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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
TDOC icon
926
PUT
Teladoc Health
TDOC
$1.11B
$13.6M 0.01%
67,900
-5,000
-7% -$1.02M
GD icon
927
PUT
General Dynamics
GD
$95.8B
$13.6M 0.01%
91,200
-114,500
-56% -$16.7M
GILD icon
928
CALL
Gilead Sciences
GILD
$180B
$13.6M 0.01%
232,700
-22,600
-9% -$1.36M
SYK icon
929
CALL
Stryker
SYK
$104B
$13.4M 0.01%
54,600
-147,100
-73% -$33.3M
MCD icon
930
McDonald's
MCD
$179B
$13.4M 0.01%
62,224
-15,609
-20% -$3.39M
VFC icon
931
PUT
VF Corp
VFC
$4.96B
$13.2M 0.01%
154,600
+45,800
+42% +$3.66M
AA icon
932
CALL
Alcoa
AA
$12.7B
$13.2M 0.01%
573,100
+117,000
+26% +$2.04M
OKE icon
933
PUT
Oneok
OKE
$60.3B
$13.2M 0.01%
343,200
+160,600
+88% +$5.4M
ZTS icon
934
CALL
Zoetis
ZTS
$30.1B
$13.2M 0.01%
79,600
-170,200
-68% -$27.7M
IDXX icon
935
PUT
Idexx Laboratories
IDXX
$39.9B
$13.1M 0.01%
26,200
-8,500
-24% -$3.8M
MCHP icon
936
CALL
Microchip Technology
MCHP
$38.9B
$13M 0.01%
188,200
-579,400
-75% -$36.1M
MDT icon
937
Medtronic
MDT
$117B
$13M 0.01%
110,761
-109,320
-50% -$12M
HZNP
938
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$12.9M 0.01%
176,400
+151,400
+606% +$11.3M
ONB icon
939
Old National Bancorp
ONB
$9.79B
$12.9M 0.01%
+777,603
New +$11.9M
LYB icon
940
PUT
LyondellBasell Industries
LYB
$20.8B
$12.9M 0.01%
140,300
-31,600
-18% -$2.57M
PODD icon
941
Insulet
PODD
$9.34B
$12.8M 0.01%
+50,183
New +$12.5M
CHRW icon
942
PUT
C.H. Robinson
CHRW
$17.8B
$12.8M 0.01%
136,500
-43,500
-24% -$4.15M
PODD icon
943
PUT
Insulet
PODD
$9.34B
$12.8M 0.01%
+50,000
New +$12.4M
AMT icon
944
American Tower
AMT
$80.6B
$12.8M 0.01%
56,844
+29,821
+110% +$6.93M
BZUN
945
CALL
Baozun
BZUN
$159M
$12.8M 0.01%
+371,300
New +$13.6M
FL
946
CALL
DELISTED
Foot Locker
FL
$12.7M 0.01%
314,700
-257,300
-45% -$10M
SGI
947
PUT
Somnigroup International
SGI
$13.9B
$12.7M 0.01%
471,000
-404,600
-46% -$9.87M
HON icon
948
Honeywell
HON
$64.1B
$12.7M 0.01%
63,309
+23,599
+59% +$4.29M
HUM icon
949
Humana
HUM
$48.1B
$12.7M 0.01%
30,923
-4,980
-14% -$2.07M
CNC icon
950
PUT
Centene
CNC
$32.3B
$12.7M 0.01%
211,300
-175,900
-45% -$11.2M
36 37
38
39 40

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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.