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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 | |
|---|---|---|---|---|---|---|
826
PUT
Weibo
WB
$1.95B
| $3.92M | ﹤0.01% |
126,700
+63,600
| +101% | +$2.58M |
|
827
PUT
NCR Voyix
VYX
$1.14B
| $3.92M | ﹤0.01% |
158,762
+124,043
| +357% | +$3.15M |
|
828
PUT
Theravance Biopharma
TBPH
$877M
| $3.91M | ﹤0.01% |
354,000
| – | – |
|
829
CALL
Norfolk Southern
NSC
$75.1B
| $3.9M | ﹤0.01% |
13,100
-10,600
| -45% | -$2.96M |
|
|
LAC
830
PUT
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $3.9M | ﹤0.01% |
134,000
+113,100
| +541% | +$3.38M |
|
831
CALL
Harley-Davidson
HOG
$2.71B
| $3.88M | ﹤0.01% |
102,900
+2,600
| +3% | +$97K |
|
832
CALL
Roku
ROKU
$22.7B
| $3.84M | ﹤0.01% |
16,800
-33,700
| -67% | -$9.09M |
|
833
Scorpio Tankers
STNG
$3.81B
| $3.82M | ﹤0.01% |
298,063
+254,027
| +577% | +$3.92M |
|
834
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $3.79M | ﹤0.01% |
42,100
+22,600
| +116% | +$1.93M |
|
835
Take-Two Interactive
TTWO
$46.1B
| $3.79M | ﹤0.01% |
21,318
-44,789
| -68% | -$7.81M |
|
836
CALL
Mid-America Apartment Communities
MAA
$15.7B
| $3.79M | ﹤0.01% |
+16,500
| New | +$3.41M |
|
|
MIXT
837
PUT
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $3.78M | ﹤0.01% |
300,000
| – | – |
|
838
PUT
Ventas
VTR
$47.9B
| $3.78M | ﹤0.01% |
73,900
-6,500
| -8% | -$340K |
|
839
Synopsys
SNPS
$79.7B
| $3.77M | ﹤0.01% |
10,230
+6,014
| +143% | +$2.03M |
|
840
CALL
Vornado Realty Trust
VNO
$7.38B
| $3.77M | ﹤0.01% |
90,000
| – | – |
|
841
PUT
Stewart Information Services
STC
$2.08B
| $3.76M | ﹤0.01% |
+47,200
| New | +$3.47M |
|
842
CALL
NovoCure
NVCR
$1.91B
| $3.75M | ﹤0.01% |
50,000
-17,600
| -26% | -$1.77M |
|
843
CALL
Stellantis
STLA
$20.8B
| $3.73M | ﹤0.01% |
+199,000
| New | +$3.84M |
|
844
PUT
The GEO Group
GEO
$4.04B
| $3.73M | ﹤0.01% |
481,400
-100
| -0% | -$819 |
|
845
Suncor Energy
SU
$70.3B
| $3.73M | ﹤0.01% |
148,883
+48,764
| +49% | +$1.19M |
|
846
PUT
Matador Resources
MTDR
$6.09B
| $3.69M | ﹤0.01% |
100,000
-200
| -0.2% | -$8.18K |
|
847
Kyndryl
KD
$3.05B
| $3.69M | ﹤0.01% |
+203,789
| New | +$4.4M |
|
848
CALL
Upland Software
UPLD
$15.4M
| $3.68M | ﹤0.01% |
20,530
| – | – |
|
849
PUT
Shake Shack
SHAK
$2.87B
| $3.66M | ﹤0.01% |
50,800
-124,800
| -71% | -$9.49M |
|
850
CALL
uniQure
QURE
$3.22B
| $3.66M | ﹤0.01% |
176,300
| – | – |
|
Similar funds
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.