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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 | |
|---|---|---|---|---|---|---|
1351
PUT
Devon Energy
DVN
$55B
| $5.59M | ﹤0.01% |
353,700
+180,900
| +105% | +$2.24M |
|
1352
Fortinet
FTNT
$117B
| $5.59M | ﹤0.01% |
188,165
-49,670
| -21% | -$1.26M |
|
1353
CALL
D.R. Horton
DHI
$37.9B
| $5.58M | ﹤0.01% |
81,000
-81,500
| -50% | -$5.94M |
|
1354
CALL
Tapestry
TPR
$23.1B
| $5.58M | ﹤0.01% |
179,700
+20,600
| +13% | +$522K |
|
1355
CALL
Parker-Hannifin
PH
$118B
| $5.56M | ﹤0.01% |
20,400
-3,000
| -13% | -$743K |
|
1356
CALL
Zumiez
ZUMZ
$282M
| $5.52M | ﹤0.01% |
+150,000
| New | +$5.05M |
|
1357
CALL
First Majestic Silver
AG
$9.93B
| $5.51M | ﹤0.01% |
410,300
+265,200
| +183% | +$2.92M |
|
1358
PUT
AMC Global Media
AMCX
$498M
| $5.5M | ﹤0.01% |
+153,700
| New | +$4.3M |
|
|
SPLK
1359
DELISTED
Splunk Inc
SPLK
| $5.5M | ﹤0.01% |
32,347
-2,810
| -8% | -$537K |
|
1360
Chubb
CB
$131B
| $5.48M | ﹤0.01% |
35,617
+6,682
| +23% | +$937K |
|
1361
CALL
Floor & Decor
FND
$4.99B
| $5.47M | ﹤0.01% |
58,900
-93,000
| -61% | -$7.76M |
|
1362
CALL
GDS Holdings
GDS
$6.22B
| $5.46M | ﹤0.01% |
58,300
+8,400
| +17% | +$746K |
|
|
NIU
1363
PUT
Niu Technologies
NIU
$162M
| $5.45M | ﹤0.01% |
+194,400
| New | +$5.64M |
|
1364
PUT
Virgin Galactic
SPCE
$441M
| $5.45M | ﹤0.01% |
11,485
-14,835
| -56% | -$6.93M |
|
1365
CALL
Antero Resources
AR
$12B
| $5.45M | ﹤0.01% |
+1,000,000
| New | +$4.1M |
|
1366
PUT
MSCI
MSCI
$39.8B
| $5.45M | ﹤0.01% |
12,200
-5,000
| -29% | -$1.96M |
|
1367
PUT
Sonos
SONO
$1.73B
| $5.44M | ﹤0.01% |
232,500
+197,900
| +572% | +$3.69M |
|
1368
CALL
Aptiv
APTV
$9.49B
| $5.43M | ﹤0.01% |
41,700
-28,700
| -41% | -$3.19M |
|
1369
PUT
Ralph Lauren
RL
$20.1B
| $5.43M | ﹤0.01% |
52,300
-32,100
| -38% | -$2.69M |
|
1370
Corning
GLW
$141B
| $5.42M | ﹤0.01% |
150,632
+108,994
| +262% | +$3.87M |
|
1371
PUT
Kulicke & Soffa
KLIC
$4.34B
| $5.41M | ﹤0.01% |
+170,000
| New | +$4.95M |
|
1372
CALL
Scotiabank
BNS
$113B
| $5.4M | ﹤0.01% |
+100,000
| New | +$4.74M |
|
|
ARR
1373
CALL
Armour Residential REIT
ARR
$2.24B
| $5.39M | ﹤0.01% |
100,000
| – | – |
|
|
ARR
1374
PUT
Armour Residential REIT
ARR
$2.24B
| $5.39M | ﹤0.01% |
100,000
| – | – |
|
1375
CALL
ArcelorMittal
MT
$56.5B
| $5.39M | ﹤0.01% |
235,300
+203,100
| +631% | +$3.55M |
|
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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.