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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 | |
|---|---|---|---|---|---|---|
2001
Flex
FLEX
$44.2B
| $56K | ﹤0.01% |
+4,123
| New | +$47.6K |
|
2002
PUT
Park Hotels & Resorts
PK
$2.92B
| $56K | ﹤0.01% |
+3,300
| New | +$45.8K |
|
|
SF
2003
Stifel
SF
$12.6B
| $56K | ﹤0.01% |
+1,659
| New | +$49.3K |
|
2004
PUT
Signet Jewelers
SIG
$3.67B
| $56K | ﹤0.01% |
2,100
-7,300
| -78% | -$187K |
|
2005
Vanguard FTSE Emerging Markets ETF
VWO
$126B
| $56K | ﹤0.01% |
1,111
-2,630
| -70% | -$124K |
|
2006
Idexx Laboratories
IDXX
$46.9B
| $55K | ﹤0.01% |
111
-5,935
| -98% | -$2.66M |
|
2007
Prologis
PLD
$132B
| $55K | ﹤0.01% |
549
-12,721
| -96% | -$1.29M |
|
|
LNW
2008
PUT
DELISTED
Light & Wonder
LNW
| $54K | ﹤0.01% |
+1,300
| New | +$47.9K |
|
2009
NRG Energy
NRG
$25B
| $54K | ﹤0.01% |
1,440
+323
| +29% | +$10.6K |
|
2010
SS&C Technologies
SSNC
$18.7B
| $54K | ﹤0.01% |
745
-6,278
| -89% | -$421K |
|
2011
Shift4
FOUR
$3.41B
| $53K | ﹤0.01% |
+707
| New | +$42.3K |
|
|
SRC
2012
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $53K | ﹤0.01% |
+1,319
| New | +$47.5K |
|
2013
PUT
Iovance Biotherapeutics
IOVA
$2.9B
| $51K | ﹤0.01% |
1,100
-100
| -8% | -$3.97K |
|
|
RAPT
2014
DELISTED
RAPT Therapeutics
RAPT
| $51K | ﹤0.01% |
+321
| New | +$69.8K |
|
2015
GameStop
GME
$8.43B
| $50K | ﹤0.01% |
10,712
-6,160
| -37% | -$21.2K |
|
|
INFO
2016
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $50K | ﹤0.01% |
553
-144
| -21% | -$12.5K |
|
|
2017
CALL
NRG Energy
NRG
$25B
| $49K | ﹤0.01% |
1,300
-1,700
| -57% | -$56K |
|
2018
PagSeguro Digital
PAGS
$2.54B
| $49K | ﹤0.01% |
859
-4,099
| -83% | -$184K |
|
2019
Hecla Mining
HL
$11.8B
| $47K | ﹤0.01% |
+7,298
| New | +$38.9K |
|
|
TUP
2020
DELISTED
Tupperware Brands Corporation
TUP
| $46K | ﹤0.01% |
+1,418
| New | +$41.8K |
|
2021
Floor & Decor
FND
$6.3B
| $45K | ﹤0.01% |
+482
| New | +$40.2K |
|
|
2022
Iovance Biotherapeutics
IOVA
$2.9B
| $45K | ﹤0.01% |
969
-8,176
| -89% | -$325K |
|
2023
Tilray
TLRY
$602M
| $45K | ﹤0.01% |
549
-5,707
| -91% | -$416K |
|
2024
CALL
Textron
TXT
$15.3B
| $44K | ﹤0.01% |
900
-36,500
| -98% | -$1.53M |
|
2025
CALL
Herbalife
HLF
$1.21B
| $43K | ﹤0.01% |
900
-281,000
| -100% | -$13.6M |
|
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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.