We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1101
PUT
Vornado Realty Trust
VNO
$6.42B
| $9.26M | 0.01% |
247,900
+227,500
| +1,115% | +$8.31M |
|
1102
CALL
Brinker International
EAT
$8.97B
| $9.24M | 0.01% |
163,300
+13,200
| +9% | +$652K |
|
1103
PUT
Ferrari
RACE
$71.8B
| $9.23M | 0.01% |
40,200
-16,400
| -29% | -$3.35M |
|
1104
PUT
Tractor Supply
TSCO
$17.5B
| $9.15M | 0.01% |
325,500
-470,500
| -59% | -$13.2M |
|
1105
CALL
Dollar General
DG
$27.1B
| $9.14M | 0.01% |
43,500
-121,500
| -74% | -$26M |
|
|
RAD
1106
CALL
DELISTED
Rite Aid Corporation
RAD
| $9.14M | 0.01% |
577,600
+393,500
| +214% | +$5.06M |
|
|
VISN
1107
CALL
Vistance Networks Inc
VISN
$1.48B
| $9.13M | 0.01% |
681,400
+281,600
| +70% | +$3.1M |
|
1108
S&P Global
SPGI
$121B
| $9.13M | 0.01% |
27,770
-1,212
| -4% | -$409K |
|
|
MGLN
1109
PUT
DELISTED
Magellan Health Services, Inc.
MGLN
| $9.11M | 0.01% |
+110,000
| New | +$8.7M |
|
1110
First Solar
FSLR
$22.3B
| $9.11M | 0.01% |
92,088
-8,037
| -8% | -$697K |
|
|
NEWR
1111
PUT
DELISTED
New Relic, Inc.
NEWR
| $9.1M | 0.01% |
139,200
| – | – |
|
1112
CALL
Cameco
CCJ
$42.4B
| $9.04M | 0.01% |
675,000
+525,000
| +350% | +$5.61M |
|
1113
TJX Companies
TJX
$139B
| $9.04M | 0.01% |
132,413
+78,791
| +147% | +$4.79M |
|
1114
D.R. Horton
DHI
$37.9B
| $9.04M | 0.01% |
131,115
-83,965
| -39% | -$6.12M |
|
|
CSOD
1115
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $9.01M | 0.01% |
204,600
+34,300
| +20% | +$1.42M |
|
1116
CALL
Tenet Healthcare
THC
$21.2B
| $9M | 0.01% |
225,400
+124,600
| +124% | +$4.02M |
|
1117
CALL
Air Products & Chemicals
APD
$65.4B
| $8.99M | 0.01% |
32,900
+18,300
| +125% | +$5.15M |
|
1118
PUT
DuPont de Nemours
DD
$17.2B
| $8.95M | 0.01% |
100,300
-359,695
| -78% | -$28.2M |
|
1119
PUT
Lumentum
LITE
$83.9B
| $8.93M | 0.01% |
94,200
-195,800
| -68% | -$16.9M |
|
|
JWN
1120
DELISTED
Nordstrom
JWN
| $8.93M | 0.01% |
285,966
+178,317
| +166% | +$3.72M |
|
1121
Linde
LIN
$213B
| $8.92M | 0.01% |
33,856
+28,709
| +558% | +$7.05M |
|
1122
CALL
Sempra
SRE
$54.9B
| $8.89M | 0.01% |
139,600
-22,000
| -14% | -$1.42M |
|
1123
Constellation Brands
STZ
$21.1B
| $8.88M | 0.01% |
40,516
-6,064
| -13% | -$1.19M |
|
1124
Northrop Grumman
NOC
$73.7B
| $8.86M | 0.01% |
29,071
+192
| +0.7% | +$58.7K |
|
1125
PUT
Hyliion Holdings
HYLN
$682M
| $8.84M | 0.01% |
+536,100
| New | +$12.2M |
|
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.