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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
GDS icon
801
CALL
GDS Holdings
GDS
$6.49B
$11.8M 0.01%
250,000
-99,100
-28% -$5.46M
VEEV icon
802
CALL
Veeva Systems
VEEV
$42.2B
$11.7M 0.01%
45,800
-51,000
-53% -$14.8M
GAP
803
PUT
The Gap Inc
GAP
$7.5B
$11.7M 0.01%
662,500
-1,035,300
-61% -$21.7M
ALB icon
804
PUT
Albemarle
ALB
$14.9B
$11.7M 0.01%
50,000
+38,400
+331% +$9.5M
YUM icon
805
PUT
Yum! Brands
YUM
$39.6B
$11.7M 0.01%
84,100
-7,100
-8% -$908K
GPN icon
806
Global Payments
GPN
$23B
$11.7M 0.01%
86,347
+86,345
+4,317,250% +$11.9M
FEZ icon
807
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$11.7M 0.01%
+250,000
New +$11.7M
CM icon
808
PUT
Canadian Imperial Bank of Commerce
CM
$104B
$11.7M 0.01%
200,000
– –
FUBO icon
809
CALL
FuboTV Inc
FUBO
$323M
$11.7M 0.01%
62,583
-8,917
-12% -$2.51M
WDC icon
810
Western Digital
WDC
$174B
$11.6M 0.01%
236,060
-572,756
-71% -$24.9M
FTCH
811
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$11.6M 0.01%
347,600
-69,500
-17% -$2.55M
VTRS icon
812
CALL
Viatris
VTRS
$19B
$11.6M 0.01%
858,028
+403,028
+89% +$5.38M
LH icon
813
Labcorp
LH
$26B
$11.6M 0.01%
+43,007
New +$10.6M
CAT icon
814
Caterpillar
CAT
$375B
$11.6M 0.01%
+56,140
New +$11.3M
THC icon
815
Tenet Healthcare
THC
$21.7B
$11.6M 0.01%
141,922
-92,918
-40% -$6.79M
VTI icon
816
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$686B
$11.6M 0.01%
48,000
-52,600
-52% -$12.4M
NOC icon
817
CALL
Northrop Grumman
NOC
$73.2B
$11.6M 0.01%
29,900
-1,100
-4% -$410K
BBBY
818
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$11.6M 0.01%
793,800
-163,300
-17% -$2.85M
ON icon
819
PUT
ON Semiconductor
ON
$27.6B
$11.5M 0.01%
169,000
-506,300
-75% -$28.7M
EPAM icon
820
CALL
EPAM Systems
EPAM
$5.92B
$11.4M 0.01%
+17,100
New +$11M
RSP icon
821
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
$11.4M 0.01%
70,000
– –
EA
822
DELISTED
Electronic Arts
EA
$11.4M 0.01%
86,055
+86,041
+614,579% +$11.6M
CLX icon
823
PUT
Clorox
CLX
$10.8B
$11.3M 0.01%
65,100
-41,400
-39% -$6.9M
SABR icon
824
CALL
Sabre
SABR
$864M
$11.3M 0.01%
1,313,500
-1,520,900
-54% -$14.6M
DG icon
825
PUT
Dollar General
DG
$27.5B
$11.3M 0.01%
47,800
+31,200
+188% +$6.89M
31 32
33
34 35

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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.