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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
SNAP icon
251
CALL
Snap
SNAP
$9.18B
$68.9M 0.06%
1,464,400
+466,400
+47% +$26.2M
XOM icon
252
CALL
ExxonMobil
XOM
$661B
$68.6M 0.06%
1,121,300
-906,300
-45% -$56.6M
ENPH icon
253
PUT
Enphase Energy
ENPH
$5.13B
$68.1M 0.06%
372,000
-6,200
-2% -$1.29M
WMT icon
254
CALL
Walmart Inc
WMT
$841B
$67.9M 0.06%
1,408,800
-792,600
-36% -$37.8M
XLI icon
255
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.1B
$67.8M 0.06%
640,600
+142,400
+29% +$14.8M
BABA icon
256
PUT
Alibaba
BABA
$280B
$67.3M 0.06%
566,800
-474,200
-46% -$69.1M
BIIB icon
257
PUT
Biogen
BIIB
$31.4B
$66.6M 0.06%
277,600
+80,300
+41% +$20.6M
ZS icon
258
PUT
Zscaler
ZS
$26.4B
$66.6M 0.06%
207,200
+79,900
+63% +$25.2M
MRVL icon
259
CALL
Marvell Technology
MRVL
$203B
$66.5M 0.06%
759,600
+539,700
+245% +$40.3M
NCLH icon
260
CALL
Norwegian Cruise Line
NCLH
$7.07B
$66.2M 0.06%
3,193,400
+1,130,800
+55% +$27M
RH icon
261
PUT
RH
RH
$2.7B
$66.2M 0.06%
123,500
-75,500
-38% -$46.4M
ISRG icon
262
PUT
Intuitive Surgical
ISRG
$124B
$66.1M 0.06%
184,000
-16,400
-8% -$5.64M
MU icon
263
CALL
Micron Technology
MU
$1.13T
$65.5M 0.06%
703,400
-1,685,200
-71% -$132M
SGI
264
PUT
Somnigroup International
SGI
$14.6B
$65.4M 0.06%
1,390,000
– –
LYV icon
265
CALL
Live Nation Entertainment
LYV
$39.7B
$65.2M 0.06%
545,100
+153,300
+39% +$16.5M
COF icon
266
PUT
Capital One
COF
$131B
$65M 0.06%
448,000
-149,300
-25% -$23.1M
RTX icon
267
CALL
RTX Corp
RTX
$268B
$64.8M 0.06%
752,500
-217,300
-22% -$18.9M
CZR icon
268
PUT
Caesars Entertainment
CZR
$6.04B
$64.6M 0.06%
690,300
+107,100
+18% +$10.9M
MDT icon
269
CALL
Medtronic
MDT
$118B
$64M 0.06%
618,400
+187,200
+43% +$21.7M
BHC icon
270
CALL
Bausch Health
BHC
$2.4B
$63.9M 0.06%
2,315,500
+584,500
+34% +$15.6M
NEWR
271
DELISTED
New Relic, Inc.
NEWR
$63.9M 0.06%
581,227
+34,676
+6% +$3.34M
DIS icon
272
CALL
Walt Disney
DIS
$181B
$63.6M 0.06%
410,500
-291,600
-42% -$47.1M
PDD icon
273
PUT
Pinduoduo
PDD
$114B
$63.4M 0.06%
1,087,800
-314,300
-22% -$24.8M
SE icon
274
CALL
Sea Limited
SE
$69.4B
$63.3M 0.06%
283,100
-376,300
-57% -$112M
XRT icon
275
PUT
State Street SPDR S&P Retail ETF
XRT
$279M
$63.2M 0.06%
700,000
+515,100
+279% +$48.5M
9 10
11
12 13

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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.