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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 | |
|---|---|---|---|---|---|---|
1926
PUT
HF Sinclair
DINO
$15.2B
| $112K | ﹤0.01% |
4,300
-2,600
| -38% | -$58.9K |
|
1927
PUT
Masco
MAS
$14.7B
| $109K | ﹤0.01% |
2,000
-73,500
| -97% | -$4.05M |
|
1928
J.M. Smucker
SJM
$12.6B
| $109K | ﹤0.01% |
943
-4,519
| -83% | -$525K |
|
1929
Leidos
LDOS
$17.5B
| $108K | ﹤0.01% |
1,023
+418
| +69% | +$40.1K |
|
1930
Tyler Technologies
TYL
$13B
| $107K | ﹤0.01% |
+245
| New | +$101K |
|
1931
Vanguard Real Estate ETF
VNQ
$38.6B
| $107K | ﹤0.01% |
+1,256
| New | +$104K |
|
1932
Invesco Mortgage Capital
IVR
$795M
| $106K | ﹤0.01% |
3,150
+317
| +11% | +$9.82K |
|
|
MAXR
1933
PUT
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $105K | ﹤0.01% |
+2,700
| New | +$79.4K |
|
1934
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
| $103K | ﹤0.01% |
806
-2,933
| -78% | -$349K |
|
|
AUY
1935
DELISTED
Yamana Gold, Inc.
AUY
| $100K | ﹤0.01% |
17,576
-9,414
| -35% | -$53K |
|
1936
PUT
Jacobs Solutions
J
$17.2B
| $98K | ﹤0.01% |
1,088
-605
| -36% | -$51.3K |
|
1937
Public Storage
PSA
$60.8B
| $98K | ﹤0.01% |
425
-1,162
| -73% | -$266K |
|
1938
Talos Energy
TALO
$2.6B
| $98K | ﹤0.01% |
11,877
-155,465
| -93% | -$1.21M |
|
|
PPLI
1939
People Inc
PPLI
$3.03B
| $97K | ﹤0.01% |
942
-5,645
| -86% | -$433K |
|
1940
PUT
Gold Fields
GFI
$36.8B
| $96K | ﹤0.01% |
+10,400
| New | +$110K |
|
1941
PUT
GoPro
GPRO
$121M
| $96K | ﹤0.01% |
+11,400
| New | +$82.2K |
|
1942
Precigen
PGEN
$2.51B
| $96K | ﹤0.01% |
9,402
-58,136
| -86% | -$377K |
|
1943
CALL
Regeneron Pharmaceuticals
REGN
$83.2B
| $96K | ﹤0.01% |
200
-10,900
| -98% | -$5.88M |
|
|
AAN
1944
PUT
DELISTED
The Aaron's Company Inc
AAN
| $96K | ﹤0.01% |
+5,050
| New | +$93K |
|
1945
CALL
Plains GP Holdings
PAGP
$4.98B
| $94K | ﹤0.01% |
11,100
-8,200
| -42% | -$63.7K |
|
1946
PUT
Regions Financial
RF
$26.8B
| $94K | ﹤0.01% |
5,700
-70,800
| -93% | -$1.02M |
|
|
NBIS
1947
Nebius Group N.V.
NBIS
$46.7B
| $94K | ﹤0.01% |
1,358
+1,256
| +1,231% | +$80.2K |
|
1948
Huntington Bancshares
HBAN
$35.6B
| $93K | ﹤0.01% |
7,379
-146
| -2% | -$1.66K |
|
1949
Steel Dynamics
STLD
$38.5B
| $93K | ﹤0.01% |
+2,526
| New | +$87.7K |
|
|
AAN
1950
DELISTED
The Aaron's Company Inc
AAN
| $93K | ﹤0.01% |
+4,922
| New | +$90.6K |
|
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.