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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 | |
|---|---|---|---|---|---|---|
176
CALL
Peloton Interactive
PTON
$2.22B
| $131M | 0.1% |
863,000
-249,100
| -22% | -$30.3M |
|
|
COUP
177
PUT
DELISTED
Coupa Software Incorporated
COUP
| $131M | 0.1% |
385,100
-91,000
| -19% | -$28.1M |
|
178
CALL
Ford
F
$53.6B
| $130M | 0.1% |
14,770,700
+2,026,700
| +16% | +$17M |
|
179
PUT
RTX Corp
RTX
$266B
| $130M | 0.1% |
1,814,853
+1,118,400
| +161% | +$73.5M |
|
180
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $128M | 0.09% |
419,300
-178,100
| -30% | -$51.8M |
|
181
iShares MSCI Emerging Markets ETF
EEM
$31.8B
| $128M | 0.09% |
2,474,159
+1,006,796
| +69% | +$48.4M |
|
|
COUP
182
CALL
DELISTED
Coupa Software Incorporated
COUP
| $127M | 0.09% |
375,700
-121,400
| -24% | -$37.5M |
|
183
PUT
United Parcel Service
UPS
$84.4B
| $127M | 0.09% |
753,600
+66,400
| +10% | +$11.2M |
|
184
CALL
American Express
AXP
$217B
| $126M | 0.09% |
1,045,000
-528,300
| -34% | -$58.5M |
|
185
PUT
Accenture
ACN
$108B
| $126M | 0.09% |
481,000
-141,300
| -23% | -$33.9M |
|
186
PUT
NextEra Energy
NEE
$172B
| $125M | 0.09% |
1,619,700
+32,900
| +2% | +$2.46M |
|
187
CALL
Palo Alto Networks
PANW
$273B
| $125M | 0.09% |
2,104,200
+473,400
| +29% | +$22.1M |
|
188
Salesforce
CRM
$201B
| $124M | 0.09% |
558,964
-327,205
| -37% | -$79.6M |
|
189
PUT
Arista Networks
ANET
$243B
| $124M | 0.09% |
6,814,400
-1,510,400
| -18% | -$23.9M |
|
190
PUT
Merck
MRK
$364B
| $123M | 0.09% |
1,576,087
-272,480
| -15% | -$20.8M |
|
191
PUT
Charter Communications
CHTR
$16B
| $122M | 0.09% |
185,100
-53,700
| -22% | -$34.2M |
|
192
CALL
AT&T
T
$172B
| $122M | 0.09% |
5,617,864
+3,121,330
| +125% | +$67.3M |
|
193
CALL
Applied Materials
AMAT
$372B
| $122M | 0.09% |
1,410,900
-1,315,500
| -48% | -$97.2M |
|
194
CALL
Mercado Libre
MELI
$95.1B
| $121M | 0.09% |
72,300
+14,900
| +26% | +$21M |
|
195
PUT
Bilibili
BILI
$6.55B
| $121M | 0.09% |
1,406,600
+819,300
| +140% | +$48M |
|
196
PUT
ExxonMobil
XOM
$675B
| $120M | 0.09% |
2,918,000
-1,417,300
| -33% | -$53.1M |
|
197
Boeing
BA
$163B
| $120M | 0.09% |
559,726
+407,184
| +267% | +$78.3M |
|
198
CALL
Cloudflare
NET
$112B
| $120M | 0.09% |
1,572,900
+1,272,800
| +424% | +$83.4M |
|
199
PUT
Honeywell
HON
$65B
| $119M | 0.09% |
595,964
-336,549
| -36% | -$61.1M |
|
200
CALL
ServiceNow
NOW
$136B
| $119M | 0.09% |
1,084,500
-615,000
| -36% | -$64M |
|
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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.