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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
OXY icon
151
PUT
Occidental Petroleum
OXY
$60.6B
$115M 0.1%
3,963,800
+292,000
+8% +$9.16M
FDX icon
152
PUT
FedEx
FDX
$74.3B
$115M 0.1%
444,000
-336,000
-43% -$80.6M
BIDU icon
153
PUT
Baidu
BIDU
$31.4B
$114M 0.1%
764,900
-1,122,800
-59% -$175M
U icon
154
PUT
Unity
U
$18.8B
$111M 0.1%
778,400
+175,700
+29% +$26.8M
VRTX icon
155
CALL
Vertex Pharmaceuticals
VRTX
$134B
$111M 0.1%
506,800
+454,200
+863% +$88.3M
SNOW icon
156
PUT
Snowflake
SNOW
$116B
$111M 0.1%
328,200
-401,500
-55% -$140M
SNOW icon
157
CALL
Snowflake
SNOW
$116B
$111M 0.1%
327,300
-473,000
-59% -$165M
FCX icon
158
PUT
Freeport-McMoran
FCX
$110B
$106M 0.1%
2,529,000
-4,489,200
-64% -$171M
RCL icon
159
CALL
Royal Caribbean
RCL
$70.7B
$106M 0.1%
1,371,900
-592,200
-30% -$48.1M
JNJ icon
160
CALL
Johnson & Johnson
JNJ
$649B
$105M 0.1%
616,600
+35,000
+6% +$5.73M
RBLX icon
161
CALL
Roblox
RBLX
$32B
$105M 0.09%
1,019,000
+310,600
+44% +$30.2M
CRM icon
162
PUT
Salesforce
CRM
$205B
$105M 0.09%
412,470
-229,200
-36% -$64.4M
TMO icon
163
PUT
Thermo Fisher Scientific
TMO
$223B
$105M 0.09%
157,000
-66,000
-30% -$41.2M
CRM icon
164
CALL
Salesforce
CRM
$205B
$104M 0.09%
408,400
-208,600
-34% -$58.6M
JD icon
165
PUT
JD.com
JD
$37.4B
$103M 0.09%
1,474,900
-501,100
-25% -$39.6M
UPS icon
166
PUT
United Parcel Service
UPS
$85.5B
$103M 0.09%
480,600
-265,600
-36% -$54M
TSM icon
167
CALL
TSMC
TSM
$2.28T
$103M 0.09%
853,000
-45,700
-5% -$5.35M
MS icon
168
PUT
Morgan Stanley
MS
$340B
$102M 0.09%
1,042,500
-676,200
-39% -$67.4M
DIS icon
169
Walt Disney
DIS
$181B
$102M 0.09%
656,696
+364,941
+125% +$58.9M
CRM icon
170
Salesforce
CRM
$205B
$101M 0.09%
395,847
+75,403
+24% +$21.2M
AFRM icon
171
PUT
Affirm
AFRM
$24.3B
$100M 0.09%
998,300
+737,300
+282% +$97.4M
TLT icon
172
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$98M 0.09%
661,300
-174,200
-21% -$25.7M
EL icon
173
CALL
Estee Lauder
EL
$36.8B
$97.8M 0.09%
+264,200
New +$89.7M
PEP icon
174
CALL
PepsiCo
PEP
$189B
$97.5M 0.09%
561,200
+274,900
+96% +$44.9M
HLT icon
175
CALL
Hilton Worldwide
HLT
$68.5B
$97.1M 0.09%
622,300
+18,400
+3% +$2.65M
5 6
7
8 9

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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.