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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
VLO icon
601
CALL
Valero Energy
VLO
$112B
$19.5M 0.02%
259,700
-169,600
-40% -$12.6M
CLF icon
602
PUT
Cleveland-Cliffs
CLF
$6.9B
$19.5M 0.02%
895,300
+644,800
+257% +$13.9M
ALL icon
603
CALL
Allstate
ALL
$64.1B
$19.5M 0.02%
165,500
+137,400
+489% +$16.3M
MMM icon
604
CALL
3M
MMM
$84.8B
$19.5M 0.02%
130,962
+4,784
+4% +$713K
CI icon
605
PUT
Cigna
CI
$73.5B
$19.4M 0.02%
84,500
+25,900
+44% +$5.5M
LCID icon
606
PUT
Lucid Motors
LCID
$1.68B
$19.4M 0.02%
50,980
+47,620
+1,417% +$18M
HD icon
607
CALL
Home Depot
HD
$310B
$19.3M 0.02%
46,600
-46,500
-50% -$17.7M
DRI icon
608
PUT
Darden Restaurants
DRI
$23.8B
$19.3M 0.02%
128,000
-40,100
-24% -$5.93M
MOS icon
609
CALL
The Mosaic Company
MOS
$8.33B
$19.3M 0.02%
490,800
+250,000
+104% +$9.57M
COOP
610
CALL
DELISTED
Mr. Cooper
COOP
$19.3M 0.02%
463,300
-4,400
-0.9% -$185K
CMI icon
611
PUT
Cummins
CMI
$76.4B
$19.2M 0.02%
88,200
+24,800
+39% +$5.65M
DVN icon
612
CALL
Devon Energy
DVN
$53.9B
$19.2M 0.02%
436,200
-326,800
-43% -$13.6M
EWC icon
613
PUT
iShares MSCI Canada ETF
EWC
$6.81B
$19.2M 0.02%
500,000
– –
ONB icon
614
CALL
Old National Bancorp
ONB
$9.72B
$19.2M 0.02%
1,060,000
-120,000
-10% -$2.13M
SPOT icon
615
PUT
Spotify
SPOT
$108B
$19.2M 0.02%
82,000
-72,600
-47% -$18.2M
AIG icon
616
PUT
American International
AIG
$39.2B
$19.1M 0.02%
335,900
-507,200
-60% -$28.9M
ABR icon
617
PUT
Arbor Realty Trust
ABR
$918M
$19M 0.02%
1,035,800
+499,800
+93% +$9.37M
RCL icon
618
Royal Caribbean
RCL
$69.5B
$19M 0.02%
246,566
+102,825
+72% +$8.35M
KBH icon
619
PUT
KB Home
KBH
$3.05B
$18.8M 0.02%
+420,400
New +$17.6M
M icon
620
CALL
Macy's
M
$5.66B
$18.8M 0.02%
718,100
-157,100
-18% -$4.28M
CHWY icon
621
Chewy
CHWY
$8.5B
$18.8M 0.02%
318,769
-202,407
-39% -$13.2M
PSX icon
622
CALL
Phillips 66
PSX
$104B
$18.6M 0.02%
257,200
-24,600
-9% -$1.86M
MSOS icon
623
AdvisorShares Pure US Cannabis ETF
MSOS
$995M
$18.5M 0.02%
724,654
+671,311
+1,258% +$18.5M
AMT icon
624
PUT
American Tower
AMT
$81.7B
$18.5M 0.02%
63,300
+900
+1% +$246K
RTX icon
625
PUT
RTX Corp
RTX
$266B
$18.5M 0.02%
214,600
-426,700
-67% -$37.2M
23 24
25
26 27

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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.