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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
LYB icon
976
CALL
LyondellBasell Industries
LYB
$20.8B
$12.1M 0.01%
131,700
-21,300
-14% -$1.74M
STX icon
977
CALL
Seagate
STX
$196B
$12M 0.01%
193,000
-151,900
-44% -$8.54M
BXP icon
978
PUT
Boston Properties
BXP
$10.2B
$12M 0.01%
126,500
+107,500
+566% +$9.6M
FUN icon
979
CALL
Cedar Fair
FUN
$1.4B
$12M 0.01%
+303,800
New +$10.1M
CF icon
980
PUT
CF Industries
CF
$20.4B
$11.9M 0.01%
308,500
+93,500
+43% +$3.09M
RDS.A
981
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$11.9M 0.01%
339,500
-8,300
-2% -$259K
NTES icon
982
NetEase
NTES
$74B
$11.9M 0.01%
124,584
+70,309
+130% +$6.31M
BBY icon
983
Best Buy
BBY
$18.5B
$11.8M 0.01%
118,656
+75,217
+173% +$8.41M
FCX icon
984
Freeport-McMoran
FCX
$102B
$11.8M 0.01%
453,873
+206,553
+84% +$4.29M
VMW
985
DELISTED
VMware, Inc
VMW
$11.8M 0.01%
83,970
+71,990
+601% +$10.3M
X
986
CALL
DELISTED
US Steel
X
$11.8M 0.01%
702,200
+121,500
+21% +$1.51M
DXCM icon
987
DexCom
DXCM
$31.9B
$11.8M 0.01%
127,244
+10,644
+9% +$950K
ICE icon
988
PUT
Intercontinental Exchange
ICE
$87.5B
$11.8M 0.01%
102,000
-26,900
-21% -$2.79M
MNDT
989
DELISTED
Mandiant, Inc. Common Stock
MNDT
$11.7M 0.01%
509,473
+419,047
+463% +$6.46M
MSCI icon
990
CALL
MSCI
MSCI
$39.8B
$11.7M 0.01%
26,300
-6,800
-21% -$2.67M
SUI icon
991
PUT
Sun Communities
SUI
$14B
$11.7M 0.01%
77,000
-3,000
-4% -$434K
AIG icon
992
American International
AIG
$39.2B
$11.7M 0.01%
307,761
+26,253
+9% +$925K
RAMP icon
993
CALL
LiveRamp
RAMP
$2.3B
$11.6M 0.01%
159,100
+20,700
+15% +$1.32M
SGRY icon
994
CALL
Surgery Partners
SGRY
$1.85B
$11.6M 0.01%
400,500
– –
IYR icon
995
iShares US Real Estate ETF
IYR
$4.23B
$11.5M 0.01%
133,826
+114,332
+586% +$9.52M
F icon
996
PUT
Ford
F
$55.3B
$11.4M 0.01%
1,296,200
-4,224,200
-77% -$35.4M
DRE
997
PUT
DELISTED
Duke Realty Corp.
DRE
$11.4M 0.01%
285,000
+85,000
+43% +$3.32M
PEP icon
998
PepsiCo
PEP
$187B
$11.4M 0.01%
76,613
-213,369
-74% -$30.3M
NET icon
999
PUT
Cloudflare
NET
$111B
$11.4M 0.01%
149,400
-35,900
-19% -$2.35M
BDX icon
1000
CALL
Becton Dickinson
BDX
$48.1B
$11.3M 0.01%
46,433
-166,255
-78% -$38.8M
38 39
40
41 42

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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.