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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 | |
|---|---|---|---|---|---|---|
776
Kimberly-Clark
KMB
$36.5B
| $8.14M | 0.01% |
60,371
+36,577
| +154% | +$5.12M |
|
777
W.W. Grainger
GWW
$60.2B
| $8.09M | 0.01% |
19,816
+4,400
| +29% | +$1.73M |
|
778
PUT
iShares Global Clean Energy ETF
ICLN
$2.4B
| $8.09M | 0.01% |
+286,500
| New | +$6.44M |
|
779
PUT
Global X Lithium & Battery Tech ETF
LIT
$1.6B
| $8.05M | 0.01% |
+130,000
| New | +$6.45M |
|
780
ZTO Express
ZTO
$17.9B
| $8.05M | 0.01% |
275,909
+155,962
| +130% | +$4.58M |
|
781
Magnite
MGNI
$3.55B
| $8.04M | 0.01% |
261,864
+174,918
| +201% | +$2.65M |
|
|
KL
782
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $8M | 0.01% |
193,900
+9,500
| +5% | +$422K |
|
783
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $7.94M | 0.01% |
33,600
+18,700
| +126% | +$4.29M |
|
784
CALL
Linde
LIN
$226B
| $7.93M | 0.01% |
30,100
+16,100
| +115% | +$3.95M |
|
785
CALL
Papa John's
PZZA
$806M
| $7.9M | 0.01% |
93,100
+92,700
| +23,175% | +$7.58M |
|
786
Eli Lilly
LLY
$1.06T
| $7.89M | 0.01% |
46,741
+8,024
| +21% | +$1.2M |
|
787
CALL
TransDigm Group
TDG
$67.7B
| $7.86M | 0.01% |
12,700
-63,700
| -83% | -$35M |
|
788
PUT
Lumen
LUMN
$6.44B
| $7.78M | 0.01% |
797,700
+310,600
| +64% | +$3.07M |
|
789
PUT
Restaurant Brands International
QSR
$25.8B
| $7.76M | 0.01% |
127,000
+94,400
| +290% | +$5.51M |
|
790
CALL
Timken Company
TKR
$9.03B
| $7.74M | 0.01% |
100,000
| – | – |
|
791
PUT
Moderna
MRNA
$23.6B
| $7.63M | 0.01% |
73,000
-2,900
| -4% | -$293K |
|
792
CALL
Range Resources
RRC
$8.95B
| $7.6M | 0.01% |
1,134,500
+15,400
| +1% | +$113K |
|
793
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $7.57M | 0.01% |
209,200
-214,400
| -51% | -$7.34M |
|
794
PUT
Franco-Nevada
FNV
$46B
| $7.55M | 0.01% |
60,300
-11,800
| -16% | -$1.59M |
|
795
Ford
F
$55.7B
| $7.54M | 0.01% |
857,362
+435,869
| +103% | +$3.65M |
|
796
CALL
Sabre
SABR
$835M
| $7.53M | 0.01% |
626,100
+575,500
| +1,137% | +$5.32M |
|
797
SolarEdge
SEDG
$1.95B
| $7.51M | 0.01% |
23,533
+16,676
| +243% | +$4.61M |
|
798
PUT
TE Connectivity
TEL
$62.6B
| $7.51M | 0.01% |
62,000
+2,100
| +4% | +$231K |
|
799
CALL
VanEck Oil Services ETF
OIH
$1.92B
| $7.5M | 0.01% |
48,715
-141,400
| -74% | -$17.9M |
|
800
Teradyne
TER
$59.3B
| $7.48M | 0.01% |
62,399
+16,792
| +37% | +$1.72M |
|
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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.