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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 | |
|---|---|---|---|---|---|---|
|
GRUB
876
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $5.84M | 0.01% |
39,350
+33,650
| +590% | +$4.97M |
|
877
US Bancorp
USB
$99.6B
| $5.83M | 0.01% |
125,248
+7,799
| +7% | +$330K |
|
878
General Dynamics
GD
$106B
| $5.83M | 0.01% |
39,173
-56,727
| -59% | -$8.29M |
|
879
CALL
Weyerhaeuser
WY
$18.4B
| $5.83M | 0.01% |
173,800
+173,200
| +28,867% | +$5.21M |
|
880
CALL
Lamar Advertising Co
LAMR
$16.3B
| $5.83M | 0.01% |
+70,000
| New | +$5.23M |
|
881
Western Digital
WDC
$150B
| $5.81M | 0.01% |
138,828
-892,593
| -87% | -$29.6M |
|
|
SKX
882
CALL
DELISTED
Skechers
SKX
| $5.81M | 0.01% |
161,500
+90,900
| +129% | +$3.09M |
|
|
NVTA
883
CALL
DELISTED
Invitae Corporation
NVTA
| $5.81M | 0.01% |
138,900
-18,000
| -11% | -$860K |
|
884
PUT
WIX.com
WIX
$2.52B
| $5.8M | 0.01% |
23,200
-1,000
| -4% | -$263K |
|
885
PUT
Itaú Unibanco
ITUB
$87.5B
| $5.8M | 0.01% |
1,308,499
+1,236,896
| +1,727% | +$4.63M |
|
886
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $5.79M | 0.01% |
160,000
-243,400
| -60% | -$8.33M |
|
887
CALL
SL Green Realty
SLG
$3.99B
| $5.77M | 0.01% |
94,056
-35,071
| -27% | -$1.86M |
|
888
United Rentals
URI
$72.4B
| $5.75M | 0.01% |
24,798
+16,304
| +192% | +$3.44M |
|
889
Martin Marietta Materials
MLM
$33B
| $5.73M | 0.01% |
20,164
+9,258
| +85% | +$2.47M |
|
890
PUT
Hasbro
HAS
$13.2B
| $5.71M | 0.01% |
61,000
-38,100
| -38% | -$3.39M |
|
891
CALL
Realty Income
O
$59.1B
| $5.67M | 0.01% |
94,118
+69,144
| +277% | +$4.09M |
|
892
Seagate
STX
$184B
| $5.61M | 0.01% |
90,254
+6,828
| +8% | +$384K |
|
893
Fortinet
FTNT
$117B
| $5.59M | 0.01% |
188,165
-49,670
| -21% | -$1.26M |
|
894
CALL
Tapestry
TPR
$32.8B
| $5.58M | 0.01% |
179,700
+20,600
| +13% | +$522K |
|
895
CALL
Parker-Hannifin
PH
$135B
| $5.56M | 0.01% |
20,400
-3,000
| -13% | -$743K |
|
896
CALL
Zumiez
ZUMZ
$339M
| $5.52M | 0.01% |
+150,000
| New | +$5.05M |
|
897
CALL
First Majestic Silver
AG
$9.07B
| $5.51M | 0.01% |
410,300
+265,200
| +183% | +$2.92M |
|
|
SPLK
898
DELISTED
Splunk Inc
SPLK
| $5.5M | 0.01% |
32,347
-2,810
| -8% | -$537K |
|
899
CALL
Floor & Decor
FND
$6.68B
| $5.47M | 0.01% |
58,900
-93,000
| -61% | -$7.76M |
|
900
CALL
GDS Holdings
GDS
$6.41B
| $5.46M | 0.01% |
58,300
+8,400
| +17% | +$746K |
|
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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.