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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $13.9B | 13.98% |
37,273,100
-17,396,100
| -32% | -$6.17B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $5.24B | 5.26% |
14,028,000
+317,900
| +2% | +$113M |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$450B
| $4.35B | 4.36% |
13,859,000
-4,461,700
| -24% | -$1.31B |
|
|
4
CALL
Tesla
TSLA
$1.22T
| $2.8B | 2.81% |
11,900,400
+8,049,000
| +209% | +$1.37B |
|
|
5
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $2.66B | 2.67% |
13,559,200
-6,379,500
| -32% | -$1.12B |
|
6
PUT
Microsoft
MSFT
$3.35T
| $2.34B | 2.35% |
10,511,800
-4,030,400
| -28% | -$867M |
|
|
7
PUT
Tesla
TSLA
$1.22T
| $2.11B | 2.11% |
8,962,200
-730,500
| -8% | -$125M |
|
|
8
CALL
Invesco QQQ Trust
QQQ
$450B
| $1.91B | 1.91% |
6,074,100
-2,037,200
| -25% | -$598M |
|
9
PUT
Meta Platforms (Facebook)
META
$1.37T
| $1.41B | 1.41% |
5,162,300
-1,627,300
| -24% | -$446M |
|
|
10
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $1.23B | 1.24% |
6,287,800
-1,100,700
| -15% | -$193M |
|
11
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $1.2B | 1.2% |
13,735,100
+3,711,900
| +37% | +$318M |
|
|
12
CALL
Microsoft
MSFT
$3.35T
| $1.13B | 1.13% |
5,074,700
-649,100
| -11% | -$140M |
|
13
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $1.02B | 1.03% |
14,016,800
+4,088,200
| +41% | +$280M |
|
14
CALL
SPDR Gold Trust
GLD
$133B
| $1B | 1.01% |
5,622,600
-2,635,300
| -32% | -$464M |
|
|
15
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $981M | 0.98% |
6,217,900
-1,528,700
| -20% | -$243M |
|
16
PUT
Mercado Libre
MELI
$95.6B
| $783M | 0.79% |
467,500
+106,300
| +29% | +$150M |
|
17
PUT
Netflix
NFLX
$305B
| $774M | 0.78% |
14,308,000
-2,093,000
| -13% | -$106M |
|
18
PUT
JPMorgan Chase
JPM
$933B
| $672M | 0.67% |
5,285,500
+886,800
| +20% | +$99.1M |
|
19
PUT
NVIDIA
NVDA
$4.72T
| $626M | 0.63% |
47,988,000
-34,472,000
| -42% | -$462M |
|
20
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $603M | 0.6% |
11,669,300
-567,400
| -5% | -$27.3M |
|
21
PUT
Micron Technology
MU
$988B
| $596M | 0.6% |
7,933,000
+496,900
| +7% | +$30M |
|
|
22
CALL
Meta Platforms (Facebook)
META
$1.37T
| $594M | 0.6% |
2,173,600
-2,409,900
| -53% | -$661M |
|
23
PUT
PayPal
PYPL
$49.3B
| $585M | 0.59% |
2,496,700
-136,300
| -5% | -$28.2M |
|
24
PUT
Qualcomm
QCOM
$160B
| $575M | 0.58% |
3,772,700
-804,800
| -18% | -$112M |
|
|
25
Tesla
TSLA
$1.22T
| $564M | 0.57% |
2,398,263
+1,966,713
| +456% | +$336M |
|
Similar funds
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.