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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
TSM icon
76
CALL
TSMC
TSM
$2.26T
$289M 0.21%
2,653,500
+689,500
+35% +$65.4M
NOW icon
77
PUT
ServiceNow
NOW
$136B
$288M 0.21%
2,618,500
-460,500
-15% -$47.9M
CAT icon
78
CALL
Caterpillar
CAT
$375B
$284M 0.21%
1,560,100
-556,100
-26% -$94.3M
LRCX icon
79
PUT
Lam Research
LRCX
$396B
$284M 0.21%
6,012,000
-2,673,000
-31% -$112M
PYPL icon
80
CALL
PayPal
PYPL
$44.6B
$274M 0.2%
1,168,600
-145,500
-11% -$30.1M
BA icon
81
PUT
Boeing
BA
$163B
$274M 0.2%
1,278,000
-597,600
-32% -$115M
NKE icon
82
PUT
Nike
NKE
$55.4B
$273M 0.2%
1,927,200
-1,124,300
-37% -$149M
XYZ
83
CALL
Block Inc
XYZ
$47.7B
$272M 0.2%
1,248,400
-126,500
-9% -$24.7M
META icon
84
Meta Platforms (Facebook)
META
$1.66T
$271M 0.2%
993,731
-463,203
-32% -$127M
Z icon
85
PUT
Zillow
Z
$7.23B
$270M 0.2%
2,077,700
+296,900
+17% +$32.8M
CRM icon
86
PUT
Salesforce
CRM
$201B
$269M 0.2%
1,210,600
+89,700
+8% +$21.8M
LQD icon
87
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$255M 0.19%
1,847,000
+1,094,100
+145% +$149M
CVX icon
88
CALL
Chevron
CVX
$419B
$254M 0.19%
3,009,732
+282,732
+10% +$22.9M
CAT icon
89
PUT
Caterpillar
CAT
$375B
$250M 0.18%
1,372,900
-429,600
-24% -$72.9M
TWTR
90
PUT
DELISTED
Twitter, Inc.
TWTR
$248M 0.18%
4,571,500
+562,400
+14% +$26.8M
CMG icon
91
PUT
Chipotle Mexican Grill
CMG
$45.6B
$243M 0.18%
8,770,000
-555,000
-6% -$14.6M
COST icon
92
PUT
Costco
COST
$400B
$242M 0.18%
641,100
-250,000
-28% -$93.4M
GOOG icon
93
Alphabet (Google) Class C
GOOG
$4.02T
$241M 0.18%
2,751,300
+69,140
+3% +$5.83M
WFC icon
94
CALL
Wells Fargo
WFC
$271B
$236M 0.17%
7,811,800
+1,670,500
+27% +$43.2M
TLT icon
95
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$234M 0.17%
1,482,500
-167,500
-10% -$26.6M
V icon
96
CALL
Visa
V
$686B
$229M 0.17%
1,046,000
-520,200
-33% -$106M
MSFT icon
97
Microsoft
MSFT
$3.65T
$229M 0.17%
1,028,049
-391,784
-28% -$84.2M
CVNA icon
98
PUT
Carvana
CVNA
$52.9B
$228M 0.17%
4,753,000
+1,531,000
+48% +$70M
UBER icon
99
PUT
Uber
UBER
$145B
$226M 0.17%
4,440,600
-736,200
-14% -$33M
CVNA icon
100
CALL
Carvana
CVNA
$52.9B
$224M 0.17%
4,683,000
+2,746,000
+142% +$126M
2 3
4
5 6

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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.