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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 | |
|---|---|---|---|---|---|---|
651
PUT
KBR
KBR
$4.8B
| $12.4M | 0.01% |
+400,000
| New | +$10.5M |
|
|
LAZR
652
CALL
DELISTED
Luminar Technologies
LAZR
| $12.4M | 0.01% |
+24,233
| New | +$6.43M |
|
653
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $12.3M | 0.01% |
393,478
+16,580
| +4% | +$525K |
|
654
CALL
XPO
XPO
$23.7B
| $12.3M | 0.01% |
298,681
+139,943
| +88% | +$5.07M |
|
655
CALL
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $12.3M | 0.01% |
+160,000
| New | +$11.9M |
|
656
PUT
Fidelity National Information Services
FIS
$22.1B
| $12.2M | 0.01% |
86,400
-2,200
| -2% | -$314K |
|
657
PUT
Realty Income
O
$59.1B
| $12.1M | 0.01% |
201,446
-18,886
| -9% | -$1.12M |
|
658
CALL
LyondellBasell Industries
LYB
$19.2B
| $12.1M | 0.01% |
131,700
-21,300
| -14% | -$1.74M |
|
659
CALL
Seagate
STX
$184B
| $12M | 0.01% |
193,000
-151,900
| -44% | -$8.54M |
|
|
RDS.A
660
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $11.9M | 0.01% |
339,500
-8,300
| -2% | -$259K |
|
661
NetEase
NTES
$84.7B
| $11.9M | 0.01% |
124,584
+70,309
| +130% | +$6.31M |
|
662
Freeport-McMoran
FCX
$97.5B
| $11.8M | 0.01% |
453,873
+206,553
| +84% | +$4.29M |
|
|
VMW
663
DELISTED
VMware, Inc
VMW
| $11.8M | 0.01% |
83,970
+71,990
| +601% | +$10.3M |
|
|
X
664
CALL
DELISTED
US Steel
X
| $11.8M | 0.01% |
702,200
+121,500
| +21% | +$1.51M |
|
665
PUT
Intercontinental Exchange
ICE
$84.4B
| $11.8M | 0.01% |
102,000
-26,900
| -21% | -$2.79M |
|
|
MNDT
666
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $11.7M | 0.01% |
509,473
+419,047
| +463% | +$6.46M |
|
667
CALL
MSCI
MSCI
$40.9B
| $11.7M | 0.01% |
26,300
-6,800
| -21% | -$2.67M |
|
668
PUT
Sun Communities
SUI
$14.7B
| $11.7M | 0.01% |
77,000
-3,000
| -4% | -$434K |
|
669
CALL
LiveRamp
RAMP
$2.3B
| $11.6M | 0.01% |
159,100
+20,700
| +15% | +$1.32M |
|
670
CALL
Surgery Partners
SGRY
$2.03B
| $11.6M | 0.01% |
400,500
| – | – |
|
671
iShares US Real Estate ETF
IYR
$4.65B
| $11.5M | 0.01% |
133,826
+114,332
| +586% | +$9.52M |
|
672
PUT
Ford
F
$55.7B
| $11.4M | 0.01% |
1,296,200
-4,224,200
| -77% | -$35.4M |
|
673
PepsiCo
PEP
$190B
| $11.4M | 0.01% |
76,613
-213,369
| -74% | -$30.3M |
|
|
674
PUT
XPO
XPO
$23.7B
| $11.3M | 0.01% |
274,104
+162,207
| +145% | +$5.88M |
|
675
PUT
Zimmer Biomet
ZBH
$18.4B
| $11.3M | 0.01% |
75,499
+29,561
| +64% | +$4.18M |
|
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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.