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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 | |
|---|---|---|---|---|---|---|
2001
PUT
Alerian MLP ETF
AMLP
$13.5B
| $1.41M | ﹤0.01% |
55,000
-177,000
| -76% | -$4.25M |
|
|
VISN
2002
Vistance Networks Inc
VISN
$1.48B
| $1.41M | ﹤0.01% |
105,130
+68,151
| +184% | +$751K |
|
2003
Consolidated Edison
ED
$39.5B
| $1.41M | ﹤0.01% |
19,494
+16,094
| +473% | +$1.25M |
|
2004
Edwards Lifesciences
EW
$50B
| $1.4M | ﹤0.01% |
15,374
-5,378
| -26% | -$446K |
|
|
GES
2005
PUT
DELISTED
Guess Inc
GES
| $1.4M | ﹤0.01% |
62,000
+60,000
| +3,000% | +$946K |
|
2006
CALL
EverQuote
EVER
$828M
| $1.4M | ﹤0.01% |
+37,500
| New | +$1.42M |
|
2007
PUT
Stratasys
SSYS
$663M
| $1.4M | ﹤0.01% |
+67,500
| New | +$1.08M |
|
2008
CALL
ACM Research
ACMR
$5.04B
| $1.4M | ﹤0.01% |
51,600
-310,200
| -86% | -$7.94M |
|
|
PCPC.U
2009
DELISTED
Periphas Capital Partnering Corporation CAPS, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
PCPC.U
| $1.4M | ﹤0.01% |
+53,449
| New | +$1.37M |
|
2010
CALL
Mid-America Apartment Communities
MAA
$14.4B
| $1.39M | ﹤0.01% |
+11,000
| New | +$1.36M |
|
2011
CALL
GrowGeneration
GRWG
$92.5M
| $1.39M | ﹤0.01% |
+34,700
| New | +$934K |
|
2012
Fastenal
FAST
$56.2B
| $1.39M | ﹤0.01% |
56,986
-1,324
| -2% | -$31.2K |
|
|
KSU
2013
PUT
DELISTED
Kansas City Southern
KSU
| $1.39M | ﹤0.01% |
6,800
+1,500
| +28% | +$282K |
|
2014
Align Technology
ALGN
$10.7B
| $1.38M | ﹤0.01% |
2,583
+2,333
| +933% | +$1.05M |
|
|
NESRW
2015
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
| $1.38M | ﹤0.01% |
1,004,927
-31,132
| -3% | -$36.6K |
|
|
MFA
2016
PUT
MFA Financial
MFA
$865M
| $1.37M | ﹤0.01% |
88,125
+2,500
| +3% | +$33.7K |
|
2017
PUT
Equifax
EFX
$19.7B
| $1.37M | ﹤0.01% |
7,100
-47,000
| -87% | -$7.9M |
|
|
HUYA
2018
CALL
Huya Inc
HUYA
$466M
| $1.37M | ﹤0.01% |
68,600
+30,300
| +79% | +$649K |
|
|
VIHAU
2019
DELISTED
VPC Impact Acquisition Holdings Unit
VIHAU
| $1.37M | ﹤0.01% |
127,703
+27,703
| +28% | +$280K |
|
|
2020
CALL
Alerian MLP ETF
AMLP
$13.5B
| $1.36M | ﹤0.01% |
53,000
-177,000
| -77% | -$4.25M |
|
2021
Ralph Lauren
RL
$20.1B
| $1.35M | ﹤0.01% |
13,066
-28,933
| -69% | -$2.43M |
|
2022
Agilent Technologies
A
$40.3B
| $1.35M | ﹤0.01% |
11,403
+2,973
| +35% | +$329K |
|
2023
iShares 7-10 Year Treasury Bond ETF
IEF
$41.6B
| $1.35M | ﹤0.01% |
11,261
+3,687
| +49% | +$444K |
|
2024
CALL
Annaly Capital Management
NLY
$16.6B
| $1.35M | ﹤0.01% |
39,950
+32,050
| +406% | +$992K |
|
2025
PUT
Suncor Energy
SU
$80.6B
| $1.35M | ﹤0.01% |
+80,500
| New | +$1.18M |
|
Similar funds
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.