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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 | |
|---|---|---|---|---|---|---|
2501
CALL
Conagra Brands
CAG
$7.07B
| – | – |
-248,600
| Closed | -$8.88M |
|
|
2502
Conagra Brands
CAG
$7.07B
| – | – |
-2,616
| Closed | -$93K |
|
|
2503
PUT
Conagra Brands
CAG
$7.07B
| – | – |
-163,900
| Closed | -$5.85M |
|
2504
CALL
Cardinal Health
CAH
$55.5B
| – | – |
-100,200
| Closed | -$4.71M |
|
|
2505
Cardinal Health
CAH
$55.5B
| – | – |
-62,625
| Closed | -$2.94M |
|
|
2506
PUT
Cardinal Health
CAH
$55.5B
| – | – |
-162,900
| Closed | -$7.65M |
|
2507
CALL
Cheesecake Factory
CAKE
$5.53B
| – | – |
-48,900
| Closed | -$1.36M |
|
|
2508
Cheesecake Factory
CAKE
$5.53B
| – | – |
-21,466
| Closed | -$595K |
|
|
2509
PUT
Cheesecake Factory
CAKE
$5.53B
| – | – |
-63,000
| Closed | -$1.75M |
|
2510
Cal-Maine
CALM
$3.85B
| – | – |
-37,969
| Closed | -$1.46M |
|
|
2511
PUT
Cal-Maine
CALM
$3.85B
| – | – |
-75,000
| Closed | -$2.88M |
|
2512
CALL
Avis
CAR
$4.9B
| – | – |
-449,100
| Closed | -$11.8M |
|
|
2513
Avis
CAR
$4.9B
| – | – |
-51,724
| Closed | -$1.36M |
|
|
2514
PUT
Avis
CAR
$4.9B
| – | – |
-163,300
| Closed | -$4.3M |
|
2515
CALL
Carrier Global
CARR
$52.3B
| – | – |
-427,900
| Closed | -$13.1M |
|
|
2516
Carrier Global
CARR
$52.3B
| – | – |
-7,028
| Closed | -$215K |
|
|
2517
PUT
Carrier Global
CARR
$52.3B
| – | – |
-54,722
| Closed | -$1.67M |
|
2518
CALL
Caterpillar
CAT
$385B
| – | – |
-2,116,200
| Closed | -$316M |
|
|
2519
Caterpillar
CAT
$385B
| – | – |
-139,839
| Closed | -$20.9M |
|
|
2520
PUT
Caterpillar
CAT
$385B
| – | – |
-1,802,500
| Closed | -$269M |
|
2521
CALL
Chubb
CB
$134B
| – | – |
-60,200
| Closed | -$6.99M |
|
|
2522
Chubb
CB
$134B
| – | – |
-28,935
| Closed | -$3.36M |
|
|
2523
PUT
Chubb
CB
$134B
| – | – |
-125,200
| Closed | -$14.5M |
|
2524
CALL
Cboe Global Markets
CBOE
$29.8B
| – | – |
-119,500
| Closed | -$10.5M |
|
|
2525
Cboe Global Markets
CBOE
$29.8B
| – | – |
-5,607
| Closed | -$492K |
|
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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.