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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 | |
|---|---|---|---|---|---|---|
1051
PUT
Rambus
RMBS
$9.26B
| $10.2M | 0.01% |
585,500
| – | – |
|
1052
CALL
Chubb
CB
$131B
| $10.2M | 0.01% |
66,400
+6,200
| +10% | +$869K |
|
1053
CALL
Fidelity National Information Services
FIS
$19.9B
| $10.2M | 0.01% |
72,200
+18,500
| +34% | +$2.64M |
|
1054
CALL
Yum China
YUMC
$14.4B
| $10.2M | 0.01% |
178,300
-547,000
| -75% | -$30.7M |
|
|
DOCU
1055
CALL
DocuSign
DOCU
$12.3B
| $10.2M | 0.01% |
45,700
-6,100
| -12% | -$1.37M |
|
1056
CALL
Energy Transfer Partners
ET
$74.8B
| $10.1M | 0.01% |
1,639,000
-728,300
| -31% | -$4.41M |
|
|
JOYY
1057
JOYY Inc
JOYY
$3.66B
| $10.1M | 0.01% |
126,583
+120,863
| +2,113% | +$10.4M |
|
1058
State Street Materials Select Sector SPDR ETF
XLB
$8.37B
| $10.1M | 0.01% |
279,558
+206,512
| +283% | +$7.07M |
|
1059
APA Corp
APA
$15.6B
| $10M | 0.01% |
707,740
+535,264
| +310% | +$6.23M |
|
1060
CALL
DuPont de Nemours
DD
$17.2B
| $10M | 0.01% |
112,171
-319,941
| -74% | -$25.1M |
|
1061
CALL
Yeti Holdings
YETI
$2.88B
| $10M | 0.01% |
146,100
-107,500
| -42% | -$6.36M |
|
1062
PUT
Sunrun
RUN
$2.08B
| $9.98M | 0.01% |
143,700
+125,000
| +668% | +$7.76M |
|
1063
CALL
Jack in the Box
JACK
$281M
| $9.97M | 0.01% |
107,400
+19,700
| +22% | +$1.72M |
|
|
ABMD
1064
PUT
DELISTED
Abiomed Inc
ABMD
| $9.96M | 0.01% |
30,700
-8,100
| -21% | -$2.24M |
|
1065
Thermo Fisher Scientific
TMO
$223B
| $9.94M | 0.01% |
21,345
-2,046
| -9% | -$959K |
|
1066
CALL
Molson Coors Class B
TAP
$7.17B
| $9.92M | 0.01% |
219,600
+169,000
| +334% | +$6.97M |
|
1067
CALL
Diamondback Energy
FANG
$57.5B
| $9.89M | 0.01% |
204,300
-249,300
| -55% | -$9.22M |
|
1068
Cloudflare
NET
$111B
| $9.88M | 0.01% |
130,009
+125,470
| +2,764% | +$8.23M |
|
1069
CALL
Dominion Energy
D
$57.2B
| $9.85M | 0.01% |
130,900
-156,500
| -54% | -$12.4M |
|
1070
PUT
Green Plains
GPRE
$1.08B
| $9.8M | 0.01% |
744,300
+7,000
| +0.9% | +$106K |
|
1071
PagerDuty
PD
$1.08B
| $9.8M | 0.01% |
+234,970
| New | +$8.01M |
|
1072
PUT
Hershey
HSY
$35B
| $9.78M | 0.01% |
64,200
-154,100
| -71% | -$22.8M |
|
1073
PUT
PennyMac Financial
PFSI
$3.63B
| $9.74M | 0.01% |
148,500
+148,100
| +37,025% | +$8.81M |
|
|
1074
PUT
Diamondback Energy
FANG
$57.5B
| $9.73M | 0.01% |
201,000
+84,300
| +72% | +$3.12M |
|
1075
BP
BP
$119B
| $9.72M | 0.01% |
473,716
+168,920
| +55% | +$3.18M |
|
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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.