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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 | |
|---|---|---|---|---|---|---|
451
VanEck Gold Miners ETF
GDX
$27.4B
| $26.7M | 0.03% |
741,139
-772,829
| -51% | -$28.9M |
|
452
PUT
Snowflake
SNOW
$115B
| $26.3M | 0.03% |
93,400
+86,500
| +1,254% | +$24.6M |
|
453
CALL
Western Digital
WDC
$150B
| $26.2M | 0.03% |
625,514
-723,152
| -54% | -$24M |
|
454
Ulta Beauty
ULTA
$24.3B
| $25.9M | 0.03% |
90,271
-21,661
| -19% | -$5.48M |
|
455
PUT
Sempra
SRE
$54.8B
| $25.7M | 0.03% |
403,000
+248,000
| +160% | +$16M |
|
456
CALL
Norwegian Cruise Line
NCLH
$8.84B
| $25.7M | 0.03% |
1,009,400
+361,700
| +56% | +$7.55M |
|
457
CALL
Medtronic
MDT
$112B
| $25.6M | 0.03% |
218,500
-532,100
| -71% | -$58.6M |
|
458
PUT
T-Mobile US
TMUS
$190B
| $25.6M | 0.03% |
189,600
-43,700
| -19% | -$5.4M |
|
459
PUT
TAL Education Group
TAL
$6.87B
| $25.5M | 0.03% |
357,000
-379,500
| -52% | -$27.4M |
|
460
CALL
lululemon athletica
LULU
$14.6B
| $25.5M | 0.03% |
73,300
-150,600
| -67% | -$52.3M |
|
461
PUT
Viatris
VTRS
$18.9B
| $25.3M | 0.03% |
1,350,200
+322,400
| +31% | +$5.26M |
|
462
Mastercard
MA
$493B
| $25.2M | 0.03% |
70,641
-119,217
| -63% | -$39.7M |
|
463
PUT
Vale
VALE
$62.6B
| $25.1M | 0.03% |
1,499,000
-10,500
| -0.7% | -$140K |
|
464
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $24.9M | 0.02% |
382,600
-181,200
| -32% | -$11M |
|
465
TSMC
TSM
$2.18T
| $24.7M | 0.02% |
226,715
+163,783
| +260% | +$15.5M |
|
466
PUT
Plug Power
PLUG
$3.04B
| $24.5M | 0.02% |
721,700
+637,400
| +756% | +$14.4M |
|
467
PUT
Invesco Solar ETF
TAN
$1.49B
| $24.4M | 0.02% |
+237,000
| New | +$19M |
|
468
PUT
Seagate
STX
$184B
| $24.3M | 0.02% |
390,900
-161,600
| -29% | -$9.08M |
|
469
PUT
Pultegroup
PHM
$25.3B
| $23.9M | 0.02% |
555,400
+334,800
| +152% | +$14.8M |
|
|
FTCH
470
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $23.7M | 0.02% |
372,000
-552,500
| -60% | -$24.4M |
|
471
CALL
Hyatt Hotels
H
$16.7B
| $23.7M | 0.02% |
319,700
+116,000
| +57% | +$7.56M |
|
472
Macy's
M
$6.68B
| $23.7M | 0.02% |
2,107,319
+1,751,682
| +493% | +$15M |
|
473
CALL
Skyworks Solutions
SWKS
$10.6B
| $23.7M | 0.02% |
154,800
-206,900
| -57% | -$30.3M |
|
474
CALL
Five Below
FIVE
$13.5B
| $23.6M | 0.02% |
135,000
-52,800
| -28% | -$7.82M |
|
475
CALL
Magna International
MGA
$18.8B
| $23.6M | 0.02% |
+333,100
| New | +$19.6M |
|
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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.