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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 | |
|---|---|---|---|---|---|---|
976
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $4.25M | ﹤0.01% |
73,800
-77,300
| -51% | -$4.37M |
|
|
HUYA
977
PUT
Huya Inc
HUYA
$558M
| $4.25M | ﹤0.01% |
213,000
-11,300
| -5% | -$242K |
|
978
CALL
MACOM Technology Solutions
MTSI
$23.7B
| $4.23M | ﹤0.01% |
+76,900
| New | +$3.28M |
|
979
CALL
The Mosaic Company
MOS
$7.33B
| $4.23M | ﹤0.01% |
183,800
-140,200
| -43% | -$2.82M |
|
980
PUT
TripAdvisor
TRIP
$1.26B
| $4.23M | ﹤0.01% |
146,700
-139,900
| -49% | -$3.37M |
|
|
981
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $4.23M | ﹤0.01% |
73,370
-24,591
| -25% | -$1.39M |
|
982
HCA Healthcare
HCA
$89.5B
| $4.22M | ﹤0.01% |
25,663
-11,330
| -31% | -$1.66M |
|
983
Sonos
SONO
$1.85B
| $4.22M | ﹤0.01% |
180,453
+140,215
| +348% | +$2.61M |
|
984
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $4.19M | ﹤0.01% |
36,500
| – | – |
|
985
PUT
Impinj
PI
$5.6B
| $4.19M | ﹤0.01% |
+100,000
| New | +$3.48M |
|
|
MTOR
986
CALL
DELISTED
MERITOR, Inc.
MTOR
| $4.19M | ﹤0.01% |
+150,000
| New | +$3.96M |
|
987
CALL
Whirlpool
WHR
$2.82B
| $4.18M | ﹤0.01% |
23,200
-93,600
| -80% | -$17.9M |
|
988
PUT
Corpay
CPAY
$25.7B
| $4.18M | ﹤0.01% |
15,300
-17,500
| -53% | -$4.49M |
|
|
K
989
PUT
DELISTED
Kellanova
K
| $4.16M | ﹤0.01% |
71,249
-11,289
| -14% | -$679K |
|
990
Universal Display
OLED
$4.19B
| $4.14M | ﹤0.01% |
18,034
+14,218
| +373% | +$3.04M |
|
|
HMTV
991
PUT
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $4.14M | ﹤0.01% |
400,000
-250,000
| -38% | -$2.51M |
|
992
Franco-Nevada
FNV
$46B
| $4.13M | ﹤0.01% |
32,972
+5,585
| +20% | +$754K |
|
993
CALL
L3Harris
LHX
$53.4B
| $4.1M | ﹤0.01% |
21,700
-176,200
| -89% | -$32.2M |
|
994
CALL
Southern Company
SO
$107B
| $4.09M | ﹤0.01% |
66,700
-339,200
| -84% | -$20.4M |
|
995
Las Vegas Sands
LVS
$29.6B
| $4.09M | ﹤0.01% |
68,640
-114,380
| -62% | -$6.1M |
|
996
Upland Software
UPLD
$15.4M
| $4.07M | ﹤0.01% |
8,873
+2,178
| +33% | +$959K |
|
997
PUT
T. Rowe Price
TROW
$24.3B
| $4.06M | ﹤0.01% |
26,800
-11,900
| -31% | -$1.7M |
|
998
CALL
Nokia
NOK
$52.3B
| $4.02M | ﹤0.01% |
1,029,200
+59,600
| +6% | +$235K |
|
999
PUT
STMicroelectronics
STM
$50B
| $4.01M | ﹤0.01% |
107,900
+60,200
| +126% | +$2.14M |
|
1000
PUT
US Foods
USFD
$24B
| $4M | ﹤0.01% |
+120,000
| New | +$3.42M |
|
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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.