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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$13.9B 10.27%
37,273,100
-17,396,100
-32% -$6.17B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$5.24B 3.86%
14,028,000
+317,900
+2% +$113M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$488B
$4.35B 3.2%
13,859,000
-4,461,700
-24% -$1.31B
TSLA icon
4
CALL
Tesla
TSLA
$1.46T
$2.8B 2.06%
11,900,400
+8,049,000
+209% +$1.37B
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$79B
$2.66B 1.96%
13,559,200
-6,379,500
-32% -$1.12B
MSFT icon
6
PUT
Microsoft
MSFT
$3.65T
$2.34B 1.72%
10,511,800
-4,030,400
-28% -$867M
TSLA icon
7
PUT
Tesla
TSLA
$1.46T
$2.11B 1.55%
8,962,200
-730,500
-8% -$125M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$488B
$1.91B 1.4%
6,074,100
-2,037,200
-25% -$598M
AAPL icon
9
PUT
Apple
AAPL
$4.61T
$1.69B 1.25%
12,764,600
-11,637,900
-48% -$1.4B
META icon
10
PUT
Meta Platforms (Facebook)
META
$1.66T
$1.53B 1.13%
5,602,700
-1,186,900
-17% -$325M
AAPL icon
11
CALL
Apple
AAPL
$4.61T
$1.36B 1%
10,231,000
-2,537,400
-20% -$305M
IWM icon
12
CALL
iShares Russell 2000 ETF
IWM
$79B
$1.23B 0.91%
6,287,800
-1,100,700
-15% -$193M
HYG icon
13
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$1.2B 0.88%
13,735,100
+3,711,900
+37% +$318M
MSFT icon
14
CALL
Microsoft
MSFT
$3.65T
$1.13B 0.83%
5,074,700
-649,100
-11% -$140M
AMZN icon
15
PUT
Amazon
AMZN
$2.72T
$1.12B 0.82%
6,872,000
+1,988,000
+41% +$317M
EFA icon
16
PUT
iShares MSCI EAFE ETF
EFA
$78.8B
$1.02B 0.75%
14,016,800
+4,088,200
+41% +$280M
GOOG icon
17
PUT
Alphabet (Google) Class C
GOOG
$4.02T
$1.01B 0.75%
11,578,000
-1,226,000
-10% -$103M
GLD icon
18
CALL
SPDR Gold Trust
GLD
$149B
$1B 0.74%
5,622,600
-2,635,300
-32% -$464M
GOOGL icon
19
PUT
Alphabet (Google) Class A
GOOGL
$4.04T
$993M 0.73%
11,326,000
+4,816,000
+74% +$405M
TLT icon
20
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$981M 0.72%
6,217,900
-1,528,700
-20% -$243M
BABA icon
21
CALL
Alibaba
BABA
$272B
$797M 0.59%
3,424,600
+1,556,600
+83% +$432M
MELI icon
22
PUT
Mercado Libre
MELI
$95.5B
$783M 0.58%
467,500
+106,300
+29% +$150M
NFLX icon
23
PUT
Netflix
NFLX
$317B
$774M 0.57%
14,308,000
-2,093,000
-13% -$106M
AMZN icon
24
CALL
Amazon
AMZN
$2.72T
$738M 0.54%
4,530,000
+468,000
+12% +$74.7M
META icon
25
CALL
Meta Platforms (Facebook)
META
$1.66T
$675M 0.5%
2,470,000
-2,113,500
-46% -$579M
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.