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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
+7.45%
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
$85.9B
AUM Growth
-$18B
(-17%)
Cap. Flow
-$25.5B
Cap. Flow
% of AUM
-29.64%
Top 10 Holdings %
Top 10 Hldgs %
50.47%
Holding
2,505
New
479
Increased
549
Reduced
832
Closed
483
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$335M |
| 2 |
NVIDIA
NVDA
|
+$117M |
| 3 |
Teladoc Health
TDOC
|
+$95.6M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$80.7M |
| 5 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$76.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$268M |
| 3 |
Nike
NKE
|
+$221M |
| 4 |
Uber
UBER
|
+$107M |
| 5 |
Peloton Interactive
PTON
|
+$91.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.66% |
| 2 | Consumer Discretionary | 0.93% |
| 3 | Communication Services | 0.6% |
| 4 | Financials | 0.35% |
| 5 | Healthcare | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
PUT
Wolfspeed
WOLF
$1.67B
| $30.5M | 0.04% |
+272,900
| New | +$30.4M |
|
327
PUT
Nucor
NUE
$61.8B
| $30.5M | 0.04% |
266,900
-77,600
| -23% | -$8.48M |
|
328
CALL
Shopify
SHOP
$193B
| $30.4M | 0.04% |
221,000
+63,000
| +40% | +$9.21M |
|
329
PUT
KraneShares CSI China Internet ETF
KWEB
$5.66B
| $29.8M | 0.03% |
816,000
-1,480,200
| -64% | -$68.1M |
|
330
PUT
Valero Energy
VLO
$86.1B
| $29.7M | 0.03% |
395,700
-330,800
| -46% | -$24.6M |
|
331
PUT
Palantir
PLTR
$410B
| $29.6M | 0.03% |
1,626,300
+246,600
| +18% | +$5.45M |
|
332
PUT
iShares Global Clean Energy ETF
ICLN
$2.4B
| $29.5M | 0.03% |
1,395,300
-250,100
| -15% | -$5.75M |
|
333
Novavax
NVAX
$1.32B
| $29.3M | 0.03% |
204,933
+140,213
| +217% | +$24.1M |
|
334
CALL
Intercontinental Exchange
ICE
$85B
| $29M | 0.03% |
212,200
+125,000
| +143% | +$16.6M |
|
335
PUT
Verizon
VZ
$195B
| $29M | 0.03% |
558,100
+209,600
| +60% | +$10.9M |
|
336
PUT
Merck
MRK
$317B
| $28.6M | 0.03% |
373,300
-208,200
| -36% | -$16.6M |
|
|
SPR
337
PUT
DELISTED
Spirit AeroSystems
SPR
| $28.6M | 0.03% |
663,100
+10,100
| +2% | +$433K |
|
338
PUT
MGM Resorts International
MGM
$11.2B
| $28.3M | 0.03% |
631,700
-572,700
| -48% | -$25.7M |
|
339
PUT
Mattel
MAT
$4.22B
| $28.1M | 0.03% |
1,303,300
+500,100
| +62% | +$10.5M |
|
340
Intuitive Surgical
ISRG
$133B
| $28.1M | 0.03% |
78,150
-5,583
| -7% | -$1.92M |
|
341
Goldman Sachs
GS
$302B
| $28.1M | 0.03% |
73,363
+20,813
| +40% | +$8.24M |
|
342
Unity
U
$18.6B
| $28M | 0.03% |
+196,086
| New | +$30M |
|
343
Upstart Holdings
UPST
$2.97B
| $28M | 0.03% |
+185,042
| New | +$46.2M |
|
344
PUT
S&P Global
SPGI
$120B
| $27.8M | 0.03% |
59,000
+10,400
| +21% | +$4.76M |
|
|
345
CALL
Novavax
NVAX
$1.32B
| $27.6M | 0.03% |
193,100
+85,600
| +80% | +$14.7M |
|
346
Moderna
MRNA
$23.3B
| $27.4M | 0.03% |
107,898
+107,870
| +385,250% | +$31.5M |
|
347
PUT
Microchip Technology
MCHP
$46.5B
| $27.4M | 0.03% |
314,400
-75,800
| -19% | -$6.13M |
|
348
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $27.3M | 0.03% |
250,200
-372,800
| -60% | -$40.7M |
|
349
PUT
lululemon athletica
LULU
$14.5B
| $27.2M | 0.03% |
69,500
-45,800
| -40% | -$19.6M |
|
|
XLNX
350
DELISTED
Xilinx Inc
XLNX
| $26.6M | 0.03% |
125,518
-214,429
| -63% | -$42.3M |
|
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Parallax Volatility Advisers's Q4 2021 Portfolio in Review
As of Q4 2021, Parallax Volatility Advisers held 2,505 positions worth $85.9B, down 17% from $104B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers withdrew a net $25.5B in Q4 2021, closing 483 positions and reducing 832 holdings. Its most notable exit was Nike, an estimated $221M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, down from 2% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in Home Depot worth $75.2M.
- 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 50% of its $85.9B portfolio in Q4 2021.
- Parallax Volatility Advisers opened 479 new positions and closed 483 in Q4 2021.
- Parallax Volatility Advisers's portfolio value fell 17% quarter-over-quarter to $85.9B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.