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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
SENS icon
1926
CALL
Senseonics Holdings Inc
SENS
$461M
$905K ﹤0.01%
16,965
-570
-3% -$37K
FRBNU
1927
DELISTED
Forbion European Acquisition Corp. Unit
FRBNU
$904K ﹤0.01%
+88,863
New +$890K
WPM icon
1928
PUT
Wheaton Precious Metals
WPM
$71.2B
$896K ﹤0.01%
20,900
+4,100
+24% +$169K
TGH
1929
PUT
DELISTED
Textainer Group Holdings limited
TGH
$893K ﹤0.01%
+25,000
New +$906K
ASZ
1930
DELISTED
Austerlitz Acquisition Corporation II
ASZ
$892K ﹤0.01%
+91,799
New +$898K
AGEN
1931
CALL
Agenus
AGEN
$309M
$886K ﹤0.01%
14,011
– –
AVB
1932
PUT
DELISTED
AvalonBay Communities
AVB
$885K ﹤0.01%
3,500
-8,400
-71% -$2M
EAT icon
1933
CALL
Brinker International
EAT
$8.99B
$882K ﹤0.01%
24,100
+17,400
+260% +$719K
CPAY icon
1934
Corpay
CPAY
$26.7B
$880K ﹤0.01%
3,930
-3,819
-49% -$912K
MLM icon
1935
Martin Marietta Materials
MLM
$35.7B
$875K ﹤0.01%
1,986
-2,990
-60% -$1.21M
ANF icon
1936
CALL
Abercrombie & Fitch
ANF
$6.45B
$874K ﹤0.01%
+25,100
New +$980K
SFIX
1937
CALL
Stitch Fix
SFIX
$386M
$871K ﹤0.01%
46,000
-46,500
-50% -$1.33M
TSP
1938
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$871K ﹤0.01%
+24,200
New +$901K
MQ icon
1939
Marqeta
MQ
$1.66B
$870K ﹤0.01%
+12,662
New +$1.13M
TSP
1940
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$864K ﹤0.01%
+24,092
New +$897K
NOVA
1941
DELISTED
Sunnova Energy
NOVA
$863K ﹤0.01%
+30,897
New +$1.11M
KL
1942
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$863K ﹤0.01%
20,575
-1,705
-8% -$71.9K
ABMD
1943
PUT
DELISTED
Abiomed Inc
ABMD
$862K ﹤0.01%
2,400
-1,300
-35% -$439K
LYB icon
1944
LyondellBasell Industries
LYB
$20.8B
$861K ﹤0.01%
+9,330
New +$866K
ERII icon
1945
CALL
Energy Recovery
ERII
$377M
$860K ﹤0.01%
40,000
-67,500
-63% -$1.41M
HLAHU
1946
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Unit
HLAHU
$860K ﹤0.01%
+86,459
New +$862K
QNCX icon
1947
PUT
Quince Therapeutics
QNCX
$30.8M
$855K ﹤0.01%
+338
New +$2.06M
UPWK icon
1948
CALL
Upwork
UPWK
$1.03B
$853K ﹤0.01%
25,000
-36,900
-60% -$1.63M
VRA icon
1949
CALL
Vera Bradley
VRA
$87.6M
$851K ﹤0.01%
100,000
– –
RL icon
1950
PUT
Ralph Lauren
RL
$20B
$845K ﹤0.01%
7,100
-1,600
-18% -$192K
76 77
78
79 80

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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.