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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 | |
|---|---|---|---|---|---|---|
526
PUT
Yeti Holdings
YETI
$3.95B
| $12.2M | 0.01% |
147,400
+120,200
| +442% | +$11M |
|
527
PUT
KeyCorp
KEY
$24.4B
| $12.2M | 0.01% |
525,900
| – | – |
|
528
Novartis
NVS
$297B
| $12.2M | 0.01% |
138,997
+135,356
| +3,718% | +$11.2M |
|
529
PUT
ZTO Express
ZTO
$17.9B
| $12M | 0.01% |
425,000
-115,000
| -21% | -$3.43M |
|
530
CALL
SoFi Technologies
SOFI
$23.7B
| $11.9M | 0.01% |
750,200
+38,600
| +5% | +$708K |
|
531
CALL
GDS Holdings
GDS
$6.41B
| $11.8M | 0.01% |
250,000
-99,100
| -28% | -$5.46M |
|
532
CALL
Veeva Systems
VEEV
$37.4B
| $11.7M | 0.01% |
45,800
-51,000
| -53% | -$14.8M |
|
|
GAP
533
PUT
The Gap Inc
GAP
$7.37B
| $11.7M | 0.01% |
662,500
-1,035,300
| -61% | -$21.7M |
|
534
PUT
Yum! Brands
YUM
$41.1B
| $11.7M | 0.01% |
84,100
-7,100
| -8% | -$908K |
|
535
Global Payments
GPN
$22.8B
| $11.7M | 0.01% |
86,347
+86,345
| +4,317,250% | +$11.9M |
|
536
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $11.7M | 0.01% |
+250,000
| New | +$11.7M |
|
537
CALL
FuboTV Inc
FUBO
$273M
| $11.7M | 0.01% |
62,583
-8,917
| -12% | -$2.51M |
|
538
Western Digital
WDC
$150B
| $11.6M | 0.01% |
236,060
-572,756
| -71% | -$24.9M |
|
|
FTCH
539
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $11.6M | 0.01% |
347,600
-69,500
| -17% | -$2.55M |
|
540
CALL
Viatris
VTRS
$18.9B
| $11.6M | 0.01% |
858,028
+403,028
| +89% | +$5.38M |
|
541
Labcorp
LH
$25.9B
| $11.6M | 0.01% |
+43,007
| New | +$10.6M |
|
542
Tenet Healthcare
THC
$21.1B
| $11.6M | 0.01% |
141,922
-92,918
| -40% | -$6.79M |
|
543
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
| $11.6M | 0.01% |
48,000
-52,600
| -52% | -$12.4M |
|
544
CALL
Northrop Grumman
NOC
$81.2B
| $11.6M | 0.01% |
29,900
-1,100
| -4% | -$410K |
|
545
PUT
ON Semiconductor
ON
$31.6B
| $11.5M | 0.01% |
169,000
-506,300
| -75% | -$28.7M |
|
546
CALL
EPAM Systems
EPAM
$5.03B
| $11.4M | 0.01% |
+17,100
| New | +$11M |
|
547
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $11.4M | 0.01% |
70,000
| – | – |
|
548
CALL
Sabre
SABR
$835M
| $11.3M | 0.01% |
1,313,500
-1,520,900
| -54% | -$14.6M |
|
549
CALL
United States Natural Gas Fund
UNG
$455M
| $11.2M | 0.01% |
225,150
+99,600
| +79% | +$6.48M |
|
550
Halliburton
HAL
$26.6B
| $11M | 0.01% |
482,134
+406,864
| +541% | +$9.63M |
|
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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.