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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 | |
|---|---|---|---|---|---|---|
1876
FIVE9
FIVN
$2.58B
| $153K | ﹤0.01% |
880
-2,520
| -74% | -$383K |
|
1877
PUT
Snap-on
SNA
$21.3B
| $153K | ﹤0.01% |
+900
| New | +$150K |
|
|
BRSL
1878
PUT
Brightstar Lottery PLC
BRSL
$2.02B
| $152K | ﹤0.01% |
+9,000
| New | +$110K |
|
1879
Laureate Education
LAUR
$5.13B
| $152K | ﹤0.01% |
+10,453
| New | +$148K |
|
1880
Outfront Media
OUT
$5.29B
| $152K | ﹤0.01% |
7,871
-31,810
| -80% | -$538K |
|
1881
CALL
VeriSign
VRSN
$26.5B
| $152K | ﹤0.01% |
700
-3,700
| -84% | -$757K |
|
1882
PUT
Arthur J. Gallagher & Co
AJG
$64.7B
| $149K | ﹤0.01% |
1,200
+300
| +33% | +$34.2K |
|
1883
PUT
Range Resources
RRC
$9.41B
| $148K | ﹤0.01% |
+22,300
| New | +$164K |
|
1884
Sturm, Ruger & Co
RGR
$594M
| $145K | ﹤0.01% |
2,230
-23,894
| -91% | -$1.54M |
|
1885
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $144K | ﹤0.01% |
1,200
+1,100
| +1,100% | +$132K |
|
1886
CALL
QuidelOrtho
QDEL
$943M
| $144K | ﹤0.01% |
800
-1,800
| -69% | -$400K |
|
1887
PUT
Sibanye-Stillwater
SBSW
$7.55B
| $144K | ﹤0.01% |
+9,000
| New | +$121K |
|
|
MIK
1888
PUT
DELISTED
Michaels Stores, Inc
MIK
| $144K | ﹤0.01% |
+11,100
| New | +$113K |
|
1889
McCormick & Company Non-Voting
MKC
$14.3B
| $143K | ﹤0.01% |
1,499
+315
| +27% | +$29.7K |
|
1890
Zions Bancorporation
ZION
$10.3B
| $143K | ﹤0.01% |
3,297
+80
| +2% | +$2.96K |
|
1891
WEC Energy
WEC
$34.6B
| $141K | ﹤0.01% |
1,535
+615
| +67% | +$59.8K |
|
1892
CALL
Rigel Pharmaceuticals
RIGL
$778M
| $140K | ﹤0.01% |
+4,000
| New | +$116K |
|
1893
Gold Fields
GFI
$36.8B
| $139K | ﹤0.01% |
+14,990
| New | +$158K |
|
|
TWNK
1894
CALL
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $138K | ﹤0.01% |
+9,400
| New | +$127K |
|
1895
CALL
NOV
NOV
$7.38B
| $136K | ﹤0.01% |
9,900
-4,200
| -30% | -$47.5K |
|
1896
PUT
Liberty Global Class C
LBTYK
$3.41B
| $135K | ﹤0.01% |
5,700
+2,400
| +73% | +$52K |
|
1897
Fluor
FLR
$6.99B
| $133K | ﹤0.01% |
+8,333
| New | +$118K |
|
1898
Semtech
SMTC
$12.2B
| $131K | ﹤0.01% |
+1,813
| New | +$116K |
|
1899
PUT
Tyler Technologies
TYL
$13B
| $131K | ﹤0.01% |
+300
| New | +$124K |
|
|
ICPT
1900
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $130K | ﹤0.01% |
5,400
-600
| -10% | -$19.9K |
|
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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.