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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 | |
|---|---|---|---|---|---|---|
176
PUT
Trade Desk
TTD
$6.64B
| $87M | 0.09% |
1,086,000
-729,000
| -40% | -$55M |
|
177
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $86.5M | 0.09% |
746,300
+700,900
| +1,544% | +$79.4M |
|
178
CALL
SolarEdge
SEDG
$2.03B
| $85.6M | 0.09% |
268,200
+133,700
| +99% | +$37M |
|
179
CALL
First Solar
FSLR
$27.6B
| $85.3M | 0.09% |
862,200
+213,800
| +33% | +$18.5M |
|
180
PUT
Lockheed Martin
LMT
$134B
| $85.3M | 0.09% |
240,300
-13,500
| -5% | -$4.96M |
|
181
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $85.2M | 0.09% |
751,300
-142,400
| -16% | -$15.5M |
|
182
PUT
Freeport-McMoran
FCX
$96.8B
| $83.9M | 0.08% |
3,226,200
+261,500
| +9% | +$5.44M |
|
183
PUT
VanEck Semiconductor ETF
SMH
$72.3B
| $83.5M | 0.08% |
764,200
-82,200
| -10% | -$8.15M |
|
184
CALL
iShares MSCI Brazil ETF
EWZ
$9.03B
| $83M | 0.08% |
2,237,700
-7,024,700
| -76% | -$227M |
|
185
CALL
Home Depot
HD
$355B
| $82.5M | 0.08% |
310,700
-409,500
| -57% | -$113M |
|
186
PUT
General Motors
GM
$76B
| $82.4M | 0.08% |
1,979,800
-247,700
| -11% | -$9.63M |
|
187
PUT
lululemon athletica
LULU
$14.4B
| $82.3M | 0.08% |
236,500
-311,200
| -57% | -$108M |
|
188
PUT
Skyworks Solutions
SWKS
$10.2B
| $82.2M | 0.08% |
537,900
-125,300
| -19% | -$18.3M |
|
189
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $81.7M | 0.08% |
1,396,300
-682,850
| -33% | -$34.6M |
|
190
CALL
Merck
MRK
$314B
| $81.1M | 0.08% |
1,039,511
-671,244
| -39% | -$51.3M |
|
191
CALL
PepsiCo
PEP
$189B
| $80.9M | 0.08% |
545,500
-591,900
| -52% | -$84.1M |
|
192
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $80.9M | 0.08% |
1,556,400
+27,100
| +2% | +$1.24M |
|
193
Sprott Physical Gold and Silver Trust
CEF
$8.04B
| $80.5M | 0.08% |
4,158,543
| – | – |
|
194
Nike
NKE
$62.5B
| $80.4M | 0.08% |
568,064
+191,813
| +51% | +$25.4M |
|
195
PUT
United Airlines
UAL
$41.6B
| $80.2M | 0.08% |
1,855,100
+822,200
| +80% | +$33.3M |
|
196
PUT
Stanley Black & Decker
SWK
$15.7B
| $79.9M | 0.08% |
447,700
+274,800
| +159% | +$48.7M |
|
197
PUT
United Rentals
URI
$72.6B
| $79.1M | 0.08% |
341,100
-24,800
| -7% | -$5.24M |
|
198
PUT
Workday
WDAY
$44.8B
| $78.3M | 0.08% |
326,800
+135,600
| +71% | +$30.5M |
|
|
TWTR
199
CALL
DELISTED
Twitter, Inc.
TWTR
| $78.1M | 0.08% |
1,442,100
-801,000
| -36% | -$38.2M |
|
200
NVIDIA
NVDA
$5.38T
| $77.9M | 0.08% |
5,968,440
-6,545,200
| -52% | -$87.6M |
|
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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.