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Parallax Volatility Advisers

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
Cap. Flow
+$851M
Cap. Flow %
0.63%
Top 10 Hldgs %
28.41%
Holding
3,683
New
674
Increased
1,021
Reduced
1,419
Closed
427

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$336M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$322M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$189M
4
AAPL icon
Apple
AAPL
+$147M
5
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$138M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$471M
2
META icon
Meta Platforms (Facebook)
META
+$127M
3
ADBE icon
Adobe
ADBE
+$112M
4
PDD icon
Pinduoduo
PDD
+$96.6M
5
NVDA icon
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
SPOT icon
326
PUT
Spotify
SPOT
$107B
$74.1M 0.05%
235,600
-106,800
-31% -$30.1M
FDX icon
327
FedEx
FDX
$73.7B
$74.1M 0.05%
285,438
-47,689
-14% -$13.2M
ANET icon
328
CALL
Arista Networks
ANET
$239B
$73.9M 0.05%
4,070,400
-344,000
-8% -$5.45M
AIG icon
329
PUT
American International
AIG
$39.2B
$73.4M 0.05%
1,939,600
+163,100
+9% +$5.75M
LI icon
330
PUT
Li Auto
LI
$11.4B
$73.4M 0.05%
2,545,100
+2,194,900
+627% +$60.2M
NTES icon
331
PUT
NetEase
NTES
$74B
$73.3M 0.05%
765,600
-400
-0.1% -$35.9K
RH icon
332
CALL
RH
RH
$2.51B
$73.2M 0.05%
163,600
-62,800
-28% -$25.9M
MGNI icon
333
PUT
Magnite
MGNI
$3.38B
$73.1M 0.05%
2,380,600
+1,630,600
+217% +$24.7M
SPCE icon
334
CALL
Virgin Galactic
SPCE
$444M
$73.1M 0.05%
154,040
+52,355
+51% +$24.5M
URI icon
335
CALL
United Rentals
URI
$61.3B
$73M 0.05%
314,600
+6,000
+2% +$1.27M
SMH icon
336
VanEck Semiconductor ETF
SMH
$68.3B
$72.9M 0.05%
667,900
+392,902
+143% +$38.9M
LIN icon
337
PUT
Linde
LIN
$213B
$72.9M 0.05%
276,700
+142,500
+106% +$35M
MPC icon
338
PUT
Marathon Petroleum
MPC
$111B
$71.1M 0.05%
1,718,700
+93,400
+6% +$3.35M
CMG icon
339
Chipotle Mexican Grill
CMG
$45.8B
$70.3M 0.05%
2,533,900
+2,110,600
+499% +$55.4M
PRU icon
340
PUT
Prudential Financial
PRU
$40.9B
$70M 0.05%
896,600
+387,000
+76% +$28M
COST icon
341
CALL
Costco
COST
$400B
$70M 0.05%
185,700
-161,300
-46% -$60.3M
XLP icon
342
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$69.9M 0.05%
1,036,100
-452,600
-30% -$29.9M
GDX icon
343
CALL
VanEck Gold Miners ETF
GDX
$29.2B
$69.6M 0.05%
1,931,100
+509,700
+36% +$19M
XLF icon
344
State Street Financial Select Sector SPDR ETF
XLF
$53.8B
$69.2M 0.05%
2,347,261
+1,781,178
+315% +$47.7M
FISV
345
CALL
Fiserv Inc
FISV
$26B
$68.9M 0.05%
605,000
+336,700
+125% +$36.3M
BLK icon
346
CALL
Blackrock
BLK
$165B
$68.7M 0.05%
95,200
-30,200
-24% -$20M
PAYC icon
347
PUT
Paycom
PAYC
$9.78B
$68.6M 0.05%
151,700
-25,000
-14% -$9.96M
MU icon
348
Micron Technology
MU
$1.11T
$68.6M 0.05%
911,900
+195,459
+27% +$11.8M
LLY icon
349
PUT
Eli Lilly
LLY
$1T
$68.2M 0.05%
404,000
+180,600
+81% +$27M
RCL icon
350
PUT
Royal Caribbean
RCL
$69.2B
$68.1M 0.05%
911,900
-388,900
-30% -$27.1M
12 13
14
15 16

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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.