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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.93%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$111B
AUM Growth
-$21.3B
Cap. Flow
-$1.87B
Cap. Flow %
-1.69%
Top 10 Hldgs %
39.38%
Holding
3,682
New
707
Increased
846
Reduced
1,199
Closed
700

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$335M
2
CI icon
Cigna
CI
+$120M
3
NVDA icon
NVIDIA
NVDA
+$117M
4
TDOC icon
Teladoc Health
TDOC
+$95.6M
5
XYZ
Block Inc
XYZ
+$81.7M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$570M
2
META icon
Meta Platforms (Facebook)
META
+$268M
3
NKE icon
Nike
NKE
+$221M
4
ADBE icon
Adobe
ADBE
+$177M
5
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$131M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.04%
2 Technology 2.05%
3 Consumer Discretionary 1.1%
4 Communication Services 0.86%
5 Healthcare 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALT icon
2926
PUT
Altimmune
ALT
$654M
– –
-68,900
Closed -$779K
AME icon
2927
CALL
Ametek
AME
$54.5B
– –
-50,000
Closed -$6.2M
AMRN
2928
CALL
Amarin Corp
AMRN
$301M
– –
-3,445
Closed -$352K
AMRC icon
2929
Ameresco
AMRC
$1.27B
– –
-4,023
Closed -$235K
AMWL icon
2930
American Well
AMWL
$227M
– –
-4,958
Closed -$756K
AMWL icon
2931
PUT
American Well
AMWL
$227M
– –
-7,505
Closed -$1.37M
ANGI icon
2932
CALL
Angi Inc
ANGI
$191M
– –
-10,010
Closed -$1.24M
AOS icon
2933
A.O. Smith
AOS
$7.99B
– –
-953
Closed -$58K
AOS icon
2934
PUT
A.O. Smith
AOS
$7.99B
– –
-4,000
Closed -$244K
AOUT icon
2935
American Outdoor Brands
AOUT
$186M
– –
-39,284
Closed -$965K
AOUT icon
2936
PUT
American Outdoor Brands
AOUT
$186M
– –
-80,000
Closed -$1.97M
APD icon
2937
Air Products & Chemicals
APD
$66.3B
– –
-18,945
Closed -$5.56M
APLE icon
2938
CALL
Apple Hospitality REIT
APLE
$3.6B
– –
-300
Closed -$5K
APLE icon
2939
Apple Hospitality REIT
APLE
$3.6B
– –
-53,312
Closed -$839K
APLE icon
2940
PUT
Apple Hospitality REIT
APLE
$3.6B
– –
-60,300
Closed -$949K
APO icon
2941
CALL
Apollo Global Management
APO
$77.8B
– –
-39,900
Closed -$2.46M
APO icon
2942
PUT
Apollo Global Management
APO
$77.8B
– –
-46,400
Closed -$2.85M
ARGX icon
2943
CALL
argenx
ARGX
$63B
– –
-31,500
Closed -$9.51M
ARR
2944
Armour Residential REIT
ARR
$2.3B
– –
-78
Closed -$4.04K
ASAN icon
2945
Asana
ASAN
$2.01B
– –
-32,402
Closed -$3.43M
ASB icon
2946
PUT
Associated Banc-Corp
ASB
$5.76B
– –
-800
Closed -$17K
ATEX icon
2947
Anterix
ATEX
$1.68B
– –
-3,728
Closed -$226K
ATER icon
2948
CALL
Aterian
ATER
$13.1M
– –
-683
Closed -$88K
ATER icon
2949
Aterian
ATER
$13.1M
– –
-31
Closed -$4K
ATER icon
2950
PUT
Aterian
ATER
$13.1M
– –
-675
Closed -$87K
116 117
118
119 120

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Parallax Volatility Advisers's Q4 2021 Portfolio in Review

As of Q4 2021, Parallax Volatility Advisers held 3,682 positions worth $111B, down 16% from $132B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Parallax Volatility Advisers's Q4 2021 filing shows 707 new, 846 increased, 1,199 reduced and 700 closed positions. Its largest new stake was Home Depot: 181,094 shares worth $75.2M. The largest sale was Microsoft, an estimated $570M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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 39% of its $111B portfolio in Q4 2021.
  • Parallax Volatility Advisers opened 707 new positions and closed 700 in Q4 2021.
  • Parallax Volatility Advisers's portfolio value fell 16% quarter-over-quarter to $111B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.