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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 | |
|---|---|---|---|---|---|---|
51
CALL
PayPal
PYPL
$51.1B
| $274M | 0.27% |
1,168,600
-145,500
| -11% | -$30.1M |
|
52
PUT
Nike
NKE
$62.3B
| $273M | 0.27% |
1,927,200
-1,124,300
| -37% | -$149M |
|
|
XYZ
53
CALL
Block Inc
XYZ
$47B
| $272M | 0.27% |
1,248,400
-126,500
| -9% | -$24.7M |
|
54
Meta Platforms (Facebook)
META
$1.5T
| $271M | 0.27% |
993,731
-463,203
| -32% | -$127M |
|
55
PUT
Zillow
Z
$7.65B
| $270M | 0.27% |
2,077,700
+296,900
| +17% | +$32.8M |
|
56
PUT
Salesforce
CRM
$153B
| $269M | 0.27% |
1,210,600
+89,700
| +8% | +$21.8M |
|
57
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $255M | 0.26% |
1,847,000
+1,094,100
| +145% | +$149M |
|
|
TWTR
58
PUT
DELISTED
Twitter, Inc.
TWTR
| $248M | 0.25% |
4,571,500
+562,400
| +14% | +$26.8M |
|
59
CALL
Wells Fargo
WFC
$265B
| $236M | 0.24% |
7,811,800
+1,670,500
| +27% | +$43.2M |
|
|
60
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
| $234M | 0.23% |
1,482,500
-167,500
| -10% | -$26.6M |
|
61
CALL
Visa
V
$692B
| $229M | 0.23% |
1,046,000
-520,200
| -33% | -$106M |
|
62
Microsoft
MSFT
$3.71T
| $229M | 0.23% |
1,028,049
-391,784
| -28% | -$84.2M |
|
63
PUT
Uber
UBER
$143B
| $226M | 0.23% |
4,440,600
-736,200
| -14% | -$33M |
|
64
PUT
Snap
SNAP
$8.83B
| $222M | 0.22% |
4,428,800
-565,400
| -11% | -$23.5M |
|
65
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
| $221M | 0.22% |
7,506,300
+1,224,500
| +19% | +$32.8M |
|
66
PUT
RH
RH
$3.56B
| $218M | 0.22% |
487,100
+91,500
| +23% | +$37.7M |
|
|
67
CALL
Salesforce
CRM
$153B
| $216M | 0.22% |
968,900
-929,700
| -49% | -$226M |
|
68
PUT
TSMC
TSM
$2.17T
| $208M | 0.21% |
1,904,800
-268,300
| -12% | -$25.4M |
|
69
PUT
Ulta Beauty
ULTA
$23.2B
| $206M | 0.21% |
717,500
+43,100
| +6% | +$10.9M |
|
70
CALL
JD.com
JD
$44.3B
| $205M | 0.21% |
2,328,000
-383,000
| -14% | -$32M |
|
71
PUT
Home Depot
HD
$349B
| $202M | 0.2% |
760,300
-459,500
| -38% | -$126M |
|
72
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $200M | 0.2% |
2,494,000
+1,559,800
| +167% | +$120M |
|
|
73
PUT
Wells Fargo
WFC
$265B
| $200M | 0.2% |
6,612,000
-1,206,400
| -15% | -$31.2M |
|
74
CALL
iShares China Large-Cap ETF
FXI
$4.29B
| $194M | 0.19% |
4,179,700
+2,153,000
| +106% | +$98.3M |
|
75
PUT
IBM
IBM
$220B
| $193M | 0.19% |
1,605,924
+238,174
| +17% | +$27.5M |
|
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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.