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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 | |
|---|---|---|---|---|---|---|
2451
CALL
Bristol-Myers Squibb
BMY
$132B
| – | – |
-1,709,200
| Closed | -$103M |
|
|
2452
Bristol-Myers Squibb
BMY
$132B
| – | – |
-184,739
| Closed | -$11.1M |
|
|
2453
PUT
Bristol-Myers Squibb
BMY
$132B
| – | – |
-1,351,300
| Closed | -$81.5M |
|
2454
Vanguard Total International Bond ETF
BNDX
$82.8B
| – | – |
-12,039
| Closed | -$700K |
|
2455
CALL
Box
BOX
$4.65B
| – | – |
-42,500
| Closed | -$739K |
|
|
2456
Box
BOX
$4.65B
| – | – |
-17,877
| Closed | -$310K |
|
|
2457
PUT
Box
BOX
$4.65B
| – | – |
-72,400
| Closed | -$1.25M |
|
2458
CALL
BP
BP
$110B
| – | – |
-1,602,200
| Closed | -$28M |
|
|
2459
BP
BP
$110B
| – | – |
-304,796
| Closed | -$5.32M |
|
|
2460
PUT
BP
BP
$110B
| – | – |
-520,700
| Closed | -$9.09M |
|
2461
CALL
Berkshire Hathaway Class B
BRK.B
$1.14T
| – | – |
-1,940,800
| Closed | -$413M |
|
|
2462
Berkshire Hathaway Class B
BRK.B
$1.14T
| – | – |
-117,961
| Closed | -$25.1M |
|
|
2463
PUT
Berkshire Hathaway Class B
BRK.B
$1.14T
| – | – |
-1,487,000
| Closed | -$317M |
|
2464
CALL
Boston Scientific
BSX
$73.1B
| – | – |
-447,400
| Closed | -$17.1M |
|
|
2465
Boston Scientific
BSX
$73.1B
| – | – |
-174,570
| Closed | -$6.67M |
|
|
2466
PUT
Boston Scientific
BSX
$73.1B
| – | – |
-1,059,900
| Closed | -$40.5M |
|
2467
CALL
B2Gold
BTG
$6.68B
| – | – |
-13,900
| Closed | -$91K |
|
|
2468
B2Gold
BTG
$6.68B
| – | – |
-1,965
| Closed | -$13K |
|
|
2469
PUT
B2Gold
BTG
$6.68B
| – | – |
-1,100
| Closed | -$8K |
|
2470
Peabody Energy
BTU
$3B
| – | – |
-10,175
| Closed | -$23K |
|
2471
CALL
AB InBev
BUD
$164B
| – | – |
-261,800
| Closed | -$14.1M |
|
|
2472
AB InBev
BUD
$164B
| – | – |
-106,955
| Closed | -$5.76M |
|
|
2473
PUT
AB InBev
BUD
$164B
| – | – |
-265,600
| Closed | -$14.3M |
|
2474
CALL
Burlington
BURL
$23.4B
| – | – |
-52,400
| Closed | -$10.8M |
|
|
2475
Burlington
BURL
$23.4B
| – | – |
-1,167
| Closed | -$241K |
|
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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.