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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.93%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$111B
AUM Growth
-$21.3B
(-16%)
Cap. Flow
-$1.87B
Cap. Flow
% of AUM
-1.69%
Top 10 Holdings %
Top 10 Hldgs %
39.38%
Holding
3,682
New
707
Increased
846
Reduced
1,199
Closed
700
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$335M |
| 2 |
Cigna
CI
|
+$120M |
| 3 |
NVIDIA
NVDA
|
+$117M |
| 4 |
Teladoc Health
TDOC
|
+$95.6M |
| 5 |
XYZ
Block Inc
XYZ
|
+$81.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$268M |
| 3 |
Nike
NKE
|
+$221M |
| 4 |
Adobe
ADBE
|
+$177M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$131M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.04% |
| 2 | Technology | 2.05% |
| 3 | Consumer Discretionary | 1.1% |
| 4 | Communication Services | 0.86% |
| 5 | Healthcare | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TWTR
526
DELISTED
Twitter, Inc.
TWTR
| $25.7M | 0.02% |
593,915
+393,999
| +197% | +$20.5M |
|
|
DFS
527
PUT
DELISTED
Discover Financial Services
DFS
| $25.6M | 0.02% |
221,400
-97,100
| -30% | -$11.5M |
|
528
Caesars Entertainment
CZR
$6.05B
| $25.5M | 0.02% |
273,136
+227,895
| +504% | +$23.1M |
|
529
Bilibili
BILI
$6.55B
| $25.3M | 0.02% |
545,886
+442,128
| +426% | +$29.5M |
|
530
PUT
The Mosaic Company
MOS
$8.33B
| $25.3M | 0.02% |
644,000
-664,900
| -51% | -$25.5M |
|
531
Twilio
TWLO
$34.9B
| $25.2M | 0.02% |
95,583
+34,071
| +55% | +$10.2M |
|
|
PCGU
532
DELISTED
PG&E Corporation
PCGU
| $25.1M | 0.02% |
216,810
+127,175
| +142% | +$14.4M |
|
|
SGI
533
Somnigroup International
SGI
$14.4B
| $25M | 0.02% |
532,173
+358,850
| +207% | +$16.3M |
|
534
PUT
Steel Dynamics
STLD
$34.5B
| $25M | 0.02% |
402,000
+5,700
| +1% | +$357K |
|
|
ATVI
535
DELISTED
Activision Blizzard
ATVI
| $24.7M | 0.02% |
371,281
-3,158
| -0.8% | -$216K |
|
536
CALL
Lyft
LYFT
$5.64B
| $24.5M | 0.02% |
572,500
-649,800
| -53% | -$30.4M |
|
537
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $24.2M | 0.02% |
1,434,700
-1,822,300
| -56% | -$31.6M |
|
538
PUT
Union Pacific
UNP
$169B
| $24.2M | 0.02% |
95,900
-124,800
| -57% | -$29.6M |
|
539
PUT
eBay
EBAY
$46.1B
| $24M | 0.02% |
361,400
-377,400
| -51% | -$26.9M |
|
540
CALL
Tractor Supply
TSCO
$17.7B
| $23.9M | 0.02% |
500,000
| – | – |
|
|
541
CALL
Caesars Entertainment
CZR
$6.05B
| $23.8M | 0.02% |
254,700
-191,700
| -43% | -$19.4M |
|
542
PUT
Baxter International
BAX
$12.6B
| $23.7M | 0.02% |
276,200
-11,000
| -4% | -$885K |
|
543
Baidu
BIDU
$31.4B
| $23.5M | 0.02% |
157,781
-523,410
| -77% | -$81.7M |
|
544
CALL
Southwest Airlines
LUV
$18.9B
| $23.5M | 0.02% |
547,400
+240,300
| +78% | +$11.3M |
|
|
545
CALL
Steel Dynamics
STLD
$34.5B
| $23.4M | 0.02% |
376,600
+11,500
| +3% | +$719K |
|
|
AYX
546
PUT
DELISTED
Alteryx Inc
AYX
| $23.4M | 0.02% |
386,300
-17,800
| -4% | -$1.23M |
|
547
PUT
Accenture
ACN
$108B
| $23.3M | 0.02% |
56,300
+5,200
| +10% | +$1.9M |
|
548
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.67B
| $23.3M | 0.02% |
280,455
+172,703
| +160% | +$14.8M |
|
549
CALL
TJX Companies
TJX
$139B
| $22.8M | 0.02% |
300,400
-172,000
| -36% | -$11.9M |
|
|
SPWR
550
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $22.8M | 0.02% |
1,092,400
+534,600
| +96% | +$14.5M |
|
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Parallax Volatility Advisers's Q4 2021 Portfolio in Review
As of Q4 2021, Parallax Volatility Advisers held 3,682 positions worth $111B, down 16% from $132B the previous quarter. Its ten largest holdings account for 39% of the portfolio.
Parallax Volatility Advisers's Q4 2021 filing shows 707 new, 846 increased, 1,199 reduced and 700 closed positions. Its largest new stake was Home Depot: 181,094 shares worth $75.2M. The largest sale was Microsoft, an estimated $570M.
By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.
- Parallax Volatility Advisers's largest Q4 2021 buy was Home Depot: 181,094 shares worth $75.2M.
- Parallax Volatility Advisers added most to Tesla in Q4 2021, an estimated $335M increase.
- Parallax Volatility Advisers's biggest Q4 2021 reduction was Microsoft, cutting an estimated $570M.
- Parallax Volatility Advisers fully exited Nike in Q4 2021, selling an estimated $221M.
- Parallax Volatility Advisers's ten largest holdings make up 39% of its $111B portfolio in Q4 2021.
- Parallax Volatility Advisers opened 707 new positions and closed 700 in Q4 2021.
- Parallax Volatility Advisers's portfolio value fell 16% quarter-over-quarter to $111B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.