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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
SWK icon
301
PUT
Stanley Black & Decker
SWK
$13.4B
$79.9M 0.06%
447,700
+274,800
+159% +$48.7M
DXCM icon
302
PUT
DexCom
DXCM
$31.8B
$79.8M 0.06%
862,800
-119,600
-12% -$10.7M
URI icon
303
PUT
United Rentals
URI
$61.3B
$79.1M 0.06%
341,100
-24,800
-7% -$5.24M
BHC icon
304
Bausch Health
BHC
$2.27B
$79.1M 0.06%
3,801,477
+1,745,985
+85% +$32.6M
AAL icon
305
PUT
American Airlines Group
AAL
$8.47B
$78.8M 0.06%
4,994,400
+1,181,000
+31% +$16.4M
WDAY icon
306
PUT
Workday
WDAY
$44.4B
$78.3M 0.06%
326,800
+135,600
+71% +$30.5M
TWTR
307
CALL
DELISTED
Twitter, Inc.
TWTR
$78.1M 0.06%
1,442,100
-801,000
-36% -$38.2M
NVDA icon
308
NVIDIA
NVDA
$5.27T
$77.9M 0.06%
5,968,440
-6,545,200
-52% -$87.6M
GE icon
309
PUT
GE Aerospace
GE
$336B
$77.9M 0.06%
1,447,312
+951,258
+192% +$42.6M
KLAC icon
310
PUT
KLA
KLAC
$232B
$77.7M 0.06%
3,002,000
-2,540,000
-46% -$59.2M
XOP icon
311
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.24B
$77.6M 0.06%
1,326,550
-428,925
-24% -$21.7M
QCOM icon
312
Qualcomm
QCOM
$190B
$77.5M 0.06%
508,928
+136,606
+37% +$19M
OXY icon
313
CALL
Occidental Petroleum
OXY
$61B
$77M 0.06%
4,446,100
+3,911,100
+731% +$53.6M
VZ icon
314
CALL
Verizon
VZ
$207B
$76.9M 0.06%
1,308,700
-813,000
-38% -$48.3M
STZ icon
315
CALL
Constellation Brands
STZ
$21.3B
$76.2M 0.06%
348,000
-145,600
-29% -$28.6M
SLV icon
316
PUT
iShares Silver Trust
SLV
$30.9B
$76M 0.06%
3,094,400
-2,996,600
-49% -$68.2M
SLB icon
317
PUT
SLB Ltd
SLB
$83.2B
$76M 0.06%
3,481,900
+222,400
+7% +$4.2M
ABBV icon
318
PUT
AbbVie
ABBV
$449B
$76M 0.06%
709,368
-284,600
-29% -$27.3M
STM icon
319
CALL
STMicroelectronics
STM
$45.3B
$75.5M 0.06%
2,034,200
+690,600
+51% +$24.5M
NXPI icon
320
PUT
NXP Semiconductors
NXPI
$56.9B
$75.3M 0.06%
473,800
-304,100
-39% -$44.8M
BMY icon
321
CALL
Bristol-Myers Squibb
BMY
$131B
$75.3M 0.06%
1,214,500
-494,700
-29% -$30.4M
COST icon
322
Costco
COST
$400B
$74.9M 0.06%
198,913
-56,385
-22% -$21.1M
PG icon
323
PUT
Procter & Gamble
PG
$332B
$74.7M 0.06%
536,700
-277,400
-34% -$38.8M
PCG icon
324
PUT
PG&E
PCG
$30.6B
$74.4M 0.05%
5,969,800
+2,863,300
+92% +$32.4M
STZ icon
325
PUT
Constellation Brands
STZ
$21.3B
$74.3M 0.05%
339,300
-298,100
-47% -$58.6M
11 12
13
14 15

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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.