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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
XLF icon
76
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$191M 0.17%
4,897,300
+1,131,300
+30% +$44.5M
BRK.B icon
77
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$189M 0.17%
633,000
+101,500
+19% +$29.1M
USO icon
78
PUT
United States Oil Fund
USO
$1.65B
$187M 0.17%
3,436,284
+2,788,000
+430% +$152M
DOCU
79
PUT
DocuSign
DOCU
$12.4B
$187M 0.17%
1,226,100
+292,400
+31% +$66.7M
NKE icon
80
CALL
Nike
NKE
$56.5B
$184M 0.17%
1,105,900
-26,200
-2% -$4.32M
HYG icon
81
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$184M 0.17%
2,116,600
-2,260,800
-52% -$196M
XLF icon
82
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$184M 0.17%
4,707,600
-900,500
-16% -$35.4M
BHC icon
83
Bausch Health
BHC
$2.4B
$183M 0.16%
6,614,480
+1,080,035
+20% +$28.9M
MA icon
84
CALL
Mastercard
MA
$500B
$181M 0.16%
503,700
+152,500
+43% +$52.7M
WFC icon
85
PUT
Wells Fargo
WFC
$266B
$181M 0.16%
3,768,300
+122,800
+3% +$6.05M
MSFT icon
86
Microsoft
MSFT
$3.67T
$181M 0.16%
537,490
-1,757,577
-77% -$570M
XLY icon
87
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$181M 0.16%
1,767,800
+1,655,200
+1,470% +$165M
SE icon
88
PUT
Sea Limited
SE
$69.4B
$178M 0.16%
796,400
-329,900
-29% -$98.5M
CI icon
89
Cigna
CI
$72.9B
$177M 0.16%
771,533
+564,431
+273% +$120M
SLV icon
90
CALL
iShares Silver Trust
SLV
$32B
$175M 0.16%
8,146,500
+2,966,500
+57% +$64.1M
PFE icon
91
CALL
Pfizer
PFE
$158B
$171M 0.15%
2,902,500
+243,000
+9% +$12M
GS icon
92
PUT
Goldman Sachs
GS
$302B
$171M 0.15%
448,000
-129,500
-22% -$51.3M
ABNB icon
93
PUT
Airbnb
ABNB
$103B
$171M 0.15%
1,028,300
+328,300
+47% +$57.8M
MU icon
94
Micron Technology
MU
$1.13T
$171M 0.15%
1,831,989
-121,106
-6% -$9.46M
UBER icon
95
PUT
Uber
UBER
$149B
$170M 0.15%
4,052,200
-5,059,700
-56% -$218M
ARKK icon
96
CALL
ARK Innovation ETF
ARKK
$6.43B
$168M 0.15%
1,779,000
+1,437,100
+420% +$157M
SBUX icon
97
PUT
Starbucks
SBUX
$116B
$167M 0.15%
1,431,400
-130,600
-8% -$14.7M
U icon
98
CALL
Unity
U
$18.8B
$167M 0.15%
1,170,800
-411,500
-26% -$62.9M
TWLO icon
99
PUT
Twilio
TWLO
$34.7B
$167M 0.15%
635,500
+383,800
+152% +$115M
COIN icon
100
PUT
Coinbase
COIN
$47.2B
$167M 0.15%
661,600
+366,200
+124% +$106M
2 3
4
5 6

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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.