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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
WDAY icon
51
PUT
Workday
WDAY
$44.9B
$276M 0.25%
1,010,700
-127,800
-11% -$35.5M
AMD icon
52
Advanced Micro Devices
AMD
$826B
$271M 0.24%
1,881,688
+182,388
+11% +$24.5M
TGT icon
53
CALL
Target
TGT
$73.9B
$263M 0.24%
1,137,200
-410,700
-27% -$99.9M
EEM icon
54
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$262M 0.24%
5,362,400
-303,700
-5% -$15.3M
MRK icon
55
CALL
Merck
MRK
$366B
$244M 0.22%
3,180,500
+1,394,400
+78% +$111M
C icon
56
CALL
Citigroup
C
$229B
$244M 0.22%
4,033,600
-785,100
-16% -$52.2M
BAC icon
57
PUT
Bank of America
BAC
$436B
$241M 0.22%
5,409,400
-2,589,000
-32% -$118M
DDOG icon
58
CALL
Datadog
DDOG
$75.5B
$234M 0.21%
+1,312,400
New +$223M
DIS icon
59
PUT
Walt Disney
DIS
$181B
$226M 0.2%
1,456,600
+31,500
+2% +$5.09M
GM icon
60
PUT
General Motors
GM
$75.3B
$221M 0.2%
3,767,300
-2,144,700
-36% -$125M
BABA icon
61
CALL
Alibaba
BABA
$280B
$217M 0.2%
1,830,000
-482,500
-21% -$70.3M
XLY icon
62
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$217M 0.2%
2,125,800
+2,005,000
+1,660% +$200M
XLV icon
63
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$215M 0.19%
1,523,900
+361,200
+31% +$48M
META icon
64
CALL
Meta Platforms (Facebook)
META
$1.56T
$213M 0.19%
633,000
-1,737,300
-73% -$577M
F icon
65
PUT
Ford
F
$55.8B
$212M 0.19%
10,221,800
+4,061,700
+66% +$74.7M
EFA icon
66
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
$212M 0.19%
2,693,200
-2,287,100
-46% -$181M
V icon
67
CALL
Visa
V
$688B
$210M 0.19%
967,100
-501,000
-34% -$108M
MA icon
68
PUT
Mastercard
MA
$500B
$208M 0.19%
579,300
+268,400
+86% +$92.8M
INTC icon
69
PUT
Intel
INTC
$552B
$206M 0.19%
4,001,100
-1,407,800
-26% -$72M
GOOGL icon
70
Alphabet (Google) Class A
GOOGL
$4.14T
$205M 0.18%
1,416,260
-909,020
-39% -$131M
ADBE icon
71
CALL
Adobe
ADBE
$102B
$204M 0.18%
360,100
+327,300
+998% +$205M
PFE icon
72
PUT
Pfizer
PFE
$158B
$202M 0.18%
3,429,200
-1,012,400
-23% -$50.2M
JPM icon
73
PUT
JPMorgan Chase
JPM
$940B
$202M 0.18%
1,274,900
-713,600
-36% -$117M
USO icon
74
CALL
United States Oil Fund
USO
$1.65B
$198M 0.18%
3,634,500
+2,589,700
+248% +$141M
META icon
75
Meta Platforms (Facebook)
META
$1.56T
$193M 0.17%
573,569
-807,499
-58% -$268M
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.