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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 | |
|---|---|---|---|---|---|---|
1976
Snap-on
SNA
$21.3B
| $74K | ﹤0.01% |
+434
| New | +$72.5K |
|
1977
TransUnion
TRU
$15.2B
| $74K | ﹤0.01% |
+747
| New | +$68.4K |
|
1978
Xcel Energy
XEL
$48B
| $74K | ﹤0.01% |
1,112
-1,006
| -47% | -$70.1K |
|
1979
Vertex Pharmaceuticals
VRTX
$133B
| $73K | ﹤0.01% |
309
+230
| +291% | +$52.8K |
|
1980
State Street
STT
$51.3B
| $72K | ﹤0.01% |
995
-2,665
| -73% | -$181K |
|
1981
CALL
Winnebago Industries
WGO
$906M
| $72K | ﹤0.01% |
1,200
-1,100
| -48% | -$60K |
|
1982
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.54B
| $71K | ﹤0.01% |
1,700
-19,500
| -92% | -$760K |
|
|
SGMO
1983
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $71K | ﹤0.01% |
4,520
-19,712
| -81% | -$231K |
|
|
TWNK
1984
PUT
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $71K | ﹤0.01% |
+4,800
| New | +$64.6K |
|
|
SMAR
1985
PUT
DELISTED
Smartsheet Inc.
SMAR
| $70K | ﹤0.01% |
1,000
+100
| +11% | +$5.86K |
|
|
AAN
1986
CALL
DELISTED
The Aaron's Company Inc
AAN
| $69K | ﹤0.01% |
+3,650
| New | +$67.2K |
|
|
WORK
1987
DELISTED
Slack Technologies, Inc.
WORK
| $69K | ﹤0.01% |
1,645
-342,726
| -100% | -$11.6M |
|
1988
CALL
NovaGold Resources
NG
$3.35B
| $66K | ﹤0.01% |
+6,700
| New | +$70.7K |
|
1989
PUT
Nokia
NOK
$51B
| $64K | ﹤0.01% |
16,500
-251,300
| -94% | -$990K |
|
1990
Vistra
VST
$48B
| $64K | ﹤0.01% |
3,274
+3,239
| +9,254% | +$60.3K |
|
1991
Genuine Parts
GPC
$18.5B
| $63K | ﹤0.01% |
625
-4,664
| -88% | -$456K |
|
|
NBIS
1992
PUT
Nebius Group N.V.
NBIS
$46.7B
| $63K | ﹤0.01% |
900
-500
| -36% | -$31.9K |
|
|
GRMN
1993
CALL
Garmin
GRMN
$60.4B
| $60K | ﹤0.01% |
500
-36,100
| -99% | -$4M |
|
1994
Owens Corning
OC
$12.2B
| $60K | ﹤0.01% |
+795
| New | +$57.9K |
|
1995
WEX
WEX
$6.35B
| $59K | ﹤0.01% |
288
-1,482
| -84% | -$249K |
|
1996
iShares Global Clean Energy ETF
ICLN
$2.08B
| $58K | ﹤0.01% |
+2,062
| New | +$46.4K |
|
1997
PUT
Logitech
LOGI
$15B
| $58K | ﹤0.01% |
600
-4,400
| -88% | -$380K |
|
1998
CALL
Neurocrine Biosciences
NBIX
$16.8B
| $58K | ﹤0.01% |
600
-30,100
| -98% | -$2.91M |
|
1999
Tredegar Corp
TG
$292M
| $57K | ﹤0.01% |
+3,413
| New | +$57.4K |
|
2000
Western Union
WU
$2.19B
| $57K | ﹤0.01% |
2,587
+1,761
| +213% | +$38.2K |
|
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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.