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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
TXN icon
126
PUT
Texas Instruments
TXN
$239B
$187M 0.14%
1,138,900
-471,800
-29% -$73.4M
CVX icon
127
PUT
Chevron
CVX
$419B
$186M 0.14%
2,206,300
-235,300
-10% -$19.1M
MS icon
128
CALL
Morgan Stanley
MS
$338B
$186M 0.14%
2,715,800
+455,100
+20% +$26.1M
SPY icon
129
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$184M 0.14%
493,035
-1,326,708
-73% -$471M
TLT icon
130
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$183M 0.14%
1,161,611
+866,801
+294% +$138M
KO icon
131
PUT
Coca-Cola
KO
$377B
$181M 0.13%
3,306,300
-1,728,600
-34% -$89.4M
PDD icon
132
CALL
Pinduoduo
PDD
$112B
$180M 0.13%
1,010,700
+641,800
+174% +$76.7M
NKE icon
133
CALL
Nike
NKE
$55.4B
$180M 0.13%
1,268,900
-980,800
-44% -$130M
XBI icon
134
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$179M 0.13%
1,274,500
-145,400
-10% -$18.6M
BYND icon
135
PUT
Beyond Meat
BYND
$187M
$179M 0.13%
47,810
+7,310
+18% +$33.1M
JNJ icon
136
CALL
Johnson & Johnson
JNJ
$644B
$177M 0.13%
1,123,100
-228,600
-17% -$33.7M
ZM icon
137
PUT
Zoom
ZM
$28.1B
$175M 0.13%
517,400
+417,900
+420% +$186M
RTX icon
138
CALL
RTX Corp
RTX
$266B
$174M 0.13%
2,430,200
+1,315,500
+118% +$86.5M
MPC icon
139
CALL
Marathon Petroleum
MPC
$112B
$172M 0.13%
4,163,900
+1,134,600
+37% +$40.7M
RCL icon
140
CALL
Royal Caribbean
RCL
$69.5B
$171M 0.13%
2,287,200
-500,900
-18% -$34.9M
QCOM icon
141
CALL
Qualcomm
QCOM
$188B
$166M 0.12%
1,092,700
-2,262,200
-67% -$315M
XLY icon
142
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$163M 0.12%
2,033,558
+1,162,872
+134% +$89.7M
SNAP icon
143
CALL
Snap
SNAP
$8.98B
$159M 0.12%
3,181,700
-3,162,400
-50% -$131M
GOOGL icon
144
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
$158M 0.12%
1,808,000
-1,524,000
-46% -$128M
LOW icon
145
PUT
Lowe's Companies
LOW
$111B
$158M 0.12%
986,000
-384,100
-28% -$62.4M
FDX icon
146
CALL
FedEx
FDX
$73.2B
$158M 0.12%
609,200
-476,700
-44% -$132M
UNH icon
147
CALL
UnitedHealth
UNH
$353B
$157M 0.12%
448,500
-237,600
-35% -$79.6M
ADSK icon
148
PUT
Autodesk
ADSK
$43.2B
$156M 0.12%
511,600
+24,500
+5% +$6.46M
PFE icon
149
CALL
Pfizer
PFE
$158B
$155M 0.11%
4,207,700
-459,307
-10% -$16.8M
AMZN icon
150
Amazon
AMZN
$2.72T
$155M 0.11%
949,240
-371,520
-28% -$59.3M
4 5
6
7 8

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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.