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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 | |
|---|---|---|---|---|---|---|
401
PUT
Louisiana-Pacific
LPX
$5.49B
| $19.7M | 0.02% |
251,200
-190,500
| -43% | -$13.1M |
|
402
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $19.5M | 0.02% |
53,709
+53,708
| +5,370,800% | +$19.1M |
|
403
CALL
Valero Energy
VLO
$85.9B
| $19.5M | 0.02% |
259,700
-169,600
| -40% | -$12.6M |
|
404
PUT
Lucid Motors
LCID
$2.77B
| $19.4M | 0.02% |
50,980
+47,620
| +1,417% | +$18M |
|
405
CALL
Home Depot
HD
$355B
| $19.3M | 0.02% |
46,600
-46,500
| -50% | -$17.7M |
|
406
CALL
The Mosaic Company
MOS
$7.33B
| $19.3M | 0.02% |
490,800
+250,000
| +104% | +$9.57M |
|
|
COOP
407
CALL
DELISTED
Mr. Cooper
COOP
| $19.3M | 0.02% |
463,300
-4,400
| -0.9% | -$185K |
|
408
PUT
iShares MSCI Canada ETF
EWC
$6.33B
| $19.2M | 0.02% |
500,000
| – | – |
|
409
CALL
Old National Bancorp
ONB
$10.2B
| $19.2M | 0.02% |
1,060,000
-120,000
| -10% | -$2.13M |
|
410
PUT
Spotify
SPOT
$100B
| $19.2M | 0.02% |
82,000
-72,600
| -47% | -$18.2M |
|
411
Royal Caribbean
RCL
$85.6B
| $19M | 0.02% |
246,566
+102,825
| +72% | +$8.35M |
|
412
PUT
KB Home
KBH
$3.59B
| $18.8M | 0.02% |
+420,400
| New | +$17.6M |
|
413
CALL
Macy's
M
$6.68B
| $18.8M | 0.02% |
718,100
-157,100
| -18% | -$4.28M |
|
414
CALL
Phillips 66
PSX
$81.4B
| $18.6M | 0.02% |
257,200
-24,600
| -9% | -$1.86M |
|
415
PUT
RTX Corp
RTX
$301B
| $18.5M | 0.02% |
214,600
-426,700
| -67% | -$37.2M |
|
416
CALL
GXO Logistics
GXO
$5.55B
| $18.3M | 0.02% |
201,600
+152,900
| +314% | +$13.7M |
|
|
417
Uber
UBER
$153B
| $18.2M | 0.02% |
434,562
-2,492,688
| -85% | -$107M |
|
418
CALL
SiriusXM
SIRI
$10.1B
| $18.2M | 0.02% |
286,930
-30
| -0% | -$1.88K |
|
419
CALL
Illinois Tool Works
ITW
$85.3B
| $18.1M | 0.02% |
73,500
+43,100
| +142% | +$10M |
|
420
PUT
Fastly Inc
FSLY
$3.66B
| $18.1M | 0.02% |
510,400
+60,000
| +13% | +$2.61M |
|
421
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $18M | 0.02% |
397,000
+32,800
| +9% | +$1.42M |
|
|
SIVB
422
PUT
DELISTED
SVB Financial Group
SIVB
| $17.8M | 0.02% |
26,200
+7,800
| +42% | +$5.49M |
|
|
SPWR
423
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $17.7M | 0.02% |
849,500
+550,900
| +184% | +$14.9M |
|
424
CALL
Wynn Resorts
WYNN
$10.6B
| $17.7M | 0.02% |
208,200
-206,100
| -50% | -$18.3M |
|
425
PUT
Tyson Foods
TSN
$20.4B
| $17.6M | 0.02% |
201,400
+100,600
| +100% | +$8.27M |
|
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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.