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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 | |
|---|---|---|---|---|---|---|
251
PUT
Lennar Class A
LEN
$21.2B
| $63.1M | 0.06% |
855,014
-209,389
| -20% | -$15.7M |
|
252
CALL
Lam Research
LRCX
$390B
| $62.9M | 0.06% |
1,332,000
-2,683,000
| -67% | -$113M |
|
|
253
Lam Research
LRCX
$390B
| $62.4M | 0.06% |
1,320,230
+717,990
| +119% | +$30.2M |
|
254
CALL
Trade Desk
TTD
$6.49B
| $62.1M | 0.06% |
776,000
-873,000
| -53% | -$65.9M |
|
255
CALL
VanEck Semiconductor ETF
SMH
$73.2B
| $61.8M | 0.06% |
565,800
+66,000
| +13% | +$6.54M |
|
|
SFIX
256
PUT
Stitch Fix
SFIX
$560M
| $61.8M | 0.06% |
1,052,100
+155,500
| +17% | +$6.65M |
|
257
CALL
Target
TGT
$68B
| $61.3M | 0.06% |
347,500
-1,234,400
| -78% | -$206M |
|
258
CALL
MetLife
MET
$62.1B
| $61M | 0.06% |
1,299,200
+73,000
| +6% | +$3.16M |
|
259
PUT
Medtronic
MDT
$112B
| $61M | 0.06% |
520,400
-621,900
| -54% | -$68.5M |
|
260
CALL
NovoCure
NVCR
$1.91B
| $60.1M | 0.06% |
347,100
+301,500
| +661% | +$41.3M |
|
261
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $60M | 0.06% |
677,800
-257,100
| -28% | -$21.7M |
|
262
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $59.6M | 0.06% |
775,600
+623,000
| +408% | +$46.2M |
|
263
PUT
Walmart Inc
WMT
$890B
| $59.2M | 0.06% |
1,231,500
-377,100
| -23% | -$18.3M |
|
264
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $59.1M | 0.06% |
390,000
+134,000
| +52% | +$19.2M |
|
265
CALL
Newmont
NEM
$119B
| $58.9M | 0.06% |
983,200
-178,500
| -15% | -$11M |
|
|
VMW
266
PUT
DELISTED
VMware, Inc
VMW
| $58.8M | 0.06% |
419,300
+379,700
| +959% | +$54.4M |
|
267
CALL
Oracle
ORCL
$423B
| $58.6M | 0.06% |
905,600
-27,000
| -3% | -$1.61M |
|
268
PUT
TJX Companies
TJX
$178B
| $58.4M | 0.06% |
855,600
+446,300
| +109% | +$27.1M |
|
|
TWTR
269
DELISTED
Twitter, Inc.
TWTR
| $57.8M | 0.06% |
1,068,301
+260,994
| +32% | +$12.5M |
|
270
CALL
Teladoc Health
TDOC
$1.3B
| $57.2M | 0.06% |
286,300
+225,100
| +368% | +$45.8M |
|
271
CALL
Match Group
MTCH
$8.55B
| $57.1M | 0.06% |
377,945
+71,840
| +23% | +$9.5M |
|
272
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $57M | 0.06% |
502,786
+220,291
| +78% | +$24M |
|
|
XYZ
273
Block Inc
XYZ
$47.5B
| $56.8M | 0.06% |
261,112
-159,009
| -38% | -$31M |
|
|
274
PUT
Newmont
NEM
$119B
| $56.5M | 0.06% |
943,500
-172,700
| -15% | -$10.6M |
|
|
PXD
275
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $56.3M | 0.06% |
494,732
+46,032
| +10% | +$4.48M |
|
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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.