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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 | |
|---|---|---|---|---|---|---|
476
PUT
Zoetis
ZTS
$30B
| $23.5M | 0.02% |
142,000
-117,600
| -45% | -$19.1M |
|
477
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $23.4M | 0.02% |
347,700
-106,100
| -23% | -$7.01M |
|
478
PUT
International Paper
IP
$22B
| $23.4M | 0.02% |
496,531
-248,266
| -33% | -$11.1M |
|
479
T-Mobile US
TMUS
$190B
| $23.3M | 0.02% |
172,886
+170,283
| +6,542% | +$21M |
|
480
PUT
Match Group
MTCH
$8.55B
| $23.3M | 0.02% |
154,245
-76,705
| -33% | -$10.1M |
|
481
Morgan Stanley
MS
$340B
| $23.2M | 0.02% |
339,197
-854,995
| -72% | -$49.1M |
|
|
STMP
482
PUT
DELISTED
Stamps.com, Inc.
STMP
| $23.2M | 0.02% |
118,200
+109,300
| +1,228% | +$24M |
|
483
CALL
Tower Semiconductor
TSEM
$28.5B
| $23.2M | 0.02% |
+897,400
| New | +$20.5M |
|
484
PUT
Norwegian Cruise Line
NCLH
$8.84B
| $23.1M | 0.02% |
910,100
-759,800
| -45% | -$15.9M |
|
485
Synchrony
SYF
$25.6B
| $23.1M | 0.02% |
664,194
+201,323
| +43% | +$6.05M |
|
486
CALL
Franco-Nevada
FNV
$46B
| $23M | 0.02% |
183,400
+26,100
| +17% | +$3.52M |
|
487
Pfizer
PFE
$153B
| $22.8M | 0.02% |
618,729
-22,184
| -3% | -$814K |
|
488
Marriott International
MAR
$92.3B
| $22.7M | 0.02% |
172,412
-184,554
| -52% | -$21.1M |
|
489
PUT
Global Payments
GPN
$22.8B
| $22.6M | 0.02% |
104,900
-300
| -0.3% | -$55.9K |
|
490
United States Oil Fund
USO
$1.67B
| $22.6M | 0.02% |
683,904
+247,086
| +57% | +$7.33M |
|
491
Gilead Sciences
GILD
$165B
| $22.5M | 0.02% |
386,844
+30,625
| +9% | +$1.85M |
|
492
CALL
Labcorp
LH
$25.9B
| $22.3M | 0.02% |
127,342
-88,929
| -41% | -$15.4M |
|
493
Merck
MRK
$318B
| $22.2M | 0.02% |
283,821
-163,216
| -37% | -$12.5M |
|
494
CALL
Intercontinental Exchange
ICE
$84.4B
| $22.1M | 0.02% |
191,400
-32,600
| -15% | -$3.38M |
|
495
Li Auto
LI
$12.7B
| $22M | 0.02% |
763,944
+533,907
| +232% | +$14.6M |
|
496
Stanley Black & Decker
SWK
$15.7B
| $22M | 0.02% |
123,137
-5,903
| -5% | -$1.05M |
|
497
PUT
Novavax
NVAX
$1.31B
| $21.9M | 0.02% |
+196,800
| New | +$20.9M |
|
|
PCGU
498
DELISTED
PG&E Corporation
PCGU
| $21.9M | 0.02% |
178,500
+120,000
| +205% | +$13.6M |
|
499
CALL
Yum! Brands
YUM
$41.1B
| $21.9M | 0.02% |
201,400
-154,400
| -43% | -$15.8M |
|
500
MGM Resorts International
MGM
$11.2B
| $21.8M | 0.02% |
692,261
+134,469
| +24% | +$3.46M |
|
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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.