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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 | |
|---|---|---|---|---|---|---|
|
CMA
2601
DELISTED
Comerica
CMA
| – | – |
-425
| Closed | -$16K |
|
|
CMA
2602
PUT
DELISTED
Comerica
CMA
| – | – |
-8,500
| Closed | -$325K |
|
|
CMCM
2603
Cheetah Mobile
CMCM
$98.1M
| – | – |
-32,020
| Closed | -$330K |
|
2604
CALL
Comcast
CMCSA
$89.4B
| – | – |
-2,126,300
| Closed | -$98.4M |
|
|
2605
Comcast
CMCSA
$89.4B
| – | – |
-110,597
| Closed | -$5.12M |
|
|
2606
PUT
Comcast
CMCSA
$89.4B
| – | – |
-1,096,300
| Closed | -$50.7M |
|
2607
CALL
CME Group
CME
$94.8B
| – | – |
-387,000
| Closed | -$64.8M |
|
|
2608
CME Group
CME
$94.8B
| – | – |
-64,636
| Closed | -$10.8M |
|
|
2609
PUT
CME Group
CME
$94.8B
| – | – |
-226,100
| Closed | -$37.8M |
|
2610
CALL
Chipotle Mexican Grill
CMG
$40.7B
| – | – |
-6,780,000
| Closed | -$169M |
|
|
2611
Chipotle Mexican Grill
CMG
$40.7B
| – | – |
-423,300
| Closed | -$10.5M |
|
|
2612
PUT
Chipotle Mexican Grill
CMG
$40.7B
| – | – |
-9,325,000
| Closed | -$232M |
|
2613
CALL
Cummins
CMI
$87.4B
| – | – |
-151,400
| Closed | -$32M |
|
|
2614
Cummins
CMI
$87.4B
| – | – |
-26,190
| Closed | -$5.53M |
|
|
2615
PUT
Cummins
CMI
$87.4B
| – | – |
-139,700
| Closed | -$29.5M |
|
2616
CALL
Centene
CNC
$32.9B
| – | – |
-357,400
| Closed | -$20.8M |
|
|
2617
Centene
CNC
$32.9B
| – | – |
-114,908
| Closed | -$6.7M |
|
|
2618
PUT
Centene
CNC
$32.9B
| – | – |
-387,200
| Closed | -$22.6M |
|
2619
CALL
Cinemark Holdings
CNK
$4.38B
| – | – |
-10,000
| Closed | -$100K |
|
|
2620
Cinemark Holdings
CNK
$4.38B
| – | – |
-5,265
| Closed | -$53K |
|
2621
CALL
CenterPoint Energy
CNP
$26.4B
| – | – |
-85,000
| Closed | -$1.65M |
|
|
2622
CenterPoint Energy
CNP
$26.4B
| – | – |
-775,534
| Closed | -$15M |
|
|
2623
PUT
CenterPoint Energy
CNP
$26.4B
| – | – |
-1,739,800
| Closed | -$33.7M |
|
2624
CALL
Capital One
COF
$134B
| – | – |
-615,300
| Closed | -$44.2M |
|
|
2625
Capital One
COF
$134B
| – | – |
-115,130
| Closed | -$8.27M |
|
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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.