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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
KLAC icon
351
PUT
KLA
KLAC
$238B
$47.3M 0.04%
1,099,000
-4,000
-0.4% -$154K
USB icon
352
PUT
US Bancorp
USB
$97.1B
$47.2M 0.04%
840,900
-511,100
-38% -$30.2M
BILI icon
353
PUT
Bilibili
BILI
$6.56B
$47.1M 0.04%
1,015,600
+618,600
+156% +$41.3M
F icon
354
CALL
Ford
F
$54.4B
$47.1M 0.04%
2,268,900
-2,002,300
-47% -$36.8M
ULTA icon
355
PUT
Ulta Beauty
ULTA
$23.3B
$47.1M 0.04%
114,300
-103,100
-47% -$40.1M
URI icon
356
PUT
United Rentals
URI
$64.5B
$47M 0.04%
141,600
-116,400
-45% -$41.5M
SMH icon
357
CALL
VanEck Semiconductor ETF
SMH
$69.7B
$46.8M 0.04%
303,200
-439,200
-59% -$63.5M
MAR icon
358
PUT
Marriott International
MAR
$86.3B
$46.8M 0.04%
283,200
-39,700
-12% -$6.24M
SLB icon
359
CALL
SLB Ltd
SLB
$85B
$46.6M 0.04%
1,555,500
-521,100
-25% -$16.4M
BIIB icon
360
Biogen
BIIB
$31.2B
$46.6M 0.04%
194,146
+118,088
+155% +$30.4M
PXD
361
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$46.5M 0.04%
255,572
+167,572
+190% +$30.8M
COIN icon
362
Coinbase
COIN
$46.7B
$46.3M 0.04%
183,355
+122,163
+200% +$35.5M
LLY icon
363
CALL
Eli Lilly
LLY
$1T
$46.2M 0.04%
167,400
-79,300
-32% -$20.1M
VMW
364
PUT
DELISTED
VMware, Inc
VMW
$45.8M 0.04%
395,456
-74,712
-16% -$9.82M
DXCM icon
365
PUT
DexCom
DXCM
$31.6B
$45.8M 0.04%
341,200
-88,400
-21% -$12.7M
PNC icon
366
PUT
PNC Financial Services
PNC
$96.4B
$45.5M 0.04%
227,100
+100,800
+80% +$20.5M
XRT icon
367
CALL
State Street SPDR S&P Retail ETF
XRT
$275M
$45.5M 0.04%
503,900
+413,300
+456% +$38.9M
GDX icon
368
PUT
VanEck Gold Miners ETF
GDX
$30.2B
$45.5M 0.04%
1,419,200
-269,200
-16% -$8.59M
PDD icon
369
CALL
Pinduoduo
PDD
$112B
$45.2M 0.04%
775,600
-881,500
-53% -$69.5M
XLK icon
370
State Street Technology Select Sector SPDR ETF
XLK
$122B
$45.2M 0.04%
520,040
+520,038
+26,001,900% +$42.8M
AFRM icon
371
CALL
Affirm
AFRM
$23.1B
$45.1M 0.04%
448,900
-138,900
-24% -$18.4M
TWTR
372
CALL
DELISTED
Twitter, Inc.
TWTR
$45.1M 0.04%
1,042,400
-102,800
-9% -$5.34M
BBWI icon
373
CALL
Bath & Body Works
BBWI
$3.62B
$45M 0.04%
644,500
+487,200
+310% +$34.6M
PARA
374
PUT
DELISTED
Paramount Global Class B
PARA
$44.8M 0.04%
1,484,400
-2,490,800
-63% -$85.8M
DHI icon
375
D.R. Horton
DHI
$38.8B
$44.6M 0.04%
411,691
+275,984
+203% +$26.6M
13 14
15
16 17

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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.