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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
CF icon
401
PUT
CF Industries
CF
$20.9B
$39.5M 0.04%
557,800
+239,000
+75% +$15M
CWB icon
402
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.67B
$39.3M 0.04%
474,300
-182,300
-28% -$15.6M
COST icon
403
CALL
Costco
COST
$400B
$38.9M 0.04%
68,600
-36,200
-35% -$18.5M
CAT icon
404
CALL
Caterpillar
CAT
$375B
$38.7M 0.03%
187,400
-1,800
-1% -$362K
ABT icon
405
PUT
Abbott
ABT
$182B
$38.7M 0.03%
275,000
+58,400
+27% +$7.48M
TTD icon
406
CALL
Trade Desk
TTD
$6.52B
$38.6M 0.03%
421,600
+371,500
+742% +$32.5M
IGV icon
407
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
$38.5M 0.03%
484,500
+321,000
+196% +$26.8M
NIO icon
408
PUT
NIO
NIO
$9.22B
$38.5M 0.03%
1,215,100
-43,900
-3% -$1.61M
COP icon
409
PUT
ConocoPhillips
COP
$164B
$38.4M 0.03%
532,400
-1,884,900
-78% -$137M
DHI icon
410
PUT
D.R. Horton
DHI
$38.9B
$38.2M 0.03%
352,400
-237,300
-40% -$22.9M
BNS icon
411
PUT
Scotiabank
BNS
$112B
$38M 0.03%
530,000
+20,000
+4% +$1.32M
BEKE icon
412
CALL
KE Holdings
BEKE
$18.6B
$37.8M 0.03%
1,880,700
+1,621,600
+626% +$33.2M
ADI icon
413
CALL
Analog Devices
ADI
$177B
$37.7M 0.03%
214,730
-334,700
-61% -$59.3M
GNRC icon
414
PUT
Generac Holdings
GNRC
$11B
$37.5M 0.03%
106,700
+105,400
+8,108% +$43.7M
TTD icon
415
PUT
Trade Desk
TTD
$6.52B
$37.3M 0.03%
407,400
+239,400
+143% +$21M
LLY icon
416
PUT
Eli Lilly
LLY
$1T
$37.2M 0.03%
134,800
-122,100
-48% -$31M
LUV icon
417
PUT
Southwest Airlines
LUV
$18.9B
$37.2M 0.03%
867,400
+327,000
+61% +$15.4M
WY icon
418
CALL
Weyerhaeuser
WY
$16.3B
$37.1M 0.03%
901,400
+821,100
+1,023% +$31.2M
LOW icon
419
PUT
Lowe's Companies
LOW
$111B
$36.5M 0.03%
141,300
-675,400
-83% -$161M
AVYA
420
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$36.5M 0.03%
1,842,800
+707,700
+62% +$14M
BX icon
421
PUT
Blackstone
BX
$96.9B
$36.1M 0.03%
279,200
-292,700
-51% -$39M
DOW icon
422
PUT
Dow Inc
DOW
$21.2B
$35.9M 0.03%
632,500
+97,100
+18% +$5.54M
SPLK
423
CALL
DELISTED
Splunk Inc
SPLK
$35.6M 0.03%
308,000
-24,200
-7% -$3.38M
BLK icon
424
PUT
Blackrock
BLK
$166B
$35.6M 0.03%
38,900
+6,700
+21% +$6.11M
TTWO icon
425
CALL
Take-Two Interactive
TTWO
$39.5B
$35.5M 0.03%
199,500
-117,300
-37% -$20.4M
15 16
17
18 19

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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.