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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 | |
|---|---|---|---|---|---|---|
326
PUT
Martin Marietta Materials
MLM
$33B
| $43.7M | 0.04% |
153,800
+38,100
| +33% | +$10.1M |
|
327
PUT
Microchip Technology
MCHP
$46B
| $43.7M | 0.04% |
632,200
-883,600
| -58% | -$55M |
|
328
PUT
Tencent Music
TME
$15.6B
| $43.6M | 0.04% |
2,266,000
+1,933,200
| +581% | +$31.4M |
|
329
Snap
SNAP
$9.01B
| $43.4M | 0.04% |
866,986
+688,090
| +385% | +$28.6M |
|
|
330
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $43M | 0.04% |
2,269,000
-1,838,800
| -45% | -$31.7M |
|
331
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $42.8M | 0.04% |
483,700
-289,900
| -37% | -$24.4M |
|
|
RDFN
332
PUT
DELISTED
Redfin
RDFN
| $42.8M | 0.04% |
623,500
+189,900
| +44% | +$10.1M |
|
|
HES
333
PUT
DELISTED
Hess
HES
| $42.4M | 0.04% |
803,400
+11,600
| +1% | +$527K |
|
334
CALL
TJX Companies
TJX
$178B
| $42.4M | 0.04% |
621,200
+438,300
| +240% | +$26.7M |
|
335
CALL
StoneCo
STNE
$2.58B
| $42.3M | 0.04% |
503,500
-59,200
| -11% | -$3.97M |
|
336
PUT
Kraft Heinz
KHC
$30B
| $42.2M | 0.04% |
1,218,100
+15,200
| +1% | +$493K |
|
337
CALL
Zoom
ZM
$30.6B
| $42.1M | 0.04% |
124,800
+23,300
| +23% | +$10.4M |
|
338
RH
RH
$3.71B
| $42M | 0.04% |
93,921
+71,835
| +325% | +$29.6M |
|
339
CALL
Sherwin-Williams
SHW
$89.8B
| $42M | 0.04% |
171,600
+6,900
| +4% | +$1.64M |
|
340
CALL
Prudential Financial
PRU
$41.8B
| $42M | 0.04% |
538,000
+95,200
| +21% | +$6.88M |
|
341
PUT
SolarEdge
SEDG
$1.95B
| $42M | 0.04% |
131,500
+11,800
| +10% | +$3.26M |
|
342
CALL
Southwest Airlines
LUV
$23B
| $41.7M | 0.04% |
895,600
+411,500
| +85% | +$17.8M |
|
343
PUT
RingCentral
RNG
$5.28B
| $41.2M | 0.04% |
108,600
-144,400
| -57% | -$44.9M |
|
344
PUT
Hilton Worldwide
HLT
$71.5B
| $41.1M | 0.04% |
369,400
+91,500
| +33% | +$9.07M |
|
345
PUT
Phillips 66
PSX
$81.4B
| $40.9M | 0.04% |
584,100
+76,500
| +15% | +$4.49M |
|
346
CALL
ON Semiconductor
ON
$31.6B
| $40.8M | 0.04% |
1,246,000
+812,000
| +187% | +$22.7M |
|
|
PARA
347
PUT
DELISTED
Paramount Global Class B
PARA
| $40.7M | 0.04% |
1,092,763
+31,600
| +3% | +$1.01M |
|
348
CALL
US Bancorp
USB
$99.6B
| $40.7M | 0.04% |
873,500
-1,016,400
| -54% | -$43M |
|
349
CALL
Stanley Black & Decker
SWK
$15.7B
| $40.5M | 0.04% |
226,700
+103,000
| +83% | +$18.3M |
|
350
CALL
United Airlines
UAL
$42.1B
| $40.4M | 0.04% |
933,400
+131,700
| +16% | +$5.33M |
|
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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.