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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 | |
|---|---|---|---|---|---|---|
2776
CALL
Domo
DOMO
$184M
| – | – |
-320,000
| Closed | -$12.3M |
|
2777
CALL
Dow Inc
DOW
$21.6B
| – | – |
-760,600
| Closed | -$35.8M |
|
|
2778
Dow Inc
DOW
$21.6B
| – | – |
-166,722
| Closed | -$7.84M |
|
|
2779
PUT
Dow Inc
DOW
$21.6B
| – | – |
-933,000
| Closed | -$43.9M |
|
2780
CALL
Domino's
DPZ
$11.4B
| – | – |
-211,100
| Closed | -$89.8M |
|
|
2781
Domino's
DPZ
$11.4B
| – | – |
-26,031
| Closed | -$11.1M |
|
|
2782
PUT
Domino's
DPZ
$11.4B
| – | – |
-282,900
| Closed | -$120M |
|
2783
CALL
Darden Restaurants
DRI
$24.6B
| – | – |
-406,900
| Closed | -$41M |
|
|
2784
Darden Restaurants
DRI
$24.6B
| – | – |
-178,851
| Closed | -$18M |
|
|
2785
PUT
Darden Restaurants
DRI
$24.6B
| – | – |
-885,700
| Closed | -$89.2M |
|
2786
CALL
DTE Energy
DTE
$28.7B
| – | – |
-18,918
| Closed | -$1.85M |
|
|
2787
DTE Energy
DTE
$28.7B
| – | – |
-596
| Closed | -$58K |
|
2788
CALL
Duke Energy
DUK
$95.2B
| – | – |
-140,000
| Closed | -$12.4M |
|
|
2789
Duke Energy
DUK
$95.2B
| – | – |
-28,469
| Closed | -$2.52M |
|
|
2790
PUT
Duke Energy
DUK
$95.2B
| – | – |
-78,400
| Closed | -$6.95M |
|
2791
CALL
DaVita
DVA
$11.6B
| – | – |
-281,300
| Closed | -$24.1M |
|
|
2792
DaVita
DVA
$11.6B
| – | – |
-10,298
| Closed | -$882K |
|
|
2793
PUT
DaVita
DVA
$11.6B
| – | – |
-281,800
| Closed | -$24.1M |
|
2794
CALL
Devon Energy
DVN
$49.2B
| – | – |
-26,600
| Closed | -$251K |
|
|
2795
Devon Energy
DVN
$49.2B
| – | – |
-51,683
| Closed | -$489K |
|
|
2796
PUT
Devon Energy
DVN
$49.2B
| – | – |
-172,800
| Closed | -$1.63M |
|
|
DX
2797
CALL
Dynex Capital
DX
$3.17B
| – | – |
-47,200
| Closed | -$718K |
|
|
DX
2798
Dynex Capital
DX
$3.17B
| – | – |
-3,324
| Closed | -$51K |
|
2799
CALL
DexCom
DXCM
$33.2B
| – | – |
-328,400
| Closed | -$33.8M |
|
|
2800
DexCom
DXCM
$33.2B
| – | – |
-116,600
| Closed | -$12M |
|
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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.