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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
EFA icon
151
CALL
iShares MSCI EAFE ETF
EFA
$78.8B
$154M 0.11%
2,108,000
-351,700
-14% -$24.1M
PYPL icon
152
PayPal
PYPL
$44.6B
$151M 0.11%
645,905
+289,024
+81% +$59.9M
DIS icon
153
Walt Disney
DIS
$180B
$151M 0.11%
834,644
+365,648
+78% +$52.5M
GM icon
154
CALL
General Motors
GM
$73.5B
$148M 0.11%
3,557,800
+1,068,600
+43% +$41.5M
DE icon
155
PUT
Deere & Co
DE
$183B
$147M 0.11%
546,800
-139,800
-20% -$34.7M
XLE icon
156
State Street Energy Select Sector SPDR ETF
XLE
$43B
$147M 0.11%
7,738,024
+5,421,854
+234% +$93.4M
CMG icon
157
CALL
Chipotle Mexican Grill
CMG
$45.6B
$146M 0.11%
5,255,000
-1,525,000
-22% -$40M
XLV icon
158
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$145M 0.11%
1,276,600
+650,500
+104% +$71M
KO icon
159
CALL
Coca-Cola
KO
$377B
$145M 0.11%
2,638,400
-1,441,200
-35% -$74.5M
MMM icon
160
PUT
3M
MMM
$84.8B
$144M 0.11%
986,820
-43,773
-4% -$6.21M
SBUX icon
161
CALL
Starbucks
SBUX
$114B
$143M 0.11%
1,336,500
-402,600
-23% -$38.4M
C icon
162
Citigroup
C
$231B
$143M 0.11%
2,311,775
-712,840
-24% -$36.2M
ETSY icon
163
PUT
Etsy
ETSY
$6.53B
$142M 0.1%
800,100
+357,500
+81% +$53.8M
MAR icon
164
PUT
Marriott International
MAR
$86.4B
$142M 0.1%
1,076,200
-635,200
-37% -$72.6M
EWZ icon
165
PUT
iShares MSCI Brazil ETF
EWZ
$8.67B
$141M 0.1%
3,806,600
-1,662,000
-30% -$53.6M
PEP icon
166
PUT
PepsiCo
PEP
$187B
$141M 0.1%
950,500
-404,300
-30% -$57.5M
AMD icon
167
Advanced Micro Devices
AMD
$851B
$141M 0.1%
1,536,385
-631,269
-29% -$54.5M
PG icon
168
CALL
Procter & Gamble
PG
$331B
$136M 0.1%
977,800
-375,300
-28% -$52.5M
PFE icon
169
PUT
Pfizer
PFE
$158B
$136M 0.1%
3,687,700
-1,423,251
-28% -$52.2M
TIP icon
170
CALL
iShares TIPS Bond ETF
TIP
$14.8B
$135M 0.1%
1,058,800
– –
MA icon
171
CALL
Mastercard
MA
$497B
$135M 0.1%
378,200
-448,900
-54% -$149M
NIO icon
172
PUT
NIO
NIO
$9.27B
$134M 0.1%
2,755,800
+2,165,100
+367% +$83.8M
WYNN icon
173
CALL
Wynn Resorts
WYNN
$9.29B
$133M 0.1%
1,180,300
-459,100
-28% -$42.4M
EXPE icon
174
PUT
Expedia Group
EXPE
$32.7B
$132M 0.1%
1,000,300
-361,300
-27% -$40.7M
AVGO icon
175
CALL
Broadcom
AVGO
$1.73T
$131M 0.1%
2,991,000
-5,177,000
-63% -$202M
5 6
7
8 9

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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.