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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
AXP icon
201
PUT
American Express
AXP
$220B
$84.7M 0.08%
518,000
-215,500
-29% -$36.7M
SPGI icon
202
CALL
S&P Global
SPGI
$127B
$84.5M 0.08%
179,100
-174,800
-49% -$80M
TGT icon
203
PUT
Target
TGT
$73.9B
$84.5M 0.08%
364,900
-290,200
-44% -$70.6M
SGI
204
CALL
Somnigroup International
SGI
$14.6B
$84.4M 0.08%
1,795,000
-441,900
-20% -$20M
PEP icon
205
PUT
PepsiCo
PEP
$189B
$83.8M 0.08%
482,600
+72,700
+18% +$11.9M
ORCL icon
206
CALL
Oracle
ORCL
$468B
$83.7M 0.08%
959,700
+495,100
+107% +$46.5M
DIA icon
207
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$83.6M 0.08%
230,100
+169,300
+278% +$60.2M
BIDU icon
208
CALL
Baidu
BIDU
$31.4B
$83.4M 0.08%
560,500
-774,000
-58% -$121M
UPS icon
209
CALL
United Parcel Service
UPS
$85.5B
$83.2M 0.07%
388,100
-331,600
-46% -$67.4M
ETSY icon
210
PUT
Etsy
ETSY
$6.68B
$83M 0.07%
379,300
-391,200
-51% -$94.2M
KO icon
211
CALL
Coca-Cola
KO
$380B
$81.9M 0.07%
1,383,300
+629,400
+83% +$35M
PG icon
212
PUT
Procter & Gamble
PG
$338B
$81.3M 0.07%
496,900
+188,400
+61% +$28M
VOO icon
213
PUT
Vanguard S&P 500 ETF
VOO
$1.05T
$81.2M 0.07%
186,000
+18,700
+11% +$7.89M
CVS icon
214
PUT
CVS Health
CVS
$123B
$80.6M 0.07%
781,400
-82,400
-10% -$7.61M
TBT icon
215
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$302M
$80.6M 0.07%
4,770,900
+1,898,900
+66% +$32.9M
W icon
216
PUT
Wayfair
W
$13.7B
$80.6M 0.07%
424,100
-60,000
-12% -$14.2M
XOP icon
217
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$80.5M 0.07%
840,000
+26,900
+3% +$2.76M
AVGO icon
218
CALL
Broadcom
AVGO
$1.75T
$79.1M 0.07%
1,189,000
+554,000
+87% +$31.1M
FCX icon
219
CALL
Freeport-McMoran
FCX
$110B
$79.1M 0.07%
1,896,100
-1,871,000
-50% -$71.1M
NEE icon
220
CALL
NextEra Energy
NEE
$175B
$78.7M 0.07%
843,100
+218,400
+35% +$18.9M
MRSH
221
CALL
Marsh
MRSH
$86.1B
$78.6M 0.07%
452,000
+427,000
+1,708% +$70.9M
LQD icon
222
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$78.2M 0.07%
589,800
-786,100
-57% -$104M
AMAT icon
223
CALL
Applied Materials
AMAT
$375B
$78.1M 0.07%
496,400
-541,800
-52% -$78.5M
IEF icon
224
iShares 7-10 Year Treasury Bond ETF
IEF
$42.1B
$78M 0.07%
678,264
+667,763
+6,359% +$76.8M
W icon
225
Wayfair
W
$13.7B
$77.7M 0.07%
409,180
+119,857
+41% +$28.3M
7 8
9
10 11

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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.