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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 | |
|---|---|---|---|---|---|---|
1226
CALL
Leidos
LDOS
$17.3B
| $2M | ﹤0.01% |
19,000
+14,700
| +342% | +$1.41M |
|
1227
FTAI Aviation
FTAI
$22.2B
| $1.99M | ﹤0.01% |
+99,282
| New | +$1.66M |
|
1228
Virtu Financial
VIRT
$4.93B
| $1.99M | ﹤0.01% |
+78,872
| New | +$1.83M |
|
1229
PUT
Vertex Pharmaceuticals
VRTX
$126B
| $1.96M | ﹤0.01% |
8,300
+6,600
| +388% | +$1.51M |
|
|
NBIS
1230
CALL
Nebius Group N.V.
NBIS
$47.7B
| $1.96M | ﹤0.01% |
28,200
-500
| -2% | -$31.9K |
|
|
HRC
1231
CALL
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $1.96M | ﹤0.01% |
+20,000
| New | +$1.87M |
|
|
WW
1232
DELISTED
WW International
WW
| $1.95M | ﹤0.01% |
80,059
-28,893
| -27% | -$751K |
|
1233
Ross Stores
ROST
$81.9B
| $1.94M | ﹤0.01% |
15,824
-52,036
| -77% | -$5.46M |
|
1234
CALL
Revolve Group
RVLV
$1.73B
| $1.94M | ﹤0.01% |
+62,400
| New | +$1.39M |
|
|
IPHI
1235
PUT
DELISTED
INPHI CORPORATION
IPHI
| $1.94M | ﹤0.01% |
12,100
-39,800
| -77% | -$5.59M |
|
1236
CALL
Sportsman's Warehouse
SPWH
$46M
| $1.93M | ﹤0.01% |
+110,100
| New | +$1.61M |
|
1237
CALL
Sonos
SONO
$1.85B
| $1.93M | ﹤0.01% |
82,400
+800
| +1% | +$14.9K |
|
1238
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
| $1.92M | ﹤0.01% |
28,391
+24,899
| +713% | +$1.58M |
|
1239
CALL
Red Rock Resorts
RRR
$3.62B
| $1.91M | ﹤0.01% |
+76,200
| New | +$1.62M |
|
1240
PUT
Hewlett Packard
HPE
$70.5B
| $1.89M | ﹤0.01% |
158,900
-175,500
| -52% | -$1.84M |
|
1241
Keurig Dr Pepper
KDP
$40.8B
| $1.89M | ﹤0.01% |
58,920
+50,672
| +614% | +$1.5M |
|
1242
CALL
Kinross Gold
KGC
$32.8B
| $1.88M | ﹤0.01% |
256,500
-188,300
| -42% | -$1.5M |
|
1243
Under Armour
UAA
$2.6B
| $1.88M | ﹤0.01% |
109,569
-210,471
| -66% | -$3.22M |
|
1244
PUT
Labcorp
LH
$25.9B
| $1.87M | ﹤0.01% |
10,709
-17,111
| -62% | -$2.96M |
|
|
RFP
1245
CALL
DELISTED
Resolute Forest Products Inc.
RFP
| $1.85M | ﹤0.01% |
282,500
+100,000
| +55% | +$544K |
|
1246
CALL
Rush Street Interactive
RSI
$2.88B
| $1.84M | ﹤0.01% |
+85,000
| New | +$1.27M |
|
1247
TransDigm Group
TDG
$67.7B
| $1.83M | ﹤0.01% |
2,961
-5,295
| -64% | -$2.91M |
|
1248
Liberty Global Class A
LBTYA
$3.6B
| $1.82M | ﹤0.01% |
75,148
+69,983
| +1,355% | +$1.56M |
|
1249
CALL
Raymond James Financial
RJF
$34B
| $1.82M | ﹤0.01% |
28,500
-150,450
| -84% | -$8.61M |
|
1250
CALL
Host Hotels & Resorts
HST
$16B
| $1.81M | ﹤0.01% |
124,000
-47,900
| -28% | -$620K |
|
Similar funds
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.