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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 | |
|---|---|---|---|---|---|---|
626
Vanguard S&P 500 ETF
VOO
$1.01T
| $8.23M | 0.01% |
18,862
-12,254
| -39% | -$5.17M |
|
627
PUT
PVH
PVH
$4.04B
| $8.21M | 0.01% |
77,000
-152,600
| -66% | -$16.7M |
|
628
CALL
Opendoor
OPEN
$3.38B
| $8.2M | 0.01% |
580,113
+251,720
| +77% | +$4.65M |
|
629
CALL
Mohawk Industries
MHK
$9.22B
| $8.2M | 0.01% |
45,000
| – | – |
|
630
PUT
Medtronic
MDT
$112B
| $8.19M | 0.01% |
79,200
-107,100
| -57% | -$12.4M |
|
631
CALL
FIVE9
FIVN
$2.54B
| $8.16M | 0.01% |
59,400
-94,700
| -61% | -$14M |
|
632
CALL
TotalEnergies
TTE
$190B
| $8.15M | 0.01% |
164,800
+69,500
| +73% | +$3.46M |
|
633
TJX Companies
TJX
$178B
| $8.14M | 0.01% |
107,164
-7,031
| -6% | -$488K |
|
634
Tencent Music
TME
$15.6B
| $8.12M | 0.01% |
1,185,249
-1,358,314
| -53% | -$10M |
|
635
CALL
Ross Stores
ROST
$81.9B
| $8.11M | 0.01% |
71,000
+800
| +1% | +$89.5K |
|
636
CALL
Planet Fitness
PLNT
$3.78B
| $8.02M | 0.01% |
88,500
-15,100
| -15% | -$1.29M |
|
637
PUT
Vipshop
VIPS
$7.53B
| $8M | 0.01% |
952,100
+458,700
| +93% | +$4.8M |
|
638
PUT
TripAdvisor
TRIP
$1.26B
| $8M | 0.01% |
293,200
-260,100
| -47% | -$7.97M |
|
|
GAP
639
CALL
The Gap Inc
GAP
$7.37B
| $7.98M | 0.01% |
451,900
-297,000
| -40% | -$6.22M |
|
640
Wolfspeed
WOLF
$1.71B
| $7.97M | 0.01% |
+71,337
| New | +$7.95M |
|
|
JNPR
641
PUT
DELISTED
Juniper Networks
JNPR
| $7.97M | 0.01% |
223,200
-10,500
| -4% | -$328K |
|
642
CALL
Fastly Inc
FSLY
$3.66B
| $7.95M | 0.01% |
224,200
+192,600
| +609% | +$8.37M |
|
643
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $7.91M | 0.01% |
145,000
+45,000
| +45% | +$2.49M |
|
644
CALL
Kinder Morgan
KMI
$68.7B
| $7.89M | 0.01% |
497,500
+42,600
| +9% | +$709K |
|
645
CALL
Entegris
ENTG
$23.2B
| $7.87M | 0.01% |
+56,800
| New | +$7.94M |
|
646
CALL
Murphy Oil
MUR
$4.78B
| $7.83M | 0.01% |
300,000
+75,000
| +33% | +$2.07M |
|
647
CALL
iShares MSCI South Korea ETF
EWY
$24.1B
| $7.81M | 0.01% |
100,300
+300
| +0.3% | +$23.7K |
|
648
CALL
Hartford Financial Services
HIG
$39.3B
| $7.81M | 0.01% |
113,100
+100,700
| +812% | +$7.1M |
|
649
CALL
Xcel Energy
XEL
$48.8B
| $7.78M | 0.01% |
114,900
+20,000
| +21% | +$1.3M |
|
650
Royal Bank of Canada
RY
$293B
| $7.71M | 0.01% |
72,646
-183,011
| -72% | -$19M |
|
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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.