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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
NTES icon
526
CALL
NetEase
NTES
$74B
$38.5M 0.03%
402,200
-31,800
-7% -$2.85M
U icon
527
PUT
Unity
U
$18.5B
$38.4M 0.03%
+250,000
New +$30.4M
RIO icon
528
PUT
Rio Tinto
RIO
$162B
$38.3M 0.03%
509,000
-1,299,800
-72% -$85.3M
PM icon
529
CALL
Philip Morris
PM
$296B
$38.1M 0.03%
460,300
-272,900
-37% -$21.2M
DAL icon
530
Delta Air Lines
DAL
$51.5B
$37.9M 0.03%
942,889
+601,043
+176% +$21.9M
GAP
531
PUT
The Gap Inc
GAP
$7.35B
$37.9M 0.03%
1,876,100
+844,800
+82% +$17.7M
TOL icon
532
PUT
Toll Brothers
TOL
$12.2B
$37.8M 0.03%
870,500
-200,200
-19% -$9.28M
CCL icon
533
PUT
Carnival Corporation Ltd
CCL
$30.8B
$37.6M 0.03%
1,737,200
-775,100
-31% -$13.8M
XOM icon
534
ExxonMobil
XOM
$679B
$37.5M 0.03%
908,596
-482,619
-35% -$18.1M
XBI icon
535
State Street SPDR S&P Biotech ETF
XBI
$11B
$37.4M 0.03%
265,509
+265,254
+104,021% +$34M
OKTA icon
536
CALL
Okta
OKTA
$29.9B
$37.3M 0.03%
146,700
-128,200
-47% -$30.5M
CMCSA icon
537
Comcast
CMCSA
$89.3B
$37.2M 0.03%
710,733
+600,136
+543% +$28.8M
EOG icon
538
PUT
EOG Resources
EOG
$77.3B
$37.2M 0.03%
746,500
-1,265,000
-63% -$55M
EL icon
539
CALL
Estee Lauder
EL
$34.9B
$37.1M 0.03%
139,500
+41,900
+43% +$10.1M
V icon
540
Visa
V
$686B
$37.1M 0.03%
169,662
+81,277
+92% +$16.6M
TMO icon
541
CALL
Thermo Fisher Scientific
TMO
$223B
$36.9M 0.03%
79,200
-108,300
-58% -$50.8M
LOW icon
542
Lowe's Companies
LOW
$110B
$36.9M 0.03%
229,838
+39,208
+21% +$6.37M
WBA
543
CALL
DELISTED
Walgreens Boots Alliance
WBA
$36.7M 0.03%
921,100
-177,700
-16% -$6.88M
BDX icon
544
PUT
Becton Dickinson
BDX
$48.1B
$36.6M 0.03%
149,855
-216,378
-59% -$50.5M
OXY icon
545
Occidental Petroleum
OXY
$61.1B
$36.5M 0.03%
2,109,719
+1,692,258
+405% +$23.2M
HYG icon
546
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.3B
$36.4M 0.03%
417,455
+415,553
+21,848% +$35.6M
FCX icon
547
CALL
Freeport-McMoran
FCX
$102B
$36.4M 0.03%
1,398,000
-523,700
-27% -$10.9M
DHR icon
548
PUT
Danaher
DHR
$141B
$36M 0.03%
182,849
-409,125
-69% -$82M
BBWI icon
549
CALL
Bath & Body Works
BBWI
$3.52B
$35.8M 0.03%
1,192,221
-541,806
-31% -$15.7M
MNDT
550
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$35.5M 0.03%
1,539,800
+542,400
+54% +$8.36M
20 21
22
23 24

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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.