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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
WYNN icon
176
PUT
Wynn Resorts
WYNN
$9.5B
$96.9M 0.09%
1,138,900
-266,400
-19% -$23.6M
C icon
177
Citigroup
C
$229B
$96.8M 0.09%
1,602,804
+295,160
+23% +$19.6M
XBI icon
178
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.3B
$96.8M 0.09%
864,200
+61,300
+8% +$7.39M
BRK.B icon
179
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
$96.7M 0.09%
323,300
+116,800
+57% +$33.5M
ABBV icon
180
PUT
AbbVie
ABBV
$440B
$96M 0.09%
708,700
+98,800
+16% +$11.7M
EFA icon
181
CALL
iShares MSCI EAFE ETF
EFA
$79.7B
$95.9M 0.09%
1,219,300
+251,800
+26% +$19.9M
UAL icon
182
PUT
United Airlines
UAL
$35.1B
$95.9M 0.09%
2,190,900
-739,100
-25% -$34.3M
TWTR
183
PUT
DELISTED
Twitter, Inc.
TWTR
$95.9M 0.09%
2,218,700
-1,363,300
-38% -$70.8M
EXPE icon
184
CALL
Expedia Group
EXPE
$33B
$95.3M 0.09%
527,300
+296,000
+128% +$50.3M
TDOC icon
185
PUT
Teladoc Health
TDOC
$1.14B
$93.5M 0.08%
1,017,900
+101,300
+11% +$12.1M
ATVI
186
PUT
DELISTED
Activision Blizzard
ATVI
$92.6M 0.08%
1,391,800
-173,600
-11% -$11.9M
CAT icon
187
PUT
Caterpillar
CAT
$378B
$92.5M 0.08%
447,500
-24,500
-5% -$4.93M
ON icon
188
CALL
ON Semiconductor
ON
$27.7B
$92.2M 0.08%
1,358,000
+201,800
+17% +$11.4M
TMO icon
189
CALL
Thermo Fisher Scientific
TMO
$223B
$91.4M 0.08%
137,000
-58,200
-30% -$36.3M
KRE icon
190
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
$91.3M 0.08%
1,288,100
-2,847,600
-69% -$204M
OXY icon
191
CALL
Occidental Petroleum
OXY
$60.6B
$91.1M 0.08%
3,142,400
-1,568,700
-33% -$49.2M
COIN icon
192
CALL
Coinbase
COIN
$47.2B
$89.3M 0.08%
353,800
+127,500
+56% +$37.1M
MDB icon
193
PUT
MongoDB
MDB
$28.7B
$89.3M 0.08%
168,600
-2,000
-1% -$1.02M
NVAX icon
194
PUT
Novavax
NVAX
$1.68B
$88.4M 0.08%
617,600
+63,900
+12% +$11M
HD icon
195
PUT
Home Depot
HD
$313B
$88.2M 0.08%
212,500
+20,600
+11% +$7.84M
TDOC icon
196
Teladoc Health
TDOC
$1.14B
$88.1M 0.08%
959,008
+800,244
+504% +$95.6M
STX icon
197
PUT
Seagate
STX
$205B
$87.5M 0.08%
774,500
+168,500
+28% +$16.4M
XOP icon
198
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$87.4M 0.08%
911,400
+226,600
+33% +$23.2M
ORCL icon
199
PUT
Oracle
ORCL
$468B
$86.5M 0.08%
991,800
-201,600
-17% -$18.9M
GE icon
200
CALL
GE Aerospace
GE
$347B
$85.7M 0.08%
1,455,434
-428,265
-23% -$26.9M
6 7
8
9 10

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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.