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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 | |
|---|---|---|---|---|---|---|
1201
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.37B
| $7.57M | 0.01% |
209,200
-214,400
| -51% | -$7.34M |
|
1202
PUT
Franco-Nevada
FNV
$50.3B
| $7.55M | 0.01% |
60,300
-11,800
| -16% | -$1.59M |
|
1203
Ford
F
$55.3B
| $7.54M | 0.01% |
857,362
+435,869
| +103% | +$3.65M |
|
1204
CALL
Sabre
SABR
$860M
| $7.53M | 0.01% |
626,100
+575,500
| +1,137% | +$5.32M |
|
1205
SolarEdge
SEDG
$2.26B
| $7.51M | 0.01% |
23,533
+16,676
| +243% | +$4.61M |
|
1206
PUT
TE Connectivity
TEL
$59.2B
| $7.51M | 0.01% |
62,000
+2,100
| +4% | +$231K |
|
1207
CALL
VanEck Oil Services ETF
OIH
$2.06B
| $7.5M | 0.01% |
48,715
-141,400
| -74% | -$17.9M |
|
1208
Teradyne
TER
$57.9B
| $7.48M | 0.01% |
62,399
+16,792
| +37% | +$1.72M |
|
1209
PUT
O'Reilly Automotive
ORLY
$69.2B
| $7.47M | 0.01% |
247,500
-507,000
| -67% | -$15.3M |
|
1210
Invesco
IVZ
$14.1B
| $7.43M | 0.01% |
426,041
+416,047
| +4,163% | +$6.4M |
|
1211
Centene
CNC
$32.3B
| $7.39M | 0.01% |
123,099
+8,191
| +7% | +$520K |
|
1212
CALL
Park Hotels & Resorts
PK
$3.08B
| $7.37M | 0.01% |
+429,600
| New | +$5.96M |
|
1213
PUT
Banco Bradesco
BBD
$37.9B
| $7.36M | 0.01% |
+1,694,000
| New | +$6.19M |
|
1214
CALL
Tanger
SKT
$4.19B
| $7.34M | 0.01% |
736,700
+366,700
| +99% | +$3.1M |
|
1215
PUT
Outfront Media
OUT
$5.01B
| $7.33M | 0.01% |
380,991
| – | – |
|
1216
State Street SPDR S&P Metals & Mining ETF
XME
$4.71B
| $7.33M | 0.01% |
219,186
-109,096
| -33% | -$3.1M |
|
1217
PUT
Bloom Energy
BE
$76.1B
| $7.33M | 0.01% |
+255,500
| New | +$5.45M |
|
1218
CALL
iShares Russell 2000 Value ETF
IWN
$14.2B
| $7.33M | 0.01% |
+55,600
| New | +$6.56M |
|
1219
CALL
ARK Genomic Revolution ETF
ARKG
$1.95B
| $7.31M | 0.01% |
+78,400
| New | +$6.25M |
|
1220
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$300M
| $7.29M | 0.01% |
300,700
+700
| +0.2% | +$17.4K |
|
1221
CALL
C.H. Robinson
CHRW
$17.8B
| $7.27M | 0.01% |
77,500
-101,000
| -57% | -$9.63M |
|
1222
CALL
Zebra Technologies
ZBRA
$16.3B
| $7.26M | 0.01% |
18,900
+12,100
| +178% | +$4.07M |
|
|
IRBT
1223
CALL
DELISTED
iRobot
IRBT
| $7.24M | 0.01% |
90,300
-91,800
| -50% | -$7.47M |
|
1224
CALL
Arthur J. Gallagher & Co
AJG
$62.4B
| $7.24M | 0.01% |
58,500
-21,500
| -27% | -$2.45M |
|
1225
CALL
AngloGold Ashanti
AU
$52.5B
| $7.23M | 0.01% |
319,700
+306,600
| +2,340% | +$7.35M |
|
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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.