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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 | |
|---|---|---|---|---|---|---|
1376
CALL
Invesco
IVZ
$14.1B
| $5.39M | ﹤0.01% |
309,100
+162,300
| +111% | +$2.5M |
|
1377
PUT
Fastenal
FAST
$56.2B
| $5.39M | ﹤0.01% |
220,600
-21,800
| -9% | -$513K |
|
1378
AstraZeneca
AZN
$248B
| $5.38M | ﹤0.01% |
53,845
+43,577
| +424% | +$4.62M |
|
|
WWE
1379
CALL
DELISTED
World Wrestling Entertainment
WWE
| $5.35M | ﹤0.01% |
111,400
+80,400
| +259% | +$3.37M |
|
1380
Danaher
DHR
$141B
| $5.35M | ﹤0.01% |
27,169
-62,207
| -70% | -$12.5M |
|
1381
CALL
Tandem Diabetes Care
TNDM
$1.27B
| $5.34M | ﹤0.01% |
55,800
-185,400
| -77% | -$19.1M |
|
1382
PUT
Fortive
FTV
$16.5B
| $5.34M | ﹤0.01% |
100,056
-20,779
| -17% | -$1.07M |
|
|
PSTH
1383
PUT
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $5.33M | ﹤0.01% |
+192,100
| New | +$4.63M |
|
|
DFS
1384
DELISTED
Discover Financial Services
DFS
| $5.32M | ﹤0.01% |
58,759
-46,452
| -44% | -$3.47M |
|
1385
First Majestic Silver
AG
$9.93B
| $5.32M | ﹤0.01% |
395,634
+327,614
| +482% | +$3.6M |
|
|
MMP
1386
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $5.3M | ﹤0.01% |
+125,000
| New | +$4.99M |
|
|
MMP
1387
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $5.3M | ﹤0.01% |
+125,000
| New | +$4.99M |
|
|
1388
CALL
Fortive
FTV
$16.5B
| $5.3M | ﹤0.01% |
99,260
+97,674
| +6,159% | +$5.02M |
|
1389
BILL Holdings
BILL
$4.06B
| $5.29M | ﹤0.01% |
38,790
+38,473
| +12,137% | +$4.54M |
|
1390
FirstEnergy
FE
$26.8B
| $5.26M | ﹤0.01% |
171,713
+157,940
| +1,147% | +$4.73M |
|
1391
PUT
APA Corp
APA
$15.6B
| $5.25M | ﹤0.01% |
370,300
-308,700
| -45% | -$3.59M |
|
|
ICPT
1392
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $5.25M | ﹤0.01% |
212,600
+300
| +0.1% | +$9.94K |
|
1393
XPO
XPO
$21.3B
| $5.25M | ﹤0.01% |
127,262
+112,273
| +749% | +$4.07M |
|
1394
PUT
International Flavors & Fragrances
IFF
$21.4B
| $5.24M | ﹤0.01% |
48,100
-193,100
| -80% | -$21.7M |
|
|
RDS.A
1395
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $5.22M | ﹤0.01% |
148,400
-36,800
| -20% | -$1.15M |
|
1396
TripAdvisor
TRIP
$1.03B
| $5.21M | ﹤0.01% |
181,186
+72,847
| +67% | +$1.75M |
|
1397
CALL
T-Mobile US
TMUS
$190B
| $5.2M | ﹤0.01% |
38,600
-245,400
| -86% | -$30.3M |
|
1398
CALL
Nucor
NUE
$58B
| $5.2M | ﹤0.01% |
97,700
+20,100
| +26% | +$1.04M |
|
1399
CALL
Gaming and Leisure Properties
GLPI
$11.9B
| $5.19M | ﹤0.01% |
122,500
+94,600
| +339% | +$3.82M |
|
1400
PUT
ACI Worldwide
ACIW
$5.25B
| $5.19M | ﹤0.01% |
+135,000
| New | +$4.52M |
|
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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.