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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 | |
|---|---|---|---|---|---|---|
1901
Harley-Davidson
HOG
$2.72B
| $129K | ﹤0.01% |
3,513
+1,610
| +85% | +$55.2K |
|
1902
CALL
J.M. Smucker
SJM
$12.6B
| $129K | ﹤0.01% |
1,100
-29,700
| -96% | -$3.45M |
|
1903
PUT
Upland Software
UPLD
$14.5M
| $129K | ﹤0.01% |
280
-25,970
| -99% | -$11.4M |
|
|
PAYA
1904
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
| $128K | ﹤0.01% |
+9,416
| New | +$109K |
|
1905
Liberty Latin America Class C
LILAK
$1.65B
| $125K | ﹤0.01% |
12,381
-9,098
| -42% | -$89.9K |
|
1906
Old Dominion Freight Line
ODFL
$44.1B
| $125K | ﹤0.01% |
1,282
-44
| -3% | -$4.38K |
|
1907
Scorpio Tankers
STNG
$3.83B
| $125K | ﹤0.01% |
11,149
-12,322
| -52% | -$136K |
|
|
MAXR
1908
CALL
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $124K | ﹤0.01% |
+3,200
| New | +$94.1K |
|
1909
CALL
Occidental Petroleum Corp Warrants
OXY.WS
$34.5B
| $123K | ﹤0.01% |
18,000
| – | – |
|
1910
CALL
Smith & Wesson
SWBI
$637M
| $121K | ﹤0.01% |
+6,800
| New | +$112K |
|
|
GTM
1911
ZoomInfo Technologies
GTM
$1.23B
| $121K | ﹤0.01% |
2,507
-19,694
| -89% | -$848K |
|
1912
Paylocity
PCTY
$7.73B
| $120K | ﹤0.01% |
+583
| New | +$112K |
|
|
JNPR
1913
CALL
DELISTED
Juniper Networks
JNPR
| $119K | ﹤0.01% |
5,200
-23,300
| -82% | -$508K |
|
1914
CALL
NiSource
NI
$20B
| $119K | ﹤0.01% |
5,200
-700
| -12% | -$16.4K |
|
1915
Opko Health
OPK
$1.04B
| $119K | ﹤0.01% |
30,039
-22,616
| -43% | -$94.4K |
|
1916
PUT
WEC Energy
WEC
$34.6B
| $119K | ﹤0.01% |
1,300
-7,700
| -86% | -$749K |
|
1917
Pulmatrix
PULM
$5.73M
| $117K | ﹤0.01% |
4,896
| – | – |
|
1918
Yum China
YUMC
$16.5B
| $117K | ﹤0.01% |
2,048
-58,273
| -97% | -$3.27M |
|
1919
PUT
Leggett & Platt
LEG
$1.29B
| $116K | ﹤0.01% |
2,600
-1,000
| -28% | -$42.9K |
|
1920
Orion
OEC
$389M
| $116K | ﹤0.01% |
6,790
-2,145
| -24% | -$32.7K |
|
1921
Haemonetics
HAE
$3.94B
| $115K | ﹤0.01% |
+966
| New | +$104K |
|
|
1922
PUT
Scorpio Tankers
STNG
$3.83B
| $115K | ﹤0.01% |
10,300
-16,800
| -62% | -$186K |
|
|
BFX
1923
CALL
DELISTED
BowFlex Inc.
BFX
| $115K | ﹤0.01% |
+6,300
| New | +$131K |
|
1924
CALL
OneSpaWorld
OSW
$2.62B
| $114K | ﹤0.01% |
+11,200
| New | +$88.5K |
|
1925
CALL
Ovintiv
OVV
$17.6B
| $113K | ﹤0.01% |
+8,000
| New | +$93.7K |
|
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.