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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 | |
|---|---|---|---|---|---|---|
101
CALL
iShares MSCI EAFE ETF
EFA
$79.4B
| $154M | 0.15% |
2,108,000
-351,700
| -14% | -$24.1M |
|
102
PayPal
PYPL
$51.1B
| $151M | 0.15% |
645,905
+289,024
| +81% | +$59.9M |
|
103
CALL
General Motors
GM
$76.3B
| $148M | 0.15% |
3,557,800
+1,068,600
| +43% | +$41.5M |
|
|
104
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $147M | 0.15% |
7,738,024
+5,421,854
| +234% | +$93.4M |
|
105
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $145M | 0.15% |
1,276,600
+650,500
| +104% | +$71M |
|
106
CALL
Starbucks
SBUX
$120B
| $143M | 0.14% |
1,336,500
-402,600
| -23% | -$38.4M |
|
107
PUT
Marriott International
MAR
$93.8B
| $142M | 0.14% |
1,076,200
-635,200
| -37% | -$72.6M |
|
108
PUT
iShares MSCI Brazil ETF
EWZ
$9.07B
| $141M | 0.14% |
3,806,600
-1,662,000
| -30% | -$53.6M |
|
109
PUT
PepsiCo
PEP
$189B
| $141M | 0.14% |
950,500
-404,300
| -30% | -$57.5M |
|
110
CALL
Procter & Gamble
PG
$342B
| $136M | 0.14% |
977,800
-375,300
| -28% | -$52.5M |
|
111
PUT
Pfizer
PFE
$149B
| $136M | 0.14% |
3,687,700
-1,423,251
| -28% | -$52.2M |
|
112
CALL
iShares TIPS Bond ETF
TIP
$14.5B
| $135M | 0.14% |
1,058,800
| – | – |
|
113
CALL
Mastercard
MA
$505B
| $135M | 0.14% |
378,200
-448,900
| -54% | -$149M |
|
114
PUT
NIO
NIO
$11.5B
| $134M | 0.13% |
2,755,800
+2,165,100
| +367% | +$83.8M |
|
115
CALL
Wynn Resorts
WYNN
$10.5B
| $133M | 0.13% |
1,180,300
-459,100
| -28% | -$42.4M |
|
116
CALL
Peloton Interactive
PTON
$2.38B
| $131M | 0.13% |
863,000
-249,100
| -22% | -$30.3M |
|
117
CALL
Ford
F
$55B
| $130M | 0.13% |
14,770,700
+2,026,700
| +16% | +$17M |
|
118
PUT
RTX Corp
RTX
$301B
| $130M | 0.13% |
1,814,853
+1,118,400
| +161% | +$73.5M |
|
119
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $128M | 0.13% |
419,300
-178,100
| -30% | -$51.8M |
|
120
iShares MSCI Emerging Markets ETF
EEM
$29.2B
| $128M | 0.13% |
2,474,159
+1,006,796
| +69% | +$48.4M |
|
121
PUT
United Parcel Service
UPS
$87.8B
| $127M | 0.13% |
753,600
+66,400
| +10% | +$11.2M |
|
122
PUT
NextEra Energy
NEE
$176B
| $125M | 0.13% |
1,619,700
+32,900
| +2% | +$2.46M |
|
123
CALL
Palo Alto Networks
PANW
$293B
| $125M | 0.13% |
2,104,200
+473,400
| +29% | +$22.1M |
|
124
Salesforce
CRM
$153B
| $124M | 0.12% |
558,964
-327,205
| -37% | -$79.6M |
|
125
PUT
Merck
MRK
$317B
| $123M | 0.12% |
1,576,087
-272,480
| -15% | -$20.8M |
|
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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.