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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 | |
|---|---|---|---|---|---|---|
1051
PUT
Waste Management
WM
$91B
| $2M | ﹤0.01% |
12,000
-11,900
| -50% | -$1.91M |
|
|
ROVR
1052
PUT
DELISTED
Rover Group, Inc. Class A Common Stock
ROVR
| $2M | ﹤0.01% |
205,000
| – | – |
|
1053
Vale
VALE
$62.6B
| $1.99M | ﹤0.01% |
142,031
+97,895
| +222% | +$1.3M |
|
|
LAC
1054
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $1.99M | ﹤0.01% |
+68,385
| New | +$2.05M |
|
|
OTLY
1055
PUT
Oatly Group
OTLY
$438M
| $1.99M | ﹤0.01% |
12,500
-1,000
| -7% | -$221K |
|
1056
CALL
Host Hotels & Resorts
HST
$16B
| $1.98M | ﹤0.01% |
113,700
+38,700
| +52% | +$653K |
|
1057
Arthur J. Gallagher & Co
AJG
$63.6B
| $1.96M | ﹤0.01% |
11,544
+9,700
| +526% | +$1.59M |
|
1058
CALL
Invesco
IVZ
$13.9B
| $1.96M | ﹤0.01% |
+85,000
| New | +$2.07M |
|
1059
CALL
iRhythm Holdings
IRTC
$4.2B
| $1.95M | ﹤0.01% |
16,600
-25,000
| -60% | -$2.29M |
|
1060
PUT
M&T Bank
MTB
$36.2B
| $1.95M | ﹤0.01% |
12,700
-8,700
| -41% | -$1.34M |
|
1061
CALL
PBF Energy
PBF
$7.31B
| $1.95M | ﹤0.01% |
150,000
-300
| -0.2% | -$4.16K |
|
1062
PUT
Viatris
VTRS
$18.9B
| $1.94M | ﹤0.01% |
143,164
-166,700
| -54% | -$2.23M |
|
|
OTLY
1063
Oatly Group
OTLY
$438M
| $1.94M | ﹤0.01% |
12,154
+4,915
| +68% | +$1.09M |
|
|
FMIVU
1064
DELISTED
Forum Merger IV Corporation Unit
FMIVU
| $1.93M | ﹤0.01% |
193,808
+176,743
| +1,036% | +$1.77M |
|
1065
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $1.93M | ﹤0.01% |
75,197
-234,600
| -76% | -$5.99M |
|
1066
PUT
Franco-Nevada
FNV
$46B
| $1.92M | ﹤0.01% |
+13,900
| New | +$1.92M |
|
1067
PUT
Invesco Mortgage Capital
IVR
$805M
| $1.92M | ﹤0.01% |
69,000
-19,000
| -22% | -$589K |
|
1068
PUT
Regency Centers
REG
$14.1B
| $1.89M | ﹤0.01% |
25,100
-100
| -0.4% | -$7.22K |
|
|
JKS
1069
JinkoSolar
JKS
$891M
| $1.89M | ﹤0.01% |
41,021
-26,195
| -39% | -$1.35M |
|
1070
PUT
Itaú Unibanco
ITUB
$87.5B
| $1.88M | ﹤0.01% |
566,500
-120,664
| -18% | -$435K |
|
1071
Willis Towers Watson
WTW
$32B
| $1.86M | ﹤0.01% |
7,854
+3,107
| +65% | +$735K |
|
|
GPACU
1072
DELISTED
Global Partner Acquisition Corp II Unit
GPACU
| $1.86M | ﹤0.01% |
188,989
+150,658
| +393% | +$1.49M |
|
|
HT
1073
CALL
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $1.83M | ﹤0.01% |
200,000
| – | – |
|
|
MNDT
1074
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.83M | ﹤0.01% |
+104,619
| New | +$1.84M |
|
1075
PUT
WIX.com
WIX
$2.52B
| $1.83M | ﹤0.01% |
+11,600
| New | +$2.01M |
|
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.