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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 | |
|---|---|---|---|---|---|---|
|
ZNGA
501
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $21.8M | 0.02% |
2,205,600
+1,555,600
| +239% | +$14M |
|
502
CALL
WIX.com
WIX
$2.52B
| $21.8M | 0.02% |
87,100
-15,500
| -15% | -$4.08M |
|
503
CALL
Invesco Solar ETF
TAN
$1.49B
| $21.6M | 0.02% |
+210,000
| New | +$16.8M |
|
504
Marvell Technology
MRVL
$196B
| $21.5M | 0.02% |
453,261
-125,234
| -22% | -$5.42M |
|
|
ZNGA
505
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $21.5M | 0.02% |
2,177,040
+1,600,852
| +278% | +$14.4M |
|
506
Toll Brothers
TOL
$14.5B
| $21.4M | 0.02% |
492,474
-49,723
| -9% | -$2.31M |
|
507
IBM
IBM
$224B
| $21.4M | 0.02% |
177,805
-78,370
| -31% | -$9.06M |
|
508
Verizon
VZ
$196B
| $21.3M | 0.02% |
363,026
-20,839
| -5% | -$1.24M |
|
509
CALL
TAL Education Group
TAL
$6.87B
| $21.2M | 0.02% |
297,000
+148,200
| +100% | +$10.7M |
|
510
PUT
KE Holdings
BEKE
$18.8B
| $21.1M | 0.02% |
+342,500
| New | +$22.8M |
|
511
CALL
Li Auto
LI
$12.7B
| $21M | 0.02% |
729,600
+336,500
| +86% | +$9.23M |
|
512
PUT
ZTO Express
ZTO
$17.9B
| $21M | 0.02% |
720,300
+413,500
| +135% | +$12.1M |
|
513
CALL
Wheaton Precious Metals
WPM
$60.9B
| $21M | 0.02% |
502,200
-352,900
| -41% | -$15.8M |
|
514
CALL
Intuitive Surgical
ISRG
$134B
| $20.9M | 0.02% |
76,800
-123,900
| -62% | -$30.8M |
|
515
Workday
WDAY
$44.4B
| $20.8M | 0.02% |
86,868
+20,636
| +31% | +$4.64M |
|
516
PUT
The Mosaic Company
MOS
$7.33B
| $20.8M | 0.02% |
901,700
+56,600
| +7% | +$1.14M |
|
517
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $20.7M | 0.02% |
494,800
+244,800
| +98% | +$9.07M |
|
518
SLB Ltd
SLB
$75B
| $20.7M | 0.02% |
946,130
-1,254,510
| -57% | -$23.7M |
|
519
Sony
SONY
$138B
| $20.5M | 0.02% |
1,015,125
-587,795
| -37% | -$10.2M |
|
520
PUT
VanEck Oil Services ETF
OIH
$1.92B
| $20.5M | 0.02% |
132,805
-32,820
| -20% | -$4.17M |
|
521
iShares China Large-Cap ETF
FXI
$4.31B
| $20.2M | 0.02% |
434,726
-107,735
| -20% | -$4.92M |
|
522
PUT
Palantir
PLTR
$413B
| $19.9M | 0.02% |
+846,800
| New | +$15.1M |
|
523
McKesson
MCK
$101B
| $19.9M | 0.02% |
114,387
+106,407
| +1,333% | +$17.7M |
|
524
Phillips 66
PSX
$81.4B
| $19.8M | 0.02% |
283,529
+156,681
| +124% | +$9.2M |
|
525
CALL
International Paper
IP
$22B
| $19.7M | 0.02% |
419,126
+51,321
| +14% | +$2.3M |
|
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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.