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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
XYZ
101
CALL
Block Inc
XYZ
$48.1B
$167M 0.15%
1,032,400
+485,300
+89% +$105M
PYPL icon
102
PayPal
PYPL
$45.5B
$166M 0.15%
882,322
+349,607
+66% +$75.6M
WFC icon
103
CALL
Wells Fargo
WFC
$266B
$163M 0.15%
3,407,300
+968,700
+40% +$47.7M
JPM icon
104
CALL
JPMorgan Chase
JPM
$940B
$161M 0.15%
1,018,500
+86,900
+9% +$14.3M
AAL icon
105
PUT
American Airlines Group
AAL
$8.55B
$160M 0.14%
8,909,400
-452,200
-5% -$8.67M
COST icon
106
PUT
Costco
COST
$404B
$160M 0.14%
281,400
-101,400
-26% -$51.9M
WDAY icon
107
CALL
Workday
WDAY
$44.9B
$159M 0.14%
583,800
+1,300
+0.2% +$361K
MELI icon
108
PUT
Mercado Libre
MELI
$97.7B
$156M 0.14%
115,600
-8,100
-7% -$11.4M
TSM icon
109
PUT
TSMC
TSM
$2.28T
$155M 0.14%
1,289,500
-1,490,100
-54% -$175M
TXN icon
110
PUT
Texas Instruments
TXN
$236B
$154M 0.14%
819,300
-76,800
-9% -$14.7M
INTU icon
111
PUT
Intuit
INTU
$87.2B
$153M 0.14%
238,000
-93,000
-28% -$57.4M
BKNG icon
112
PUT
Booking.com
BKNG
$135B
$152M 0.14%
1,585,000
-2,752,500
-63% -$261M
LRCX icon
113
PUT
Lam Research
LRCX
$401B
$152M 0.14%
2,109,000
-1,961,000
-48% -$123M
NKE icon
114
PUT
Nike
NKE
$56.5B
$152M 0.14%
909,100
-1,555,400
-63% -$257M
AMZN icon
115
Amazon
AMZN
$2.77T
$151M 0.14%
906,960
-228,340
-20% -$39.1M
SNAP icon
116
PUT
Snap
SNAP
$9.18B
$151M 0.14%
3,214,900
-248,600
-7% -$14M
PG icon
117
CALL
Procter & Gamble
PG
$338B
$150M 0.13%
914,300
+28,800
+3% +$4.28M
FANG icon
118
CALL
Diamondback Energy
FANG
$55.9B
$149M 0.13%
1,381,200
-169,700
-11% -$18.4M
COST icon
119
Costco
COST
$404B
$145M 0.13%
255,078
-11,101
-4% -$5.69M
CSCO icon
120
CALL
Cisco
CSCO
$430B
$145M 0.13%
2,281,200
-751,900
-25% -$43M
XLU icon
121
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
$141M 0.13%
3,940,600
-406,000
-9% -$13.7M
BAC icon
122
CALL
Bank of America
BAC
$436B
$139M 0.13%
3,127,600
-1,483,200
-32% -$67.6M
CCL icon
123
PUT
Carnival Corporation Ltd
CCL
$31.8B
$138M 0.12%
6,873,800
-1,525,700
-18% -$32.6M
NOW icon
124
PUT
ServiceNow
NOW
$139B
$138M 0.12%
1,064,500
-102,000
-9% -$13.4M
ETSY icon
125
CALL
Etsy
ETSY
$6.68B
$137M 0.12%
626,700
+46,800
+8% +$11.3M
3 4
5
6 7

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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.