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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
ADBE icon
101
CALL
Adobe
ADBE
$101B
$224M 0.17%
448,000
-129,300
-22% -$62.5M
SNAP icon
102
PUT
Snap
SNAP
$8.98B
$222M 0.16%
4,428,800
-565,400
-11% -$23.5M
XLF icon
103
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
$221M 0.16%
7,506,300
+1,224,500
+19% +$32.8M
RH icon
104
PUT
RH
RH
$2.64B
$218M 0.16%
487,100
+91,500
+23% +$37.7M
CRM icon
105
CALL
Salesforce
CRM
$201B
$216M 0.16%
968,900
-929,700
-49% -$226M
BKNG icon
106
CALL
Booking.com
BKNG
$130B
$215M 0.16%
2,412,500
-1,342,500
-36% -$104M
TSM icon
107
PUT
TSMC
TSM
$2.26T
$208M 0.15%
1,904,800
-268,300
-12% -$25.4M
ULTA icon
108
PUT
Ulta Beauty
ULTA
$23.2B
$206M 0.15%
717,500
+43,100
+6% +$10.9M
AXP icon
109
PUT
American Express
AXP
$217B
$206M 0.15%
1,701,400
-458,300
-21% -$50.8M
JD icon
110
CALL
JD.com
JD
$36.5B
$205M 0.15%
2,328,000
-383,000
-14% -$32M
HD icon
111
PUT
Home Depot
HD
$310B
$202M 0.15%
760,300
-459,500
-38% -$126M
ASML icon
112
PUT
ASML
ASML
$664B
$201M 0.15%
412,000
+91,300
+28% +$38.4M
XLY icon
113
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$200M 0.15%
2,494,000
+1,559,800
+167% +$120M
WFC icon
114
PUT
Wells Fargo
WFC
$271B
$200M 0.15%
6,612,000
-1,206,400
-15% -$31.2M
BRK.B icon
115
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
$196M 0.14%
844,600
-642,400
-43% -$141M
FXI icon
116
CALL
iShares China Large-Cap ETF
FXI
$4.12B
$194M 0.14%
4,179,700
+2,153,000
+106% +$98.3M
IBM icon
117
PUT
IBM
IBM
$226B
$193M 0.14%
1,605,924
+238,174
+17% +$27.5M
GS icon
118
CALL
Goldman Sachs
GS
$300B
$193M 0.14%
731,400
-65,700
-8% -$14.6M
DPZ icon
119
PUT
Domino's
DPZ
$10.6B
$192M 0.14%
501,700
+218,800
+77% +$86M
IEF icon
120
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$192M 0.14%
1,601,400
+1,601,100
+533,700% +$193M
UBER icon
121
CALL
Uber
UBER
$145B
$191M 0.14%
3,744,900
-237,300
-6% -$10.6M
ATVI
122
PUT
DELISTED
Activision Blizzard
ATVI
$190M 0.14%
2,045,200
-623,900
-23% -$50.7M
JNJ icon
123
PUT
Johnson & Johnson
JNJ
$644B
$190M 0.14%
1,205,700
-690,500
-36% -$102M
UNH icon
124
PUT
UnitedHealth
UNH
$353B
$188M 0.14%
534,700
-153,600
-22% -$51.5M
IBM icon
125
CALL
IBM
IBM
$226B
$187M 0.14%
1,554,879
+403,128
+35% +$46.6M
3 4
5
6 7

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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.