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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 | |
|---|---|---|---|---|---|---|
|
WNS
926
CALL
DELISTED
WNS Holdings
WNS
| $8.68M | 0.01% |
+98,400
| New | +$8.45M |
|
927
PUT
Sunrun
RUN
$2.12B
| $8.61M | 0.01% |
251,000
-197,400
| -44% | -$9.24M |
|
928
CALL
Gen Digital
GEN
$17.8B
| $8.6M | 0.01% |
331,100
-100
| -0% | -$2.53K |
|
929
Xerox
XRX
$412M
| $8.58M | 0.01% |
378,934
-51,034
| -12% | -$1.04M |
|
930
PUT
Elevance Health
ELV
$86.1B
| $8.57M | 0.01% |
18,500
-22,100
| -54% | -$9.3M |
|
931
PUT
Petrobras
PBR
$135B
| $8.54M | 0.01% |
777,500
+75,300
| +11% | +$795K |
|
|
BRSL
932
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $8.54M | 0.01% |
295,200
-187,000
| -39% | -$5.29M |
|
933
PUT
Crown Castle
CCI
$32B
| $8.46M | 0.01% |
40,500
+1,100
| +3% | +$203K |
|
934
CALL
Spotify
SPOT
$108B
| $8.42M | 0.01% |
36,000
-22,600
| -39% | -$5.65M |
|
935
PUT
CRISPR Therapeutics
CRSP
$5.17B
| $8.41M | 0.01% |
111,000
-102,400
| -48% | -$8.95M |
|
936
Opendoor
OPEN
$2.91B
| $8.41M | 0.01% |
+594,820
| New | +$11M |
|
937
PUT
Novartis
NVS
$261B
| $8.38M | 0.01% |
95,800
+80,000
| +506% | +$6.64M |
|
938
PUT
FIVE9
FIVN
$2.27B
| $8.36M | 0.01% |
+60,900
| New | +$9.01M |
|
939
PUT
iQIYI
IQ
$901M
| $8.34M | 0.01% |
1,829,700
+12,800
| +0.7% | +$90.6K |
|
940
PUT
Mohawk Industries
MHK
$8.67B
| $8.33M | 0.01% |
45,700
-400
| -0.9% | -$71.4K |
|
|
ZNGA
941
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $8.29M | 0.01% |
1,296,000
+875,200
| +208% | +$6.04M |
|
942
CALL
Ally Financial
ALLY
$12.7B
| $8.29M | 0.01% |
174,100
-185,700
| -52% | -$9.19M |
|
|
XLNX
943
CALL
DELISTED
Xilinx Inc
XLNX
| $8.29M | 0.01% |
39,100
+12,700
| +48% | +$2.5M |
|
944
PUT
American Homes 4 Rent
AMH
$11.6B
| $8.29M | 0.01% |
190,000
| – | – |
|
945
BioNTech
BNTX
$24.7B
| $8.27M | 0.01% |
32,062
-6,566
| -17% | -$1.8M |
|
946
Vanguard S&P 500 ETF
VOO
$1.04T
| $8.23M | 0.01% |
18,862
-12,254
| -39% | -$5.17M |
|
947
PUT
PVH
PVH
$3.16B
| $8.21M | 0.01% |
77,000
-152,600
| -66% | -$16.7M |
|
|
948
CALL
Opendoor
OPEN
$2.91B
| $8.2M | 0.01% |
580,113
+251,720
| +77% | +$4.65M |
|
|
949
CALL
Mohawk Industries
MHK
$8.67B
| $8.2M | 0.01% |
45,000
| – | – |
|
950
PUT
ArcelorMittal
MT
$58B
| $8.2M | 0.01% |
257,400
+28,400
| +12% | +$880K |
|
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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.