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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
RBLX icon
126
PUT
Roblox
RBLX
$32B
$137M 0.12%
1,324,500
+720,400
+119% +$70M
PYPL icon
127
CALL
PayPal
PYPL
$45.5B
$137M 0.12%
724,000
+331,400
+84% +$71.7M
ARKK icon
128
PUT
ARK Innovation ETF
ARKK
$6.43B
$135M 0.12%
1,430,700
+562,300
+65% +$61.4M
ZM icon
129
PUT
Zoom
ZM
$28.1B
$134M 0.12%
728,200
-557,900
-43% -$131M
QCOM icon
130
CALL
Qualcomm
QCOM
$186B
$134M 0.12%
732,200
-178,000
-20% -$28.5M
CHTR icon
131
PUT
Charter Communications
CHTR
$17.4B
$132M 0.12%
201,800
-9,000
-4% -$6.13M
XBI icon
132
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.3B
$129M 0.12%
1,154,900
+312,100
+37% +$37.6M
CMCSA icon
133
CALL
Comcast
CMCSA
$93.4B
$129M 0.12%
2,553,800
-975,000
-28% -$50.8M
LQD icon
134
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$128M 0.12%
965,700
-31,100
-3% -$4.13M
IBM icon
135
PUT
IBM
IBM
$219B
$127M 0.11%
947,100
+459,036
+94% +$57.6M
XLY icon
136
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$126M 0.11%
1,237,334
+810,310
+190% +$80.7M
ABNB icon
137
CALL
Airbnb
ABNB
$103B
$126M 0.11%
756,000
+45,200
+6% +$7.96M
UNH icon
138
PUT
UnitedHealth
UNH
$360B
$125M 0.11%
249,500
-52,800
-17% -$23.9M
CVS icon
139
CALL
CVS Health
CVS
$123B
$125M 0.11%
1,209,700
+297,200
+33% +$27.5M
DOCU
140
CALL
DocuSign
DOCU
$12.4B
$123M 0.11%
805,800
+503,600
+167% +$115M
TWLO icon
141
CALL
Twilio
TWLO
$34.7B
$123M 0.11%
465,800
+230,700
+98% +$69M
NFLX icon
142
Netflix
NFLX
$320B
$122M 0.11%
2,032,820
-952,930
-32% -$60.9M
DDOG icon
143
PUT
Datadog
DDOG
$75.5B
$122M 0.11%
685,900
+654,400
+2,077% +$111M
AAPL icon
144
Apple
AAPL
$4.61T
$122M 0.11%
686,909
+259,397
+61% +$41M
SBUX icon
145
CALL
Starbucks
SBUX
$116B
$122M 0.11%
1,041,300
+691,300
+198% +$77.9M
EXPE icon
146
PUT
Expedia Group
EXPE
$33B
$120M 0.11%
665,400
-59,100
-8% -$10M
XLE icon
147
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$120M 0.11%
4,325,336
-660,356
-13% -$18.7M
GM icon
148
CALL
General Motors
GM
$75.3B
$119M 0.11%
2,034,400
-2,554,100
-56% -$149M
RCL icon
149
PUT
Royal Caribbean
RCL
$70.7B
$116M 0.1%
1,503,700
-1,000,500
-40% -$81.3M
UBER icon
150
CALL
Uber
UBER
$149B
$116M 0.1%
2,756,400
-1,016,600
-27% -$43.8M
4 5
6
7 8

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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.