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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 | |
|---|---|---|---|---|---|---|
801
PUT
Onto Innovation
ONTO
$15.3B
| $4.3M | 0.01% |
+42,500
| New | +$3.67M |
|
802
PUT
Paychex
PAYX
$42.7B
| $4.3M | 0.01% |
31,500
+3,200
| +11% | +$396K |
|
|
EXAS
803
PUT
DELISTED
Exact Sciences
EXAS
| $4.28M | 0.01% |
55,000
-32,600
| -37% | -$2.88M |
|
804
PUT
Trupanion
TRUP
$1.18B
| $4.22M | ﹤0.01% |
+32,000
| New | +$3.73M |
|
|
SIVB
805
CALL
DELISTED
SVB Financial Group
SIVB
| $4.21M | ﹤0.01% |
6,200
+6,100
| +6,100% | +$4.3M |
|
|
WBA
806
DELISTED
Walgreens Boots Alliance
WBA
| $4.14M | ﹤0.01% |
79,396
-246,848
| -76% | -$12M |
|
|
LAC
807
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $4.13M | ﹤0.01% |
141,700
-582,900
| -80% | -$17.4M |
|
808
CALL
Magnolia Oil & Gas
MGY
$5.94B
| $4.11M | ﹤0.01% |
217,600
+74,900
| +52% | +$1.49M |
|
809
PUT
Parker-Hannifin
PH
$135B
| $4.1M | ﹤0.01% |
12,900
+11,800
| +1,073% | +$3.65M |
|
810
Procter & Gamble
PG
$339B
| $4.09M | ﹤0.01% |
25,007
+11,822
| +90% | +$1.76M |
|
811
PUT
Global X FinTech ETF
FINX
$170M
| $4.08M | ﹤0.01% |
+102,000
| New | +$4.83M |
|
812
New Oriental
EDU
$8.98B
| $4.04M | ﹤0.01% |
192,387
+3,943
| +2% | +$85.1K |
|
813
PUT
iShares MSCI Chile ETF
ECH
$1.06B
| $4.04M | ﹤0.01% |
+174,800
| New | +$4.36M |
|
814
PUT
XP
XP
$8.39B
| $4.03M | ﹤0.01% |
140,400
-19,600
| -12% | -$638K |
|
815
CALL
GoPro
GPRO
$126M
| $4M | ﹤0.01% |
388,500
-16,900
| -4% | -$168K |
|
816
PUT
Teradyne
TER
$59.3B
| $4M | ﹤0.01% |
24,500
-2,600
| -10% | -$366K |
|
817
PUT
Harley-Davidson
HOG
$2.71B
| $3.99M | ﹤0.01% |
105,900
-111,300
| -51% | -$4.15M |
|
|
JKS
818
CALL
JinkoSolar
JKS
$891M
| $3.98M | ﹤0.01% |
86,600
+29,600
| +52% | +$1.53M |
|
819
PUT
T. Rowe Price
TROW
$24.3B
| $3.97M | ﹤0.01% |
20,200
+2,000
| +11% | +$406K |
|
820
PUT
Mondelez International
MDLZ
$79.9B
| $3.97M | ﹤0.01% |
59,800
-7,900
| -12% | -$487K |
|
|
FITB
821
CALL
Fifth Third Bancorp
FITB
$51.8B
| $3.96M | ﹤0.01% |
+91,000
| New | +$3.98M |
|
822
United Natural Foods
UNFI
$2.85B
| $3.96M | ﹤0.01% |
+80,677
| New | +$3.9M |
|
823
CALL
Fastenal
FAST
$59.5B
| $3.96M | ﹤0.01% |
123,600
-218,800
| -64% | -$6.45M |
|
824
PUT
Manulife Financial
MFC
$73.5B
| $3.94M | ﹤0.01% |
+206,500
| New | +$4M |
|
825
KLA
KLAC
$259B
| $3.93M | ﹤0.01% |
91,470
-253,340
| -73% | -$9.78M |
|
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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.