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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 | |
|---|---|---|---|---|---|---|
851
CALL
PPG Industries
PPG
$23.4B
| $16.3M | 0.01% |
112,900
+32,200
| +40% | +$4.48M |
|
852
CALL
Intuit
INTU
$85.6B
| $16.3M | 0.01% |
42,800
-43,400
| -50% | -$15.2M |
|
853
PUT
Mattel
MAT
$3.95B
| $16.2M | 0.01% |
928,300
+86,300
| +10% | +$1.27M |
|
|
BBBY
854
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $16.2M | 0.01% |
910,400
+367,000
| +68% | +$7.61M |
|
855
PUT
Illinois Tool Works
ITW
$75.5B
| $16.1M | 0.01% |
79,200
-84,200
| -52% | -$17.2M |
|
856
Aon
AON
$65.3B
| $16.1M | 0.01% |
76,371
+50,976
| +201% | +$10.4M |
|
|
GOOS
857
PUT
Canada Goose Holdings
GOOS
$745M
| $16M | 0.01% |
538,000
+465,600
| +643% | +$15.5M |
|
858
PUT
NovoCure
NVCR
$1.79B
| $16M | 0.01% |
92,400
-25,100
| -21% | -$3.43M |
|
859
General Motors
GM
$75.6B
| $16M | 0.01% |
383,972
-47,891
| -11% | -$1.86M |
|
860
PUT
Shopify
SHOP
$163B
| $16M | 0.01% |
141,000
-108,000
| -43% | -$11.3M |
|
861
CALL
Harley-Davidson
HOG
$2.81B
| $15.9M | 0.01% |
433,500
+142,400
| +49% | +$4.89M |
|
862
PUT
Williams Companies
WMB
$89.1B
| $15.9M | 0.01% |
793,100
+687,700
| +652% | +$13.9M |
|
863
CALL
SiriusXM
SIRI
$9.73B
| $15.8M | 0.01% |
248,640
+59,530
| +31% | +$3.66M |
|
864
PUT
iShares MSCI Mexico ETF
EWW
$1.77B
| $15.8M | 0.01% |
367,900
-31,700
| -8% | -$1.23M |
|
865
PUT
Corning
GLW
$141B
| $15.7M | 0.01% |
436,600
+96,800
| +28% | +$3.44M |
|
866
Kraft Heinz
KHC
$28.9B
| $15.5M | 0.01% |
448,622
-207,351
| -32% | -$6.73M |
|
867
CALL
Paychex
PAYX
$41B
| $15.5M | 0.01% |
165,900
-3,300
| -2% | -$293K |
|
868
PUT
Chubb
CB
$131B
| $15.4M | 0.01% |
100,100
-25,100
| -20% | -$3.52M |
|
869
CALL
Quest Diagnostics
DGX
$25.5B
| $15.3M | 0.01% |
128,000
+115,200
| +900% | +$14M |
|
870
Avis
CAR
$4.48B
| $15.2M | 0.01% |
407,899
+356,175
| +689% | +$12.5M |
|
871
CALL
Automatic Data Processing
ADP
$106B
| $15.2M | 0.01% |
86,100
-50,500
| -37% | -$8.29M |
|
872
CALL
American Tower
AMT
$80.6B
| $15.1M | 0.01% |
67,300
-150,500
| -69% | -$35M |
|
|
X
873
DELISTED
US Steel
X
| $15.1M | 0.01% |
900,296
+749,702
| +498% | +$9.32M |
|
874
CALL
iShares MSCI Japan ETF
EWJ
$23.2B
| $15.1M | 0.01% |
223,000
+61,500
| +38% | +$3.86M |
|
875
CALL
XPeng
XPEV
$9.89B
| $15.1M | 0.01% |
+351,500
| New | +$12.9M |
|
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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.