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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 | |
|---|---|---|---|---|---|---|
1526
CALL
HSBC
HSBC
$355B
| $3.85M | ﹤0.01% |
148,700
-263,900
| -64% | -$6.27M |
|
1527
Caesars Entertainment
CZR
$6.04B
| $3.84M | ﹤0.01% |
51,747
+42,712
| +473% | +$2.68M |
|
1528
CALL
McKesson
MCK
$103B
| $3.84M | ﹤0.01% |
22,100
-21,600
| -49% | -$3.6M |
|
1529
CALL
Gold Fields
GFI
$40.7B
| $3.84M | ﹤0.01% |
+413,900
| New | +$4.37M |
|
1530
CALL
Waste Management
WM
$85.8B
| $3.83M | ﹤0.01% |
32,500
-49,500
| -60% | -$5.77M |
|
|
AVYA
1531
CALL
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $3.83M | ﹤0.01% |
200,000
-25,000
| -11% | -$465K |
|
|
ZNGA
1532
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.82M | ﹤0.01% |
386,800
-38,200
| -9% | -$344K |
|
1533
PUT
PPG Industries
PPG
$23.4B
| $3.81M | ﹤0.01% |
26,400
-24,700
| -48% | -$3.44M |
|
|
CHNGU
1534
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
| $3.8M | ﹤0.01% |
59,325
-25,000
| -30% | -$1.47M |
|
1535
CALL
Travel + Leisure Co
TNL
$4.01B
| $3.79M | ﹤0.01% |
84,600
-9,700
| -10% | -$381K |
|
|
GAP
1536
The Gap Inc
GAP
$7.35B
| $3.79M | ﹤0.01% |
187,974
+103,179
| +122% | +$2.17M |
|
1537
CALL
Vanguard Real Estate ETF
VNQ
$37.2B
| $3.79M | ﹤0.01% |
+44,700
| New | +$3.71M |
|
1538
CALL
Canadian Solar
CSIQ
$885M
| $3.79M | ﹤0.01% |
74,000
+42,500
| +135% | +$1.74M |
|
1539
CALL
Owens Corning
OC
$10.1B
| $3.79M | ﹤0.01% |
+50,000
| New | +$3.64M |
|
|
1540
PUT
Owens Corning
OC
$10.1B
| $3.79M | ﹤0.01% |
+50,000
| New | +$3.64M |
|
1541
PUT
Ovintiv
OVV
$17.7B
| $3.79M | ﹤0.01% |
263,600
+3,600
| +1% | +$42.2K |
|
|
CTXS
1542
CALL
DELISTED
Citrix Systems Inc
CTXS
| $3.78M | ﹤0.01% |
29,100
-53,000
| -65% | -$6.74M |
|
|
BNY
1543
Bank of New York Mellon
BNY
$110B
| $3.78M | ﹤0.01% |
89,020
-52,230
| -37% | -$2.01M |
|
1544
PUT
Dycom Industries
DY
$8.93B
| $3.78M | ﹤0.01% |
+50,000
| New | +$3.45M |
|
1545
CALL
Murphy Oil
MUR
$5.57B
| $3.75M | ﹤0.01% |
310,000
| – | – |
|
1546
United States Natural Gas Fund
UNG
$552M
| $3.73M | ﹤0.01% |
101,298
+44,538
| +78% | +$1.92M |
|
1547
Pan American Silver
PAAS
$21B
| $3.73M | ﹤0.01% |
107,982
+52,275
| +94% | +$1.69M |
|
1548
CALL
Masco
MAS
$13.3B
| $3.72M | ﹤0.01% |
67,800
-33,500
| -33% | -$1.85M |
|
1549
PUT
Papa John's
PZZA
$706M
| $3.72M | ﹤0.01% |
43,900
+16,300
| +59% | +$1.33M |
|
1550
CALL
WEC Energy
WEC
$34.3B
| $3.71M | ﹤0.01% |
40,300
+15,300
| +61% | +$1.49M |
|
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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.