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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
HYG icon
26
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$393M 0.35%
4,515,000
-5,215,600
-54% -$453M
MU icon
27
PUT
Micron Technology
MU
$1.13T
$391M 0.35%
4,200,400
-3,169,200
-43% -$247M
AMAT icon
28
PUT
Applied Materials
AMAT
$375B
$389M 0.35%
2,474,900
-1,262,100
-34% -$183M
AMD icon
29
CALL
Advanced Micro Devices
AMD
$826B
$389M 0.35%
2,700,300
-202,500
-7% -$27.2M
QCOM icon
30
PUT
Qualcomm
QCOM
$186B
$388M 0.35%
2,121,700
-1,168,600
-36% -$187M
PYPL icon
31
PUT
PayPal
PYPL
$45.5B
$386M 0.35%
2,044,700
-423,800
-17% -$91.7M
GOOG icon
32
PUT
Alphabet (Google) Class C
GOOG
$4.1T
$373M 0.34%
2,576,000
-3,686,000
-59% -$533M
PANW icon
33
CALL
Palo Alto Networks
PANW
$275B
$371M 0.33%
3,995,400
+828,000
+26% +$71.6M
GLD icon
34
CALL
SPDR Gold Trust
GLD
$148B
$370M 0.33%
2,164,900
-1,744,700
-45% -$293M
ADBE icon
35
PUT
Adobe
ADBE
$102B
$365M 0.33%
643,100
+68,400
+12% +$42.8M
NVDA icon
36
NVIDIA
NVDA
$5.45T
$360M 0.32%
12,245,490
+4,253,600
+53% +$117M
TSLA icon
37
Tesla
TSLA
$1.45T
$352M 0.32%
998,946
+997,788
+86,165% +$335M
BA icon
38
PUT
Boeing
BA
$167B
$344M 0.31%
1,708,600
-254,500
-13% -$53.8M
MRNA icon
39
PUT
Moderna
MRNA
$56B
$341M 0.31%
1,344,100
+285,400
+27% +$83.4M
XYZ
40
PUT
Block Inc
XYZ
$48.1B
$339M 0.31%
2,097,900
+462,000
+28% +$100M
FXI icon
41
CALL
iShares China Large-Cap ETF
FXI
$4.17B
$332M 0.3%
9,062,800
+7,324,400
+421% +$287M
C icon
42
PUT
Citigroup
C
$229B
$322M 0.29%
5,336,900
-1,187,100
-18% -$78.9M
MRNA icon
43
CALL
Moderna
MRNA
$56B
$308M 0.28%
1,212,700
+155,600
+15% +$45.5M
SHOP icon
44
PUT
Shopify
SHOP
$173B
$308M 0.28%
2,233,000
+1,065,000
+91% +$156M
CI icon
45
CALL
Cigna
CI
$72.9B
$304M 0.27%
1,322,700
+732,400
+124% +$156M
AVGO icon
46
PUT
Broadcom
AVGO
$1.75T
$301M 0.27%
4,530,000
-711,000
-14% -$40M
CVNA icon
47
CALL
Carvana
CVNA
$53.8B
$289M 0.26%
6,231,000
+1,517,500
+32% +$83.5M
Z icon
48
PUT
Zillow
Z
$7.28B
$284M 0.26%
4,445,700
+306,800
+7% +$22.1M
INTC icon
49
CALL
Intel
INTC
$552B
$279M 0.25%
5,420,500
+1,623,600
+43% +$83M
V icon
50
PUT
Visa
V
$688B
$277M 0.25%
1,277,700
-205,700
-14% -$44.2M
1
2
3 4 5

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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.