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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 | |
|---|---|---|---|---|---|---|
826
CALL
Nexstar Media Group
NXST
$5.97B
| $6.95M | 0.01% |
63,600
| – | – |
|
|
IRBT
827
DELISTED
iRobot
IRBT
| $6.92M | 0.01% |
86,139
-11,224
| -12% | -$914K |
|
828
CALL
Kimberly-Clark
KMB
$36.5B
| $6.91M | 0.01% |
51,300
-20,500
| -29% | -$2.87M |
|
829
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $6.83M | 0.01% |
204,300
-270,900
| -57% | -$7.69M |
|
830
CALL
Kroger
KR
$34.8B
| $6.76M | 0.01% |
212,700
-228,600
| -52% | -$7.41M |
|
831
CALL
Trip.com Group
TCOM
$29.1B
| $6.68M | 0.01% |
198,000
-139,100
| -41% | -$4.54M |
|
832
Tenet Healthcare
THC
$21.1B
| $6.64M | 0.01% |
166,258
-42,904
| -21% | -$1.38M |
|
833
PUT
The GEO Group
GEO
$4.04B
| $6.63M | 0.01% |
748,100
+273,500
| +58% | +$2.62M |
|
834
PUT
Under Armour
UAA
$2.6B
| $6.59M | 0.01% |
383,800
+20,700
| +6% | +$316K |
|
|
GAN
835
CALL
DELISTED
GAN Ltd
GAN
| $6.55M | 0.01% |
323,000
+153,000
| +90% | +$2.56M |
|
|
IAA
836
CALL
DELISTED
IAA, Inc. Common Stock
IAA
| $6.5M | 0.01% |
100,000
| – | – |
|
837
PUT
Jack in the Box
JACK
$335M
| $6.5M | 0.01% |
70,000
+55,000
| +367% | +$4.81M |
|
|
WNS
838
PUT
DELISTED
WNS Holdings
WNS
| $6.49M | 0.01% |
+90,000
| New | +$6.03M |
|
839
CALL
Ferrari
RACE
$72.5B
| $6.47M | 0.01% |
28,200
-16,100
| -36% | -$3.28M |
|
840
KLA
KLAC
$259B
| $6.44M | 0.01% |
248,860
-380,850
| -60% | -$8.88M |
|
841
PUT
Mohawk Industries
MHK
$9.22B
| $6.44M | 0.01% |
45,700
+43,900
| +2,439% | +$5.29M |
|
842
Parker-Hannifin
PH
$135B
| $6.44M | 0.01% |
23,650
-5,549
| -19% | -$1.37M |
|
843
State Street SPDR S&P Regional Banking ETF
KRE
$4.57B
| $6.43M | 0.01% |
123,841
+115,494
| +1,384% | +$5.28M |
|
844
Realty Income
O
$59.1B
| $6.41M | 0.01% |
106,474
-30,109
| -22% | -$1.78M |
|
845
Microchip Technology
MCHP
$46B
| $6.36M | 0.01% |
92,064
-97,602
| -51% | -$6.08M |
|
|
MAXN
846
CALL
DELISTED
Maxeon Solar Technologies
MAXN
| $6.34M | 0.01% |
+2,236
| New | +$4.94M |
|
|
847
CALL
Mohawk Industries
MHK
$9.22B
| $6.34M | 0.01% |
+45,000
| New | +$5.42M |
|
848
CALL
TotalEnergies
TTE
$190B
| $6.31M | 0.01% |
+150,500
| New | +$5.81M |
|
|
STMP
849
DELISTED
Stamps.com, Inc.
STMP
| $6.28M | 0.01% |
31,990
+15,628
| +96% | +$3.43M |
|
|
RAD
850
PUT
DELISTED
Rite Aid Corporation
RAD
| $6.24M | 0.01% |
394,100
+381,300
| +2,979% | +$4.9M |
|
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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.