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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
DPZ icon
851
CALL
Domino's
DPZ
$10.6B
$10.3M 0.01%
18,300
-14,000
-43% -$7.12M
ICE icon
852
PUT
Intercontinental Exchange
ICE
$87.9B
$10.3M 0.01%
75,400
+900
+1% +$119K
STZ icon
853
PUT
Constellation Brands
STZ
$20.8B
$10.3M 0.01%
41,100
-87,000
-68% -$19.8M
CPRI icon
854
PUT
Capri Holdings
CPRI
$1.44B
$10.3M 0.01%
158,500
-265,000
-63% -$15.7M
EQT icon
855
CALL
EQT Corp
EQT
$34.2B
$10.3M 0.01%
470,400
+43,400
+10% +$908K
TAL icon
856
CALL
TAL Education Group
TAL
$6.35B
$10.2M 0.01%
2,603,200
-1,801,500
-41% -$8.14M
HES
857
PUT
DELISTED
Hess
HES
$10.2M 0.01%
138,200
-105,400
-43% -$8.55M
TSN icon
858
Tyson Foods
TSN
$18.2B
$10.2M 0.01%
117,313
+90,211
+333% +$7.42M
CFG icon
859
CALL
Citizens Financial Group
CFG
$29.2B
$10.2M 0.01%
216,000
+91,000
+73% +$4.38M
CAR icon
860
Avis
CAR
$4.69B
$10.2M 0.01%
49,063
-54,997
-53% -$12.2M
IWN icon
861
iShares Russell 2000 Value ETF
IWN
$14.3B
$10.1M 0.01%
61,091
+37,093
+155% +$6.18M
DXCM icon
862
CALL
DexCom
DXCM
$31.7B
$10.1M 0.01%
75,200
-4,400
-6% -$632K
STT icon
863
PUT
State Street
STT
$52.7B
$10.1M 0.01%
108,400
-10,900
-9% -$1.03M
PAGS icon
864
PUT
PagSeguro Digital
PAGS
$2.65B
$10.1M 0.01%
+384,100
New +$12.5M
ESI icon
865
PUT
Element Solutions
ESI
$8.72B
$10.1M 0.01%
+414,600
New +$9.79M
ESI icon
866
CALL
Element Solutions
ESI
$8.72B
$10.1M 0.01%
+414,400
New +$9.78M
CNH
867
CNH Industrial
CNH
$22.4B
$10M 0.01%
593,453
+144,903
+32% +$2.22M
ALGN icon
868
Align Technology
ALGN
$10.9B
$10M 0.01%
15,233
+547
+4% +$352K
AVLR
869
CALL
DELISTED
Avalara, Inc.
AVLR
$9.99M 0.01%
+77,400
New +$12.1M
SPG icon
870
PUT
Simon Property Group
SPG
$66.2B
$9.99M 0.01%
62,500
+10,500
+20% +$1.6M
S icon
871
PUT
SentinelOne
S
$6.77B
$9.95M 0.01%
197,000
+194,250
+7,064% +$11.4M
TMUS icon
872
PUT
T-Mobile US
TMUS
$190B
$9.92M 0.01%
85,500
+12,700
+17% +$1.49M
S icon
873
CALL
SentinelOne
S
$6.77B
$9.89M 0.01%
+195,900
New +$11.5M
SYK icon
874
CALL
Stryker
SYK
$106B
$9.84M 0.01%
+36,800
New +$9.66M
HOLX
875
PUT
DELISTED
Hologic
HOLX
$9.84M 0.01%
128,500
+85,900
+202% +$6.31M
33 34
35
36 37

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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.