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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
JPM icon
26
PUT
JPMorgan Chase
JPM
$943B
$672M 0.49%
5,285,500
+886,800
+20% +$99.1M
C icon
27
PUT
Citigroup
C
$231B
$640M 0.47%
10,373,800
+757,000
+8% +$38.5M
DIS icon
28
PUT
Walt Disney
DIS
$180B
$638M 0.47%
3,521,600
+283,600
+9% +$40.7M
NVDA icon
29
PUT
NVIDIA
NVDA
$5.4T
$626M 0.46%
47,988,000
-34,472,000
-42% -$462M
EEM icon
30
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$603M 0.44%
11,669,300
-567,400
-5% -$27.3M
MU icon
31
PUT
Micron Technology
MU
$1.16T
$596M 0.44%
7,933,000
+496,900
+7% +$30M
PYPL icon
32
PUT
PayPal
PYPL
$44.6B
$585M 0.43%
2,496,700
-136,300
-5% -$28.2M
QCOM icon
33
PUT
Qualcomm
QCOM
$188B
$575M 0.42%
3,772,700
-804,800
-18% -$112M
ADBE icon
34
PUT
Adobe
ADBE
$101B
$566M 0.42%
1,132,700
-349,900
-24% -$169M
TSLA icon
35
Tesla
TSLA
$1.45T
$564M 0.42%
2,398,263
+1,966,713
+456% +$336M
JPM icon
36
CALL
JPMorgan Chase
JPM
$943B
$536M 0.4%
4,221,100
+376,100
+10% +$42M
BKNG icon
37
PUT
Booking.com
BKNG
$130B
$529M 0.39%
5,935,000
-737,500
-11% -$56.9M
INTC icon
38
PUT
Intel
INTC
$562B
$479M 0.35%
9,623,200
-1,885,000
-16% -$92.1M
C icon
39
CALL
Citigroup
C
$231B
$478M 0.35%
7,756,400
+1,830,200
+31% +$93M
XYZ
40
PUT
Block Inc
XYZ
$47.7B
$459M 0.34%
2,108,400
-135,200
-6% -$26.4M
AMD icon
41
PUT
Advanced Micro Devices
AMD
$851B
$455M 0.34%
4,960,700
-3,767,700
-43% -$325M
CSCO icon
42
CALL
Cisco
CSCO
$431B
$446M 0.33%
9,958,800
-2,028,900
-17% -$83.4M
INTC icon
43
CALL
Intel
INTC
$562B
$442M 0.33%
8,862,500
-1,187,100
-12% -$58M
MU icon
44
CALL
Micron Technology
MU
$1.16T
$441M 0.32%
5,862,900
+559,000
+11% +$33.7M
BAC icon
45
CALL
Bank of America
BAC
$438B
$432M 0.32%
14,249,800
-3,620,800
-20% -$97M
QQQ icon
46
Invesco QQQ Trust
QQQ
$489B
$431M 0.32%
1,374,451
+1,096,699
+395% +$322M
FXI icon
47
PUT
iShares China Large-Cap ETF
FXI
$4.12B
$426M 0.31%
9,185,000
-601,000
-6% -$27.4M
V icon
48
PUT
Visa
V
$686B
$421M 0.31%
1,924,000
-603,600
-24% -$124M
CSCO icon
49
PUT
Cisco
CSCO
$431B
$412M 0.3%
9,199,200
-1,810,700
-16% -$74.4M
DIS icon
50
CALL
Walt Disney
DIS
$180B
$411M 0.3%
2,267,100
-482,300
-18% -$69.2M
1
2
3 4 5

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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.