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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+21.98%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$99.7B
AUM Growth
-$35.3B
Cap. Flow
-$51.2B
Cap. Flow %
-51.39%
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256

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
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$138M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$93.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$471M
2
ADBE icon
Adobe
ADBE
+$209M
3
AMZN icon
Amazon
AMZN
+$208M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$197M
5
AMD icon
Advanced Micro Devices
AMD
+$178M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.57%
2 Technology 1.47%
3 Communication Services 0.76%
4 Financials 0.54%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LQD icon
351
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$40.2M 0.04%
290,748
+254,423
+700% +$34.7M
PXD
352
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$40.2M 0.04%
352,544
+31,144
+10% +$3.03M
PM icon
353
PUT
Philip Morris
PM
$295B
$40.1M 0.04%
484,600
-308,700
-39% -$24M
GD icon
354
CALL
General Dynamics
GD
$106B
$39.7M 0.04%
266,700
-100,800
-27% -$14.7M
KSS icon
355
CALL
Kohl's
KSS
$2.19B
$39.6M 0.04%
973,600
+295,000
+43% +$8.58M
SCHW
356
CALL
Charles Schwab
SCHW
$187B
$39.2M 0.04%
738,100
+38,500
+6% +$1.74M
UPS icon
357
United Parcel Service
UPS
$88.9B
$38.9M 0.04%
230,790
+108,549
+89% +$18.3M
TWLO icon
358
PUT
Twilio
TWLO
$36.6B
$38.8M 0.04%
114,600
-100,200
-47% -$31.3M
JD icon
359
JD.com
JD
$44.5B
$38.8M 0.04%
441,307
-103,017
-19% -$8.6M
SFIX
360
CALL
Stitch Fix
SFIX
$560M
$38.7M 0.04%
659,500
+96,700
+17% +$4.14M
RGLD icon
361
PUT
Royal Gold
RGLD
$19.5B
$38.7M 0.04%
363,700
+348,900
+2,357% +$40.3M
GS icon
362
Goldman Sachs
GS
$303B
$38.6M 0.04%
146,238
-639
-0.4% -$142K
NTES icon
363
CALL
NetEase
NTES
$84.7B
$38.5M 0.04%
402,200
-31,800
-7% -$2.85M
U icon
364
PUT
Unity
U
$18.9B
$38.4M 0.04%
+250,000
New +$30.4M
RIO icon
365
PUT
Rio Tinto
RIO
$164B
$38.3M 0.04%
509,000
-1,299,800
-72% -$85.3M
PM icon
366
CALL
Philip Morris
PM
$295B
$38.1M 0.04%
460,300
-272,900
-37% -$21.2M
GAP
367
PUT
The Gap Inc
GAP
$7.37B
$37.9M 0.04%
1,876,100
+844,800
+82% +$17.7M
TOL icon
368
PUT
Toll Brothers
TOL
$14.5B
$37.8M 0.04%
870,500
-200,200
-19% -$9.28M
XBI icon
369
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$37.4M 0.04%
265,509
+265,254
+104,021% +$34M
OKTA icon
370
CALL
Okta
OKTA
$25.8B
$37.3M 0.04%
146,700
-128,200
-47% -$30.5M
EL icon
371
CALL
Estee Lauder
EL
$32B
$37.1M 0.04%
139,500
+41,900
+43% +$10.1M
V icon
372
Visa
V
$677B
$37.1M 0.04%
169,662
+81,277
+92% +$16.6M
TMO icon
373
CALL
Thermo Fisher Scientific
TMO
$220B
$36.9M 0.04%
79,200
-108,300
-58% -$50.8M
LOW icon
374
Lowe's Companies
LOW
$125B
$36.9M 0.04%
229,838
+39,208
+21% +$6.37M
WBA
375
CALL
DELISTED
Walgreens Boots Alliance
WBA
$36.7M 0.04%
921,100
-177,700
-16% -$6.88M
13 14
15
16 17

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Parallax Volatility Advisers's Q4 2020 Portfolio in Review

As of Q4 2020, Parallax Volatility Advisers held 3,429 positions worth $99.7B, down 26% from $135B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Parallax Volatility Advisers withdrew a net $51.2B in Q4 2020, closing 1,256 positions and reducing 935 holdings. Its most notable exit was Adobe, an estimated $209M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, up from 1.1% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Insulet worth $12.8M.

  • 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 Adobe in Q4 2020, selling an estimated $209M.
  • Parallax Volatility Advisers's ten largest holdings make up 38% of its $99.7B portfolio in Q4 2020.
  • Parallax Volatility Advisers opened 429 new positions and closed 1,256 in Q4 2020.
  • Parallax Volatility Advisers's portfolio value fell 26% quarter-over-quarter to $99.7B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.