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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 | |
|---|---|---|---|---|---|---|
1301
CALL
Newell Brands
NWL
$2.5B
| $6.07M | ﹤0.01% |
285,900
-204,100
| -42% | -$3.98M |
|
1302
CALL
Workday
WDAY
$44.6B
| $6.04M | ﹤0.01% |
25,200
-14,400
| -36% | -$3.24M |
|
1303
Archer Daniels Midland
ADM
$41.9B
| $6.04M | ﹤0.01% |
119,765
-18,307
| -13% | -$905K |
|
1304
Halliburton
HAL
$30.1B
| $6.03M | ﹤0.01% |
318,866
-587,979
| -65% | -$9.13M |
|
1305
Ferrari
RACE
$71.8B
| $6.02M | ﹤0.01% |
26,217
+14,152
| +117% | +$2.89M |
|
1306
PUT
Nucor
NUE
$58B
| $6.01M | ﹤0.01% |
113,100
-64,200
| -36% | -$3.32M |
|
1307
CALL
Aflac
AFL
$57.4B
| $6.01M | ﹤0.01% |
135,100
+6,300
| +5% | +$258K |
|
1308
CALL
Bunge Global
BG
$23.9B
| $6M | ﹤0.01% |
91,500
-46,600
| -34% | -$2.72M |
|
1309
PUT
Cheniere Energy
LNG
$57.4B
| $6M | ﹤0.01% |
99,900
-18,300
| -15% | -$981K |
|
1310
PUT
Travelers Companies
TRV
$76.7B
| $5.99M | ﹤0.01% |
42,700
+16,100
| +61% | +$2.07M |
|
1311
PUT
Planet Fitness
PLNT
$3.78B
| $5.99M | ﹤0.01% |
77,100
+24,400
| +46% | +$1.71M |
|
1312
Whirlpool
WHR
$2.34B
| $5.97M | ﹤0.01% |
33,083
+15,908
| +93% | +$3.05M |
|
1313
PG&E
PCG
$30.9B
| $5.96M | ﹤0.01% |
478,098
-169,660
| -26% | -$1.92M |
|
1314
CALL
iShares MSCI Mexico ETF
EWW
$1.77B
| $5.95M | ﹤0.01% |
138,400
+89,100
| +181% | +$3.46M |
|
1315
CALL
Fiverr
FVRR
$321M
| $5.94M | ﹤0.01% |
30,400
+27,100
| +821% | +$4.9M |
|
1316
PUT
Dominion Energy
D
$57.2B
| $5.93M | ﹤0.01% |
78,900
-15,000
| -16% | -$1.19M |
|
|
NVTA
1317
PUT
DELISTED
Invitae Corporation
NVTA
| $5.93M | ﹤0.01% |
141,900
+126,200
| +804% | +$6.03M |
|
|
CMD
1318
PUT
DELISTED
Cantel Medical Corporation
CMD
| $5.92M | ﹤0.01% |
+75,000
| New | +$4.4M |
|
1319
PUT
Adaptive Biotechnologies
ADPT
$3.87B
| $5.91M | ﹤0.01% |
+100,000
| New | +$5.16M |
|
1320
Air Products & Chemicals
APD
$65.4B
| $5.9M | ﹤0.01% |
21,579
+9,151
| +74% | +$2.58M |
|
1321
PUT
Agilent Technologies
A
$40.3B
| $5.89M | ﹤0.01% |
49,700
-86,700
| -64% | -$9.59M |
|
1322
PUT
Conagra Brands
CAG
$7.06B
| $5.89M | ﹤0.01% |
162,300
-1,600
| -1% | -$58K |
|
1323
CALL
CNX Resources
CNX
$5.43B
| $5.89M | ﹤0.01% |
+545,000
| New | +$5.49M |
|
1324
CALL
Universal Health Services
UHS
$10.2B
| $5.87M | ﹤0.01% |
+42,700
| New | +$5.31M |
|
|
GRUB
1325
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $5.84M | ﹤0.01% |
39,350
+33,650
| +590% | +$4.97M |
|
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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.