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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
ELV icon
501
CALL
Elevance Health
ELV
$86.1B
$27.8M 0.03%
59,900
+20,200
+51% +$8.5M
NVAX icon
502
CALL
Novavax
NVAX
$1.62B
$27.6M 0.02%
193,100
+85,600
+80% +$14.7M
AAWW
503
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$27.6M 0.02%
293,000
+2,400
+0.8% +$207K
COUP
504
CALL
DELISTED
Coupa Software Incorporated
COUP
$27.4M 0.02%
173,600
-57,000
-25% -$11.7M
MRNA icon
505
Moderna
MRNA
$54.1B
$27.4M 0.02%
107,898
+107,870
+385,250% +$31.5M
MCHP icon
506
PUT
Microchip Technology
MCHP
$39.6B
$27.4M 0.02%
314,400
-75,800
-19% -$6.13M
CDNS icon
507
PUT
Cadence Design Systems
CDNS
$78.4B
$27.3M 0.02%
146,600
-22,400
-13% -$3.9M
EMB icon
508
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
$27.3M 0.02%
250,200
-372,800
-60% -$40.7M
CMG icon
509
CALL
Chipotle Mexican Grill
CMG
$45.6B
$27.3M 0.02%
780,000
-610,000
-44% -$21.5M
LULU icon
510
PUT
lululemon athletica
LULU
$11B
$27.2M 0.02%
69,500
-45,800
-40% -$19.6M
DAL icon
511
Delta Air Lines
DAL
$51.8B
$27.1M 0.02%
693,144
-394,054
-36% -$15.8M
AKAM icon
512
PUT
Akamai
AKAM
$15.9B
$27.1M 0.02%
231,300
-33,000
-12% -$3.63M
BP icon
513
CALL
BP
BP
$118B
$27M 0.02%
1,013,600
-21,400
-2% -$594K
CCL icon
514
Carnival Corporation Ltd
CCL
$31.1B
$27M 0.02%
1,341,613
+280,638
+26% +$6M
CSCO icon
515
Cisco
CSCO
$431B
$26.9M 0.02%
424,824
+239,844
+130% +$13.7M
XLNX
516
DELISTED
Xilinx Inc
XLNX
$26.6M 0.02%
125,518
-214,429
-63% -$42.3M
ROKU icon
517
PUT
Roku
ROKU
$22.7B
$26.2M 0.02%
114,600
+16,200
+16% +$4.37M
GFLU
518
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$26.1M 0.02%
300,198
+200,198
+200% +$17.9M
TRIP icon
519
CALL
TripAdvisor
TRIP
$1.03B
$26.1M 0.02%
956,500
+312,800
+49% +$9.59M
TTWO icon
520
PUT
Take-Two Interactive
TTWO
$39.5B
$26M 0.02%
146,100
-105,400
-42% -$18.4M
KMB icon
521
CALL
Kimberly-Clark
KMB
$32.8B
$25.9M 0.02%
181,500
+72,700
+67% +$9.79M
XLV icon
522
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$25.9M 0.02%
184,000
-165,300
-47% -$21.9M
WWE
523
CALL
DELISTED
World Wrestling Entertainment
WWE
$25.9M 0.02%
524,900
-24,600
-4% -$1.34M
FTCH
524
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$25.8M 0.02%
771,000
-679,500
-47% -$25M
SHW icon
525
PUT
Sherwin-Williams
SHW
$77.8B
$25.7M 0.02%
73,000
-500
-0.7% -$162K
19 20
21
22 23

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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.