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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 | |
|---|---|---|---|---|---|---|
76
CALL
Goldman Sachs
GS
$301B
| $193M | 0.19% |
731,400
-65,700
| -8% | -$14.6M |
|
77
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $192M | 0.19% |
1,601,400
+1,601,100
| +533,700% | +$193M |
|
78
CALL
Uber
UBER
$144B
| $191M | 0.19% |
3,744,900
-237,300
| -6% | -$10.6M |
|
79
PUT
Johnson & Johnson
JNJ
$619B
| $190M | 0.19% |
1,205,700
-690,500
| -36% | -$102M |
|
80
PUT
UnitedHealth
UNH
$367B
| $188M | 0.19% |
534,700
-153,600
| -22% | -$51.5M |
|
81
CALL
IBM
IBM
$220B
| $187M | 0.19% |
1,554,879
+403,128
| +35% | +$46.6M |
|
82
PUT
Texas Instruments
TXN
$254B
| $187M | 0.19% |
1,138,900
-471,800
| -29% | -$73.4M |
|
83
CALL
Morgan Stanley
MS
$336B
| $186M | 0.19% |
2,715,800
+455,100
| +20% | +$26.1M |
|
|
84
State Street SPDR S&P 500 ETF Trust
SPY
$818B
| $184M | 0.18% |
493,035
-1,326,708
| -73% | -$471M |
|
|
85
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
| $183M | 0.18% |
1,161,611
+866,801
| +294% | +$138M |
|
86
CALL
Pinduoduo
PDD
$129B
| $180M | 0.18% |
1,010,700
+641,800
| +174% | +$76.7M |
|
87
CALL
Nike
NKE
$62.3B
| $180M | 0.18% |
1,268,900
-980,800
| -44% | -$130M |
|
88
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $179M | 0.18% |
1,274,500
-145,400
| -10% | -$18.6M |
|
|
89
CALL
Johnson & Johnson
JNJ
$619B
| $177M | 0.18% |
1,123,100
-228,600
| -17% | -$33.7M |
|
90
PUT
Zoom
ZM
$29.7B
| $175M | 0.18% |
517,400
+417,900
| +420% | +$186M |
|
91
CALL
RTX Corp
RTX
$301B
| $174M | 0.17% |
2,430,200
+1,315,500
| +118% | +$86.5M |
|
92
CALL
Marathon Petroleum
MPC
$84B
| $172M | 0.17% |
4,163,900
+1,134,600
| +37% | +$40.7M |
|
93
CALL
Royal Caribbean
RCL
$85.7B
| $171M | 0.17% |
2,287,200
-500,900
| -18% | -$34.9M |
|
94
CALL
Qualcomm
QCOM
$168B
| $166M | 0.17% |
1,092,700
-2,262,200
| -67% | -$315M |
|
95
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $163M | 0.16% |
2,033,558
+1,162,872
| +134% | +$89.7M |
|
96
CALL
Snap
SNAP
$8.83B
| $159M | 0.16% |
3,181,700
-3,162,400
| -50% | -$131M |
|
97
PUT
Lowe's Companies
LOW
$122B
| $158M | 0.16% |
986,000
-384,100
| -28% | -$62.4M |
|
98
CALL
FedEx
FDX
$74.7B
| $158M | 0.16% |
609,200
-476,700
| -44% | -$132M |
|
|
99
CALL
UnitedHealth
UNH
$367B
| $157M | 0.16% |
448,500
-237,600
| -35% | -$79.6M |
|
100
CALL
Pfizer
PFE
$149B
| $155M | 0.16% |
4,207,700
-459,307
| -10% | -$16.8M |
|
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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.