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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+21.98%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$99.7B
AUM Growth
-$35.3B
(-26%)
Cap. Flow
-$51.2B
Cap. Flow
% of AUM
-51.39%
Top 10 Holdings %
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$336M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$322M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$189M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$138M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$93.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$471M |
| 2 |
Adobe
ADBE
|
+$209M |
| 3 |
Amazon
AMZN
|
+$208M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$197M |
| 5 |
Advanced Micro Devices
AMD
|
+$178M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.57% |
| 2 | Technology | 1.47% |
| 3 | Communication Services | 0.76% |
| 4 | Financials | 0.54% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
VanEck Gold Miners ETF
GDX
$27.4B
| $69.6M | 0.07% |
1,931,100
+509,700
| +36% | +$19M |
|
227
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $69.2M | 0.07% |
2,347,261
+1,781,178
| +315% | +$47.7M |
|
|
FISV
228
CALL
Fiserv Inc
FISV
$27.9B
| $68.9M | 0.07% |
605,000
+336,700
| +125% | +$36.3M |
|
229
PUT
Paycom
PAYC
$9.69B
| $68.6M | 0.07% |
151,700
-25,000
| -14% | -$9.96M |
|
230
Micron Technology
MU
$991B
| $68.6M | 0.07% |
911,900
+195,459
| +27% | +$11.8M |
|
231
PUT
Eli Lilly
LLY
$1.06T
| $68.2M | 0.07% |
404,000
+180,600
| +81% | +$27M |
|
232
PUT
Royal Caribbean
RCL
$85.6B
| $68.1M | 0.07% |
911,900
-388,900
| -30% | -$27.1M |
|
233
JPMorgan Chase
JPM
$950B
| $67.9M | 0.07% |
534,663
+253,784
| +90% | +$28.4M |
|
234
CALL
Magnite
MGNI
$3.55B
| $67.2M | 0.07% |
2,188,500
+1,888,500
| +630% | +$28.6M |
|
235
PUT
Intuitive Surgical
ISRG
$134B
| $66.9M | 0.07% |
245,400
-288,300
| -54% | -$71.6M |
|
236
Wayfair
W
$14.6B
| $66.7M | 0.07% |
295,351
+263,050
| +814% | +$69.8M |
|
237
CALL
MGM Resorts International
MGM
$11.2B
| $66.6M | 0.07% |
2,112,100
+988,800
| +88% | +$25.4M |
|
238
iShares Silver Trust
SLV
$30.7B
| $66.5M | 0.07% |
2,708,156
+736,248
| +37% | +$16.7M |
|
|
239
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $66.3M | 0.07% |
3,498,600
-161,600
| -4% | -$2.78M |
|
240
PUT
Southwest Airlines
LUV
$23B
| $66.1M | 0.07% |
1,417,300
+359,200
| +34% | +$15.6M |
|
241
PUT
Yum China
YUMC
$16.3B
| $65.9M | 0.07% |
1,154,100
-436,100
| -27% | -$24.5M |
|
242
PUT
Las Vegas Sands
LVS
$29.6B
| $65.9M | 0.07% |
1,105,400
-127,000
| -10% | -$6.77M |
|
243
Johnson & Johnson
JNJ
$625B
| $65.2M | 0.07% |
414,159
-203,645
| -33% | -$30.1M |
|
244
CALL
United Parcel Service
UPS
$88.9B
| $65M | 0.07% |
385,700
-432,300
| -53% | -$73M |
|
245
PUT
Verizon
VZ
$196B
| $64.6M | 0.06% |
1,098,900
-73,200
| -6% | -$4.35M |
|
246
Texas Instruments
TXN
$261B
| $64.2M | 0.06% |
391,434
-113,636
| -22% | -$17.7M |
|
247
PUT
US Bancorp
USB
$99.6B
| $64.2M | 0.06% |
1,378,300
+86,000
| +7% | +$3.64M |
|
248
CALL
Phillips 66
PSX
$81.4B
| $63.8M | 0.06% |
911,900
+583,800
| +178% | +$34.3M |
|
249
CALL
McDonald's
MCD
$195B
| $63.4M | 0.06% |
295,300
-269,900
| -48% | -$58.7M |
|
250
PUT
S&P Global
SPGI
$120B
| $63.2M | 0.06% |
192,100
+15,700
| +9% | +$5.3M |
|
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HF
Parallax Volatility Advisers's Q4 2020 Portfolio in Review
As of Q4 2020, Parallax Volatility Advisers held 3,429 positions worth $99.7B, down 26% from $135B the previous quarter. Its ten largest holdings account for 38% of the portfolio.
Parallax Volatility Advisers withdrew a net $51.2B in Q4 2020, closing 1,256 positions and reducing 935 holdings. Its most notable exit was Adobe, an estimated $209M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, up from 1.1% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in Insulet worth $12.8M.
- 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 Adobe in Q4 2020, selling an estimated $209M.
- Parallax Volatility Advisers's ten largest holdings make up 38% of its $99.7B portfolio in Q4 2020.
- Parallax Volatility Advisers opened 429 new positions and closed 1,256 in Q4 2020.
- Parallax Volatility Advisers's portfolio value fell 26% quarter-over-quarter to $99.7B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.