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 | |
|---|---|---|---|---|---|---|
1126
PUT
Digital Turbine
APPS
$1.43B
| $8.82M | 0.01% |
+156,000
| New | +$6.4M |
|
|
JKS
1127
CALL
JinkoSolar
JKS
$612M
| $8.82M | 0.01% |
+142,500
| New | +$9.01M |
|
1128
PUT
Golar LNG
GLNG
$5.38B
| $8.81M | 0.01% |
913,700
+25,900
| +3% | +$225K |
|
1129
PUT
Biogen
BIIB
$31.8B
| $8.79M | 0.01% |
35,900
-10,100
| -22% | -$2.61M |
|
1130
CALL
Cboe Global Markets
CBOE
$30B
| $8.78M | 0.01% |
94,300
-25,200
| -21% | -$2.21M |
|
1131
PUT
Invesco
IVZ
$14.1B
| $8.75M | 0.01% |
501,900
+499,800
| +23,800% | +$7.69M |
|
1132
QuantumScape Corp
QS
$3.19B
| $8.72M | 0.01% |
+103,290
| New | +$3.78M |
|
1133
CALL
Edison International
EIX
$21.8B
| $8.7M | 0.01% |
138,500
-94,600
| -41% | -$5.7M |
|
1134
Sunrun
RUN
$2.08B
| $8.69M | 0.01% |
125,263
+116,977
| +1,412% | +$7.26M |
|
1135
CALL
CF Industries
CF
$20.4B
| $8.68M | 0.01% |
224,300
+132,300
| +144% | +$4.37M |
|
1136
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$137M
| $8.68M | 0.01% |
8,075
+1,172
| +17% | +$1.52M |
|
1137
CALL
Conagra Brands
CAG
$7.06B
| $8.68M | 0.01% |
239,200
-9,400
| -4% | -$341K |
|
1138
PUT
Deckers Outdoor
DECK
$10.9B
| $8.66M | 0.01% |
181,200
-208,200
| -53% | -$9.23M |
|
1139
CALL
M&T Bank
MTB
$34.5B
| $8.62M | 0.01% |
67,700
+67,500
| +33,750% | +$7.69M |
|
1140
Bristol-Myers Squibb
BMY
$130B
| $8.61M | 0.01% |
138,825
-45,914
| -25% | -$2.82M |
|
1141
CME Group
CME
$98.5B
| $8.61M | 0.01% |
47,271
-17,365
| -27% | -$2.95M |
|
1142
Union Pacific
UNP
$170B
| $8.56M | 0.01% |
41,134
+18,032
| +78% | +$3.6M |
|
1143
PUT
iShares MSCI Japan ETF
EWJ
$23.2B
| $8.56M | 0.01% |
126,700
-766,800
| -86% | -$48.2M |
|
1144
PUT
iShares US Home Construction ETF
ITB
$2.13B
| $8.55M | 0.01% |
153,300
+5,000
| +3% | +$282K |
|
1145
MetLife
MET
$61.5B
| $8.55M | 0.01% |
182,161
-324,144
| -64% | -$14M |
|
1146
PUT
Kinder Morgan
KMI
$68.9B
| $8.54M | 0.01% |
624,700
-73,600
| -11% | -$985K |
|
1147
Blackstone
BX
$94.1B
| $8.5M | 0.01% |
131,220
-33,961
| -21% | -$1.98M |
|
1148
CALL
Planet Fitness
PLNT
$3.78B
| $8.49M | 0.01% |
109,400
+50,700
| +86% | +$3.55M |
|
1149
CALL
GoDaddy
GDDY
$12.2B
| $8.45M | 0.01% |
+101,900
| New | +$8M |
|
|
DISCK
1150
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $8.45M | 0.01% |
322,701
+254,476
| +373% | +$5.57M |
|
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.