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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
CB icon
826
CALL
Chubb
CB
$130B
$11.3M 0.01%
+58,300
New +$11M
UNG icon
827
CALL
United States Natural Gas Fund
UNG
$546M
$11.2M 0.01%
225,150
+99,600
+79% +$6.48M
BLMN icon
828
CALL
Bloomin' Brands
BLMN
$774M
$11.2M 0.01%
535,200
+63,700
+14% +$1.34M
HAL icon
829
Halliburton
HAL
$30.9B
$11M 0.01%
482,134
+406,864
+541% +$9.63M
TEVA icon
830
CALL
Teva Pharmaceuticals
TEVA
$42.9B
$11M 0.01%
1,375,400
+406,300
+42% +$3.67M
LPX icon
831
CALL
Louisiana-Pacific
LPX
$4.72B
$11M 0.01%
140,000
-193,100
-58% -$13.2M
BNY
832
PUT
Bank of New York Mellon
BNY
$110B
$11M 0.01%
188,800
+147,400
+356% +$8.48M
CDNS icon
833
Cadence Design Systems
CDNS
$78.4B
$10.9M 0.01%
58,542
+18,271
+45% +$3.18M
URI icon
834
United Rentals
URI
$64B
$10.8M 0.01%
32,521
+20,564
+172% +$7.33M
RIO icon
835
CALL
Rio Tinto
RIO
$169B
$10.8M 0.01%
161,300
+160,800
+32,160% +$10.4M
KGC icon
836
CALL
Kinross Gold
KGC
$35.9B
$10.8M 0.01%
1,856,100
+800,100
+76% +$4.78M
MLCO icon
837
CALL
Melco Resorts & Entertainment
MLCO
$1.92B
$10.8M 0.01%
1,058,200
-2,100
-0.2% -$22.4K
AG icon
838
CALL
First Majestic Silver
AG
$10.4B
$10.7M 0.01%
967,200
-81,500
-8% -$983K
MRVL icon
839
Marvell Technology
MRVL
$211B
$10.7M 0.01%
122,209
+122,184
+488,736% +$9.13M
RDS.A
840
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$10.7M 0.01%
245,600
+12,000
+5% +$542K
UNP icon
841
Union Pacific
UNP
$169B
$10.6M 0.01%
+42,268
New +$10M
BHP icon
842
BHP
BHP
$234B
$10.6M 0.01%
197,673
+186,186
+1,621% +$9.31M
WMB icon
843
PUT
Williams Companies
WMB
$91.9B
$10.6M 0.01%
408,400
+93,800
+30% +$2.59M
BSX icon
844
PUT
Boston Scientific
BSX
$65.2B
$10.6M 0.01%
249,800
-64,300
-20% -$2.7M
ZS icon
845
CALL
Zscaler
ZS
$27.1B
$10.5M 0.01%
32,700
-100
-0.3% -$31.5K
MRSH
846
PUT
Marsh
MRSH
$84.4B
$10.5M 0.01%
60,300
-10,700
-15% -$1.78M
COF icon
847
Capital One
COF
$129B
$10.4M 0.01%
71,712
+56,904
+384% +$8.79M
AER icon
848
PUT
AerCap
AER
$22.2B
$10.4M 0.01%
158,700
+8,700
+6% +$538K
PLUG icon
849
Plug Power
PLUG
$3.03B
$10.4M 0.01%
367,058
-33,923
-8% -$1.17M
RKT icon
850
PUT
Rocket Companies
RKT
$38B
$10.3M 0.01%
739,500
-515,500
-41% -$8.21M
32 33
34
35 36

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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.