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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 | |
|---|---|---|---|---|---|---|
901
CALL
Ciena
CIEN
$47.4B
| $14.2M | 0.01% |
268,500
+88,800
| +49% | +$3.95M |
|
902
CALL
Tyson Foods
TSN
$18.5B
| $14.2M | 0.01% |
219,600
-235,700
| -52% | -$14.7M |
|
903
Procter & Gamble
PG
$332B
| $14.2M | 0.01% |
101,698
-87,561
| -46% | -$12.2M |
|
904
PUT
Allstate
ALL
$63.7B
| $14.1M | 0.01% |
128,600
-41,800
| -25% | -$4.11M |
|
|
SGI
905
CALL
Somnigroup International
SGI
$13.9B
| $14.1M | 0.01% |
523,100
-229,300
| -30% | -$5.59M |
|
906
CALL
Viatris
VTRS
$18.8B
| $14.1M | 0.01% |
753,364
+439,064
| +140% | +$7.16M |
|
907
CALL
Duke Energy
DUK
$93.1B
| $14.1M | 0.01% |
153,800
+13,800
| +10% | +$1.28M |
|
908
CALL
RingCentral
RNG
$5.77B
| $14.1M | 0.01% |
37,100
-173,400
| -82% | -$53.9M |
|
909
PUT
Equinix
EQIX
$101B
| $14M | 0.01% |
19,600
-3,900
| -17% | -$2.9M |
|
910
Pinterest
PINS
$10.6B
| $14M | 0.01% |
212,250
+194,241
| +1,079% | +$11.7M |
|
911
Cigna
CI
$74.2B
| $14M | 0.01% |
67,096
-22,487
| -25% | -$4.41M |
|
|
BNY
912
CALL
Bank of New York Mellon
BNY
$110B
| $13.9M | 0.01% |
327,400
-230,900
| -41% | -$8.87M |
|
913
CALL
BILL Holdings
BILL
$4.06B
| $13.9M | 0.01% |
101,600
+71,700
| +240% | +$8.46M |
|
914
Crocs
CROX
$5.22B
| $13.8M | 0.01% |
220,964
+105,895
| +92% | +$6.05M |
|
915
PUT
Ascendis Pharma A/S
ASND
$17.1B
| $13.8M | 0.01% |
+83,000
| New | +$13.7M |
|
916
CALL
Sony
SONY
$137B
| $13.8M | 0.01% |
683,500
-3,495,000
| -84% | -$60.8M |
|
917
CALL
Workhorse Group
WKHS
$33.2M
| $13.8M | 0.01% |
232
+223
| +2,478% | +$14.5M |
|
918
CALL
iShares US Real Estate ETF
IYR
$4.23B
| $13.7M | 0.01% |
160,200
+156,700
| +4,477% | +$13M |
|
919
Newmont
NEM
$133B
| $13.7M | 0.01% |
228,878
-74,059
| -24% | -$4.56M |
|
920
CALL
Abbott
ABT
$179B
| $13.7M | 0.01% |
125,000
-512,200
| -80% | -$55.7M |
|
921
PUT
NetApp
NTAP
$36.1B
| $13.7M | 0.01% |
206,500
-160,000
| -44% | -$8.45M |
|
|
PFPT
922
DELISTED
Proofpoint, Inc.
PFPT
| $13.7M | 0.01% |
+100,180
| New | +$11M |
|
923
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.8B
| $13.6M | 0.01% |
32,500
| – | – |
|
|
PFPT
924
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $13.6M | 0.01% |
+100,000
| New | +$11M |
|
925
CALL
Martin Marietta Materials
MLM
$35.7B
| $13.6M | 0.01% |
48,000
+100
| +0.2% | +$26.6K |
|
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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.