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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 | |
|---|---|---|---|---|---|---|
376
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $22.4M | 0.03% |
192,800
+41,700
| +28% | +$4.57M |
|
377
CALL
Plug Power
PLUG
$3.06B
| $22.3M | 0.03% |
788,300
-398,900
| -34% | -$13.8M |
|
378
PUT
TC Energy
TRP
$65.9B
| $22.1M | 0.03% |
475,000
| – | – |
|
|
ZNGA
379
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $22.1M | 0.03% |
3,452,000
+322,500
| +10% | +$2.22M |
|
380
CALL
Lucid Motors
LCID
$2.76B
| $22M | 0.03% |
57,800
+42,900
| +288% | +$16.2M |
|
381
CALL
KLA
KLAC
$259B
| $21.9M | 0.03% |
509,000
-52,000
| -9% | -$2.01M |
|
382
CALL
ServiceNow
NOW
$129B
| $21.9M | 0.03% |
168,500
-11,000
| -6% | -$1.44M |
|
383
CALL
VanEck Gold Miners ETF
GDX
$27.4B
| $21.8M | 0.03% |
681,800
-1,069,000
| -61% | -$34.1M |
|
384
CALL
Invitation Homes
INVH
$18.1B
| $21.7M | 0.03% |
+477,700
| New | +$19.7M |
|
385
PUT
Hilton Worldwide
HLT
$71.4B
| $21.4M | 0.03% |
137,500
-276,100
| -67% | -$39.8M |
|
|
TBCH
386
CALL
Turtle Beach Corp
TBCH
$277M
| $21.3M | 0.02% |
955,700
+440,500
| +86% | +$11.9M |
|
387
Expedia Group
EXPE
$37.3B
| $21.3M | 0.02% |
117,687
-316,924
| -73% | -$53.9M |
|
388
Lennar Class A
LEN
$21.2B
| $21M | 0.02% |
+186,779
| New | +$19.1M |
|
389
PUT
Kohl's
KSS
$2.2B
| $20.8M | 0.02% |
420,500
-405,200
| -49% | -$20.7M |
|
390
CALL
Pinterest
PINS
$13.5B
| $20.5M | 0.02% |
564,700
-2,766,300
| -83% | -$123M |
|
|
PXD
391
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $20.5M | 0.02% |
112,700
+22,600
| +25% | +$4.16M |
|
392
PUT
VanEck Oil Services ETF
OIH
$1.92B
| $20.5M | 0.02% |
110,900
+7,900
| +8% | +$1.59M |
|
393
PUT
Marathon Petroleum
MPC
$83.4B
| $20.5M | 0.02% |
320,000
-508,200
| -61% | -$32.7M |
|
394
PUT
HubSpot
HUBS
$10.5B
| $20.4M | 0.02% |
+31,000
| New | +$23.5M |
|
395
CALL
Kroger
KR
$34.7B
| $20.4M | 0.02% |
450,400
+238,300
| +112% | +$10M |
|
|
RDFN
396
PUT
DELISTED
Redfin
RDFN
| $20.3M | 0.02% |
529,500
+35,500
| +7% | +$1.61M |
|
|
SI
397
PUT
DELISTED
Silvergate Capital Corporation
SI
| $20.2M | 0.02% |
136,400
+64,500
| +90% | +$11M |
|
398
PUT
Opendoor
OPEN
$3.38B
| $20.1M | 0.02% |
1,419,800
+1,125,300
| +382% | +$20.8M |
|
399
CALL
Invesco Solar ETF
TAN
$1.49B
| $20M | 0.02% |
260,200
-304,900
| -54% | -$26.7M |
|
400
CALL
Petrobras
PBR
$116B
| $19.9M | 0.02% |
1,808,300
-1,394,900
| -44% | -$14.7M |
|
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HF
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.