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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
STMP
826
CALL
DELISTED
Stamps.com, Inc.
STMP
$17.3M 0.01%
88,000
+29,000
+49% +$6.37M
FEZ icon
827
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.37B
$17.2M 0.01%
413,000
-102,600
-20% -$4M
EXPE icon
828
Expedia Group
EXPE
$33.2B
$17.2M 0.01%
130,119
-54,517
-30% -$6.14M
LKFT
829
PUT
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.76B
$17.2M 0.01%
+174,000
New +$21.3M
PGR icon
830
CALL
Progressive
PGR
$126B
$17.2M 0.01%
174,000
+62,900
+57% +$5.95M
RL icon
831
CALL
Ralph Lauren
RL
$20.1B
$17.2M 0.01%
165,800
+82,400
+99% +$6.91M
QRVO icon
832
CALL
Qorvo
QRVO
$9.91B
$17.1M 0.01%
102,800
-41,600
-29% -$6.12M
IRBT
833
PUT
DELISTED
iRobot
IRBT
$17.1M 0.01%
212,700
-42,600
-17% -$3.47M
IQ icon
834
iQIYI
IQ
$904M
$17M 0.01%
973,359
+766,406
+370% +$17.3M
SYY icon
835
PUT
Sysco
SYY
$39.4B
$17M 0.01%
228,700
-136,800
-37% -$9.41M
WOLF icon
836
PUT
Wolfspeed
WOLF
$1.31B
$16.9M 0.01%
159,600
+105,400
+194% +$8.46M
ROST icon
837
PUT
Ross Stores
ROST
$72B
$16.8M 0.01%
137,200
-126,300
-48% -$13.2M
FAST icon
838
CALL
Fastenal
FAST
$56.2B
$16.8M 0.01%
688,600
+256,600
+59% +$6.04M
FE icon
839
PUT
FirstEnergy
FE
$26.8B
$16.8M 0.01%
548,400
+498,700
+1,003% +$14.9M
TCOM icon
840
PUT
Trip.com Group
TCOM
$24.4B
$16.8M 0.01%
497,600
+3,200
+0.6% +$104K
DOCU
841
PUT
DocuSign
DOCU
$12.3B
$16.8M 0.01%
75,500
-44,900
-37% -$10.1M
NOW icon
842
ServiceNow
NOW
$136B
$16.8M 0.01%
152,245
-69,190
-31% -$7.19M
LMT icon
843
Lockheed Martin
LMT
$122B
$16.7M 0.01%
47,102
+14,143
+43% +$5.2M
BNY
844
PUT
Bank of New York Mellon
BNY
$110B
$16.6M 0.01%
391,500
-181,600
-32% -$6.97M
CAR icon
845
PUT
Avis
CAR
$4.48B
$16.6M 0.01%
444,200
+280,900
+172% +$9.87M
EA
846
DELISTED
Electronic Arts
EA
$16.5M 0.01%
115,236
-50,968
-31% -$6.57M
WMT icon
847
CALL
Walmart Inc
WMT
$839B
$16.5M 0.01%
344,400
-1,051,200
-75% -$51M
ZGNX
848
CALL
DELISTED
Zogenix, Inc.
ZGNX
$16.5M 0.01%
825,000
+449,300
+120% +$9.18M
DUK icon
849
PUT
Duke Energy
DUK
$93.1B
$16.3M 0.01%
177,900
+99,500
+127% +$9.2M
SNPS icon
850
PUT
Synopsys
SNPS
$76.1B
$16.3M 0.01%
62,800
-61,500
-49% -$14.2M
32 33
34
35 36

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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.