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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 | |
|---|---|---|---|---|---|---|
201
PUT
GE Aerospace
GE
$389B
| $77.9M | 0.08% |
1,447,312
+951,258
| +192% | +$42.6M |
|
202
PUT
KLA
KLAC
$252B
| $77.7M | 0.08% |
3,002,000
-2,540,000
| -46% | -$59.2M |
|
203
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $77.6M | 0.08% |
1,326,550
-428,925
| -24% | -$21.7M |
|
204
Qualcomm
QCOM
$168B
| $77.5M | 0.08% |
508,928
+136,606
| +37% | +$19M |
|
205
CALL
Occidental Petroleum
OXY
$56B
| $77M | 0.08% |
4,446,100
+3,911,100
| +731% | +$53.6M |
|
206
CALL
Verizon
VZ
$195B
| $76.9M | 0.08% |
1,308,700
-813,000
| -38% | -$48.3M |
|
207
PUT
iShares Silver Trust
SLV
$29.8B
| $76M | 0.08% |
3,094,400
-2,996,600
| -49% | -$68.2M |
|
208
PUT
SLB Ltd
SLB
$76.5B
| $76M | 0.08% |
3,481,900
+222,400
| +7% | +$4.2M |
|
209
CALL
STMicroelectronics
STM
$47.5B
| $75.5M | 0.08% |
2,034,200
+690,600
| +51% | +$24.5M |
|
210
PUT
NXP Semiconductors
NXPI
$58.4B
| $75.3M | 0.08% |
473,800
-304,100
| -39% | -$44.8M |
|
211
PUT
Procter & Gamble
PG
$342B
| $74.7M | 0.07% |
536,700
-277,400
| -34% | -$38.8M |
|
212
PUT
PG&E
PCG
$37.4B
| $74.4M | 0.07% |
5,969,800
+2,863,300
| +92% | +$32.4M |
|
213
PUT
Spotify
SPOT
$97.7B
| $74.1M | 0.07% |
235,600
-106,800
| -31% | -$30.1M |
|
214
FedEx
FDX
$74.7B
| $74.1M | 0.07% |
285,438
-47,689
| -14% | -$13.2M |
|
215
PUT
Li Auto
LI
$12.5B
| $73.4M | 0.07% |
2,545,100
+2,194,900
| +627% | +$60.2M |
|
216
PUT
NetEase
NTES
$83.5B
| $73.3M | 0.07% |
765,600
-400
| -0.1% | -$35.9K |
|
217
CALL
RH
RH
$3.56B
| $73.2M | 0.07% |
163,600
-62,800
| -28% | -$25.9M |
|
218
PUT
Magnite
MGNI
$3.49B
| $73.1M | 0.07% |
2,380,600
+1,630,600
| +217% | +$24.7M |
|
219
CALL
Virgin Galactic
SPCE
$377M
| $73.1M | 0.07% |
154,040
+52,355
| +51% | +$24.5M |
|
220
CALL
United Rentals
URI
$72.4B
| $73M | 0.07% |
314,600
+6,000
| +2% | +$1.27M |
|
221
VanEck Semiconductor ETF
SMH
$71.8B
| $72.9M | 0.07% |
667,900
+392,902
| +143% | +$38.9M |
|
222
PUT
Linde
LIN
$226B
| $72.9M | 0.07% |
276,700
+142,500
| +106% | +$35M |
|
223
PUT
Marathon Petroleum
MPC
$84B
| $71.1M | 0.07% |
1,718,700
+93,400
| +6% | +$3.35M |
|
224
PUT
Prudential Financial
PRU
$41.9B
| $70M | 0.07% |
896,600
+387,000
| +76% | +$28M |
|
225
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $69.9M | 0.07% |
1,036,100
-452,600
| -30% | -$29.9M |
|
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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.