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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 | |
|---|---|---|---|---|---|---|
|
SFIX
1251
Stitch Fix
SFIX
$560M
| $1.8M | ﹤0.01% |
30,741
-38,716
| -56% | -$1.66M |
|
1252
PUT
Wheaton Precious Metals
WPM
$60.9B
| $1.79M | ﹤0.01% |
43,000
-307,200
| -88% | -$13.7M |
|
1253
Coherent
COHR
$74.2B
| $1.79M | ﹤0.01% |
+23,535
| New | +$1.39M |
|
1254
PUT
M&T Bank
MTB
$36.2B
| $1.78M | ﹤0.01% |
14,000
+4,500
| +47% | +$512K |
|
1255
Zoetis
ZTS
$30B
| $1.78M | ﹤0.01% |
10,752
-62,331
| -85% | -$10.1M |
|
1256
Papa John's
PZZA
$806M
| $1.77M | ﹤0.01% |
20,891
+17,676
| +550% | +$1.45M |
|
1257
Suncor Energy
SU
$70.3B
| $1.77M | ﹤0.01% |
105,660
+94,093
| +813% | +$1.38M |
|
|
PIPP.U
1258
DELISTED
Pine Island Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
PIPP.U
| $1.77M | ﹤0.01% |
+171,976
| New | +$1.78M |
|
1259
Tandem Diabetes Care
TNDM
$1.56B
| $1.76M | ﹤0.01% |
18,404
-15,348
| -45% | -$1.58M |
|
1260
Motorola Solutions
MSI
$77.4B
| $1.76M | ﹤0.01% |
10,350
-26,026
| -72% | -$4.37M |
|
|
GTM
1261
CALL
ZoomInfo Technologies
GTM
$1.22B
| $1.75M | ﹤0.01% |
36,300
-59,100
| -62% | -$2.55M |
|
1262
iShares US Home Construction ETF
ITB
$2.41B
| $1.73M | ﹤0.01% |
30,986
+22,432
| +262% | +$1.26M |
|
1263
PUT
Simon Property Group
SPG
$72.3B
| $1.72M | ﹤0.01% |
20,200
-64,600
| -76% | -$4.93M |
|
1264
Five Below
FIVE
$13.5B
| $1.72M | ﹤0.01% |
9,833
+8,011
| +440% | +$1.19M |
|
1265
CALL
Corpay
CPAY
$25.7B
| $1.72M | ﹤0.01% |
6,300
-15,200
| -71% | -$3.9M |
|
|
WRK
1266
PUT
DELISTED
WestRock Company
WRK
| $1.71M | ﹤0.01% |
39,400
+26,800
| +213% | +$1.11M |
|
1267
CALL
Invesco Mortgage Capital
IVR
$805M
| $1.71M | ﹤0.01% |
50,640
+45,140
| +821% | +$1.4M |
|
1268
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $1.7M | ﹤0.01% |
4,059
+3,920
| +2,820% | +$1.51M |
|
1269
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$14.7B
| $1.7M | ﹤0.01% |
24,000
-113,500
| -83% | -$7.52M |
|
1270
Kulicke & Soffa
KLIC
$4.78B
| $1.7M | ﹤0.01% |
+53,289
| New | +$1.55M |
|
|
1271
PUT
Invesco Mortgage Capital
IVR
$805M
| $1.69M | ﹤0.01% |
50,000
+40,000
| +400% | +$1.24M |
|
1272
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
| $1.69M | ﹤0.01% |
25,000
-4,700
| -16% | -$299K |
|
1273
PUT
Vodafone
VOD
$37.4B
| $1.68M | ﹤0.01% |
+102,100
| New | +$1.6M |
|
1274
Williams Companies
WMB
$86.1B
| $1.68M | ﹤0.01% |
83,953
+58,020
| +224% | +$1.18M |
|
1275
CALL
Johnson Controls International
JCI
$92.2B
| $1.68M | ﹤0.01% |
36,000
+34,100
| +1,795% | +$1.51M |
|
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.