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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 | |
|---|---|---|---|---|---|---|
701
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $10.5M | 0.01% |
148,270
+143,715
| +3,155% | +$9.52M |
|
|
TWNKW
702
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
| $10.3M | 0.01% |
6,495,879
+60,000
| +0.9% | +$70.6K |
|
703
GDS Holdings
GDS
$6.41B
| $10.3M | 0.01% |
109,572
-235
| -0.2% | -$20.9K |
|
704
CALL
KLA
KLAC
$259B
| $10.3M | 0.01% |
396,000
-1,441,000
| -78% | -$33.6M |
|
705
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $10.3M | 0.01% |
152,029
-6,540
| -4% | -$432K |
|
|
GLUU
706
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $10.2M | 0.01% |
1,137,000
+1,127,100
| +11,385% | +$9.72M |
|
707
PUT
Rambus
RMBS
$11B
| $10.2M | 0.01% |
585,500
| – | – |
|
708
CALL
Fidelity National Information Services
FIS
$22.1B
| $10.2M | 0.01% |
72,200
+18,500
| +34% | +$2.64M |
|
709
CALL
Yum China
YUMC
$16.3B
| $10.2M | 0.01% |
178,300
-547,000
| -75% | -$30.7M |
|
|
JOYY
710
JOYY Inc
JOYY
$3.75B
| $10.1M | 0.01% |
126,583
+120,863
| +2,113% | +$10.4M |
|
711
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $10.1M | 0.01% |
279,558
+206,512
| +283% | +$7.07M |
|
712
CALL
Yeti Holdings
YETI
$3.95B
| $10M | 0.01% |
146,100
-107,500
| -42% | -$6.36M |
|
713
PUT
Sunrun
RUN
$2.46B
| $9.98M | 0.01% |
143,700
+125,000
| +668% | +$7.76M |
|
714
CALL
Jack in the Box
JACK
$335M
| $9.97M | 0.01% |
107,400
+19,700
| +22% | +$1.72M |
|
715
Thermo Fisher Scientific
TMO
$220B
| $9.94M | 0.01% |
21,345
-2,046
| -9% | -$959K |
|
716
CALL
Molson Coors Class B
TAP
$8.09B
| $9.92M | 0.01% |
219,600
+169,000
| +334% | +$6.97M |
|
717
PUT
Green Plains
GPRE
$1.03B
| $9.8M | 0.01% |
744,300
+7,000
| +0.9% | +$106K |
|
718
PagerDuty
PD
$902M
| $9.8M | 0.01% |
+234,970
| New | +$8.01M |
|
719
PUT
Hershey
HSY
$36.6B
| $9.78M | 0.01% |
64,200
-154,100
| -71% | -$22.8M |
|
720
PUT
PennyMac Financial
PFSI
$4.02B
| $9.74M | 0.01% |
148,500
+148,100
| +37,025% | +$8.81M |
|
721
Lyft
LYFT
$6.63B
| $9.71M | 0.01% |
197,550
-160,518
| -45% | -$5.84M |
|
722
CALL
Prologis
PLD
$133B
| $9.63M | 0.01% |
96,600
-163,900
| -63% | -$16.6M |
|
723
CALL
Restaurant Brands International
QSR
$25.8B
| $9.58M | 0.01% |
156,700
+105,500
| +206% | +$6.16M |
|
724
Norfolk Southern
NSC
$75.1B
| $9.54M | 0.01% |
40,150
+17,660
| +79% | +$4.02M |
|
|
HES
725
DELISTED
Hess
HES
| $9.54M | 0.01% |
180,648
-151,317
| -46% | -$6.88M |
|
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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.