.5M | 0.02% |
1,015,125
-587,795
| -37% | -$10.2M |
|
755
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $20.5M | 0.02% |
132,805
-32,820
| -20% | -$4.17M |
|
756
Caterpillar
CAT
$370B
| $20.3M | 0.01% |
111,368
-28,471
| -20% | -$4.83M |
|
757
iShares China Large-Cap ETF
FXI
$4.1B
| $20.2M | 0.01% |
434,726
-107,735
| -20% | -$4.92M |
|
758
PUT
Alcoa
AA
$12.7B
| $20.2M | 0.01% |
874,600
+222,400
| +34% | +$3.87M |
|
759
PUT
CME Group
CME
$98.5B
| $20.1M | 0.01% |
110,200
-115,900
| -51% | -$19.7M |
|
760
CALL
Agnico Eagle Mines
AEM
$99.6B
| $20.1M | 0.01% |
284,400
-198,900
| -41% | -$14.8M |
|
761
PUT
Palantir
PLTR
$399B
| $19.9M | 0.01% |
+846,800
| New | +$15.1M |
|
762
McKesson
MCK
$103B
| $19.9M | 0.01% |
114,387
+106,407
| +1,333% | +$17.7M |
|
763
Phillips 66
PSX
$103B
| $19.8M | 0.01% |
283,529
+156,681
| +124% | +$9.2M |
|
764
CALL
International Paper
IP
$18.2B
| $19.7M | 0.01% |
419,126
+51,321
| +14% | +$2.3M |
|
765
PUT
Paychex
PAYX
$41B
| $19.7M | 0.01% |
211,600
-75,900
| -26% | -$6.74M |
|
|
766
CALL
CME Group
CME
$98.5B
| $19.7M | 0.01% |
108,100
-278,900
| -72% | -$47.4M |
|
767
CALL
Tencent Music
TME
$12.9B
| $19.6M | 0.01% |
1,021,100
+236,800
| +30% | +$3.85M |
|
768
CALL
Coherent
COHR
$57.4B
| $19.6M | 0.01% |
+258,500
| New | +$15.3M |
|
769
PUT
Mondelez International
MDLZ
$79.7B
| $19.5M | 0.01% |
333,300
-346,200
| -51% | -$19.8M |
|
770
PUT
Encore Capital Group
ECPG
$2.08B
| $19.5M | 0.01% |
500,000
-53,900
| -10% | -$1.96M |
|
|
DISH
771
PUT
DELISTED
DISH Network Corp.
DISH
| $19.5M | 0.01% |
601,500
-2,200
| -0.4% | -$67.7K |
|
772
iShares TIPS Bond ETF
TIP
$14.8B
| $19.4M | 0.01% |
152,357
| – | – |
|
773
PUT
Universal Display
OLED
$3.73B
| $19.3M | 0.01% |
83,900
-6,100
| -7% | -$1.3M |
|
774
CALL
Truist Financial
TFC
$61.5B
| $19.3M | 0.01% |
401,700
+32,900
| +9% | +$1.49M |
|
775
PUT
Tyson Foods
TSN
$18.5B
| $19.1M | 0.01% |
296,800
-96,400
| -25% | -$6M |
|
Similar funds
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.