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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
CPRI icon
501
PUT
Capri Holdings
CPRI
$1.46B
$40.8M 0.03%
972,200
+774,900
+393% +$23.7M
ON icon
502
CALL
ON Semiconductor
ON
$27.3B
$40.8M 0.03%
1,246,000
+812,000
+187% +$22.7M
PARA
503
PUT
DELISTED
Paramount Global Class B
PARA
$40.7M 0.03%
1,092,763
+31,600
+3% +$1.01M
USB icon
504
CALL
US Bancorp
USB
$97.2B
$40.7M 0.03%
873,500
-1,016,400
-54% -$43M
DKS icon
505
CALL
Dick's Sporting Goods
DKS
$11.8B
$40.6M 0.03%
721,500
+168,700
+31% +$9.61M
SWK icon
506
CALL
Stanley Black & Decker
SWK
$13.5B
$40.5M 0.03%
226,700
+103,000
+83% +$18.3M
UAL icon
507
CALL
United Airlines
UAL
$34.6B
$40.4M 0.03%
933,400
+131,700
+16% +$5.33M
LQD icon
508
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30B
$40.2M 0.03%
290,748
+254,423
+700% +$34.7M
PXD
509
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$40.2M 0.03%
352,544
+31,144
+10% +$3.03M
PM icon
510
PUT
Philip Morris
PM
$296B
$40.1M 0.03%
484,600
-308,700
-39% -$24M
GD icon
511
CALL
General Dynamics
GD
$95.8B
$39.7M 0.03%
266,700
-100,800
-27% -$14.7M
KSS icon
512
CALL
Kohl's
KSS
$1.9B
$39.6M 0.03%
973,600
+295,000
+43% +$8.58M
ATVI
513
DELISTED
Activision Blizzard
ATVI
$39.5M 0.03%
425,685
+128,449
+43% +$10.4M
CCL icon
514
CALL
Carnival Corporation Ltd
CCL
$30.8B
$39.3M 0.03%
1,815,200
-64,800
-3% -$1.15M
CZR icon
515
PUT
Caesars Entertainment
CZR
$6.04B
$39.3M 0.03%
528,800
+262,300
+98% +$16.4M
APD icon
516
PUT
Air Products & Chemicals
APD
$65.4B
$39.3M 0.03%
143,700
+23,800
+20% +$6.7M
SCHW
517
CALL
Charles Schwab
SCHW
$186B
$39.2M 0.03%
738,100
+38,500
+6% +$1.74M
CCL icon
518
Carnival Corporation Ltd
CCL
$30.8B
$39.1M 0.03%
1,804,678
+1,297,323
+256% +$23.1M
ELV icon
519
CALL
Elevance Health
ELV
$90.3B
$39M 0.03%
121,400
-92,900
-43% -$28.5M
UPS icon
520
United Parcel Service
UPS
$85.1B
$38.9M 0.03%
230,790
+108,549
+89% +$18.3M
TWLO icon
521
PUT
Twilio
TWLO
$35.5B
$38.8M 0.03%
114,600
-100,200
-47% -$31.3M
JD icon
522
JD.com
JD
$36.5B
$38.8M 0.03%
441,307
-103,017
-19% -$8.6M
SFIX
523
CALL
Stitch Fix
SFIX
$380M
$38.7M 0.03%
659,500
+96,700
+17% +$4.14M
RGLD icon
524
PUT
Royal Gold
RGLD
$21.5B
$38.7M 0.03%
363,700
+348,900
+2,357% +$40.3M
GS icon
525
Goldman Sachs
GS
$297B
$38.6M 0.03%
146,238
-639
-0.4% -$142K
19 20
21
22 23

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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.