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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 | |
|---|---|---|---|---|---|---|
1051
PUT
Gogo Inc
GOGO
$492M
| $3.48M | ﹤0.01% |
361,200
+11,200
| +3% | +$111K |
|
1052
NovaGold Resources
NG
$3.33B
| $3.48M | ﹤0.01% |
359,367
-141,919
| -28% | -$1.5M |
|
1053
L3Harris
LHX
$53.4B
| $3.44M | ﹤0.01% |
18,194
-8,433
| -32% | -$1.54M |
|
1054
Gen Digital
GEN
$17.5B
| $3.42M | ﹤0.01% |
164,407
+109,701
| +201% | +$2.22M |
|
|
LAZR
1055
PUT
DELISTED
Luminar Technologies
LAZR
| $3.41M | ﹤0.01% |
+6,687
| New | +$1.78M |
|
1056
Viatris
VTRS
$18.9B
| $3.38M | ﹤0.01% |
180,086
+116,459
| +183% | +$1.9M |
|
1057
Southern Company
SO
$107B
| $3.37M | ﹤0.01% |
54,785
-60,676
| -53% | -$3.65M |
|
|
K
1058
CALL
DELISTED
Kellanova
K
| $3.36M | ﹤0.01% |
57,617
-77,212
| -57% | -$4.64M |
|
1059
PUT
MarketAxess Holdings
MKTX
$5.72B
| $3.36M | ﹤0.01% |
5,900
-2,300
| -28% | -$1.25M |
|
1060
United Natural Foods
UNFI
$2.85B
| $3.36M | ﹤0.01% |
+210,608
| New | +$3.52M |
|
1061
PUT
IPG Photonics
IPGP
$3.84B
| $3.36M | ﹤0.01% |
15,000
-200
| -1% | -$40.1K |
|
1062
PUT
Pool Corp
POOL
$7.5B
| $3.35M | ﹤0.01% |
+9,000
| New | +$3.14M |
|
|
NEWR
1063
DELISTED
New Relic, Inc.
NEWR
| $3.34M | ﹤0.01% |
51,137
-15,558
| -23% | -$959K |
|
1064
CALL
MasTec
MTZ
$21.9B
| $3.34M | ﹤0.01% |
+49,000
| New | +$2.75M |
|
1065
Sempra
SRE
$54.8B
| $3.34M | ﹤0.01% |
52,444
+21,126
| +67% | +$1.36M |
|
|
FTCH
1066
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $3.34M | ﹤0.01% |
52,291
+21,568
| +70% | +$954K |
|
1067
Kinross Gold
KGC
$32.8B
| $3.33M | ﹤0.01% |
454,172
+446,216
| +5,609% | +$3.56M |
|
1068
PUT
Townsquare Media
TSQ
$118M
| $3.33M | ﹤0.01% |
500,000
-250,000
| -33% | -$1.45M |
|
|
KL
1069
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $3.33M | ﹤0.01% |
80,600
+35,500
| +79% | +$1.58M |
|
1070
Wheaton Precious Metals
WPM
$60.9B
| $3.32M | ﹤0.01% |
79,546
+52,669
| +196% | +$2.35M |
|
1071
Tyson Foods
TSN
$20.4B
| $3.31M | ﹤0.01% |
51,335
+2,663
| +5% | +$166K |
|
|
ZEN
1072
DELISTED
ZENDESK INC
ZEN
| $3.31M | ﹤0.01% |
23,090
-37,207
| -62% | -$4.61M |
|
1073
Estee Lauder
EL
$32B
| $3.29M | ﹤0.01% |
12,366
-4,111
| -25% | -$989K |
|
1074
Bath & Body Works
BBWI
$4.1B
| $3.27M | ﹤0.01% |
108,653
-51,322
| -32% | -$1.49M |
|
|
RMGBU
1075
DELISTED
RMG Acquisition Corp. II Unit
RMGBU
| $3.27M | ﹤0.01% |
+292,985
| New | +$3.12M |
|
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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.