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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
26
CALL
JPMorgan Chase
JPM
$958B
| $536M | 0.54% |
4,221,100
+376,100
| +10% | +$42M |
|
27
PUT
Intel
INTC
$512B
| $479M | 0.48% |
9,623,200
-1,885,000
| -16% | -$92.1M |
|
|
XYZ
28
PUT
Block Inc
XYZ
$50.4B
| $459M | 0.46% |
2,108,400
-135,200
| -6% | -$26.4M |
|
|
29
CALL
Intel
INTC
$512B
| $442M | 0.44% |
8,862,500
-1,187,100
| -12% | -$58M |
|
30
CALL
Micron Technology
MU
$1.04T
| $441M | 0.44% |
5,862,900
+559,000
| +11% | +$33.7M |
|
|
31
Invesco QQQ Trust
QQQ
$483B
| $431M | 0.43% |
1,374,451
+1,096,699
| +395% | +$322M |
|
32
PUT
iShares China Large-Cap ETF
FXI
$4.3B
| $426M | 0.43% |
9,185,000
-601,000
| -6% | -$27.4M |
|
33
PUT
Visa
V
$687B
| $421M | 0.42% |
1,924,000
-603,600
| -24% | -$124M |
|
|
34
iShares Russell 2000 ETF
IWM
$82.8B
| $406M | 0.41% |
2,068,257
+1,082,302
| +110% | +$189M |
|
35
CALL
NVIDIA
NVDA
$5.36T
| $397M | 0.4% |
30,436,000
-21,540,000
| -41% | -$288M |
|
36
PUT
SPDR Gold Trust
GLD
$137B
| $397M | 0.4% |
2,224,300
-22,800
| -1% | -$4.01M |
|
37
PUT
Mastercard
MA
$500B
| $396M | 0.4% |
1,109,900
-605,500
| -35% | -$201M |
|
38
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $391M | 0.39% |
4,483,500
+522,000
| +13% | +$44.7M |
|
39
PUT
FedEx
FDX
$73.6B
| $387M | 0.39% |
1,490,300
-297,500
| -17% | -$82.4M |
|
40
PUT
Starbucks
SBUX
$121B
| $360M | 0.36% |
3,364,300
-811,000
| -19% | -$77.4M |
|
41
PUT
Pinduoduo
PDD
$129B
| $351M | 0.35% |
1,977,700
+163,200
| +9% | +$19.5M |
|
42
PUT
Morgan Stanley
MS
$344B
| $351M | 0.35% |
5,127,100
+495,500
| +11% | +$28.4M |
|
43
CALL
iShares Silver Trust
SLV
$29.9B
| $348M | 0.35% |
14,146,200
+1,082,500
| +8% | +$24.6M |
|
44
PUT
Goldman Sachs
GS
$317B
| $346M | 0.35% |
1,313,200
-67,100
| -5% | -$14.9M |
|
45
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.6B
| $334M | 0.33% |
6,455,000
+521,400
| +9% | +$25.1M |
|
46
PUT
JD.com
JD
$43.9B
| $314M | 0.31% |
3,567,200
+503,300
| +16% | +$42M |
|
47
CALL
Netflix
NFLX
$306B
| $313M | 0.31% |
5,790,000
-408,000
| -7% | -$20.7M |
|
48
CALL
TSMC
TSM
$2.15T
| $289M | 0.29% |
2,653,500
+689,500
| +35% | +$65.4M |
|
49
PUT
ServiceNow
NOW
$121B
| $288M | 0.29% |
2,618,500
-460,500
| -15% | -$47.9M |
|
50
PUT
Lam Research
LRCX
$389B
| $284M | 0.28% |
6,012,000
-2,673,000
| -31% | -$112M |
|
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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.