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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 | |
|---|---|---|---|---|---|---|
426
CALL
TripAdvisor
TRIP
$1.26B
| $29.1M | 0.03% |
1,012,000
+931,500
| +1,157% | +$22.4M |
|
|
PARA
427
DELISTED
Paramount Global Class B
PARA
| $29.1M | 0.03% |
781,757
+621,441
| +388% | +$19.9M |
|
428
CALL
Halliburton
HAL
$26.6B
| $29.1M | 0.03% |
1,540,200
-145,800
| -9% | -$2.26M |
|
429
Peloton Interactive
PTON
$2.49B
| $29.1M | 0.03% |
191,477
-5,358
| -3% | -$653K |
|
430
CALL
Humana
HUM
$46.2B
| $29M | 0.03% |
70,800
-98,300
| -58% | -$40.9M |
|
431
CALL
SLB Ltd
SLB
$75B
| $28.9M | 0.03% |
1,324,900
-1,003,900
| -43% | -$18.9M |
|
432
CALL
Rio Tinto
RIO
$164B
| $28.8M | 0.03% |
383,100
-1,936,700
| -83% | -$127M |
|
433
CALL
NextEra Energy
NEE
$177B
| $28.7M | 0.03% |
372,600
-51,000
| -12% | -$3.82M |
|
434
Southwest Airlines
LUV
$23B
| $28.7M | 0.03% |
616,370
+352,145
| +133% | +$15.3M |
|
435
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $28.5M | 0.03% |
321,792
+27,072
| +9% | +$2.28M |
|
436
UnitedHealth
UNH
$370B
| $28.5M | 0.03% |
81,172
-17,398
| -18% | -$5.83M |
|
437
CALL
Moderna
MRNA
$23.6B
| $28.4M | 0.03% |
272,000
+232,000
| +580% | +$23.5M |
|
438
CALL
Gaotu Techedu
GOTU
$436M
| $28.2M | 0.03% |
546,100
+95,800
| +21% | +$6.99M |
|
439
PUT
Five Below
FIVE
$13.5B
| $28.2M | 0.03% |
161,500
+16,800
| +12% | +$2.49M |
|
440
CALL
Kraft Heinz
KHC
$30B
| $28.1M | 0.03% |
809,700
-169,900
| -17% | -$5.52M |
|
441
PUT
Live Nation Entertainment
LYV
$42.1B
| $28M | 0.03% |
381,400
+186,100
| +95% | +$11.7M |
|
|
WORK
442
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $28M | 0.03% |
663,400
-629,600
| -49% | -$21.3M |
|
443
CALL
Old National Bancorp
ONB
$10.2B
| $28M | 0.03% |
1,690,000
+1,465,000
| +651% | +$22.4M |
|
444
PUT
Norfolk Southern
NSC
$75.1B
| $27.5M | 0.03% |
115,800
-26,500
| -19% | -$6.03M |
|
445
PUT
HCA Healthcare
HCA
$89.5B
| $27.4M | 0.03% |
166,400
-187,200
| -53% | -$27.4M |
|
|
FISV
446
Fiserv Inc
FISV
$27.9B
| $27.3M | 0.03% |
239,872
-114,619
| -32% | -$12.4M |
|
447
CALL
Paycom
PAYC
$9.69B
| $27.1M | 0.03% |
59,900
-45,000
| -43% | -$17.9M |
|
448
CALL
United States Oil Fund
USO
$1.84B
| $27M | 0.03% |
818,424
+268,200
| +49% | +$7.95M |
|
449
CALL
iQIYI
IQ
$1.28B
| $26.9M | 0.03% |
1,539,200
-221,600
| -13% | -$5M |
|
450
PUT
PENN Entertainment
PENN
$2.71B
| $26.8M | 0.03% |
310,000
-673,700
| -68% | -$48.1M |
|
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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.