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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
RDS.A
1101
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$5.66M 0.01%
130,300
-56,700
-30% -$2.56M
CFG icon
1102
PUT
Citizens Financial Group
CFG
$29.2B
$5.65M 0.01%
119,600
+31,100
+35% +$1.5M
CMG icon
1103
Chipotle Mexican Grill
CMG
$45.6B
$5.64M 0.01%
161,300
-660,300
-80% -$23.3M
SPG icon
1104
CALL
Simon Property Group
SPG
$66.2B
$5.62M 0.01%
35,200
+5,100
+17% +$778K
PLBY icon
1105
CALL
Playboy Inc
PLBY
$138M
$5.62M 0.01%
211,000
+182,500
+640% +$5.51M
HUN icon
1106
Huntsman Corp
HUN
$1.68B
$5.61M 0.01%
+160,910
New +$5.25M
IP icon
1107
PUT
International Paper
IP
$18.3B
$5.59M 0.01%
119,000
-113,109
-49% -$5.58M
FE icon
1108
PUT
FirstEnergy
FE
$26.7B
$5.57M 0.01%
134,000
+1,600
+1% +$61.7K
NSC icon
1109
PUT
Norfolk Southern
NSC
$72.6B
$5.51M 0.01%
18,500
-11,900
-39% -$3.32M
D icon
1110
CALL
Dominion Energy
D
$57.3B
$5.5M 0.01%
70,000
+8,300
+13% +$625K
CCI icon
1111
CALL
Crown Castle
CCI
$32B
$5.49M ﹤0.01%
26,300
+25,800
+5,160% +$4.76M
EWC icon
1112
iShares MSCI Canada ETF
EWC
$6.81B
$5.48M ﹤0.01%
142,637
-59,894
-30% -$2.3M
AMC icon
1113
PUT
AMC Entertainment Holdings
AMC
$2.2B
$5.47M ﹤0.01%
20,130
-14,650
-42% -$5.16M
RH icon
1114
CALL
RH
RH
$2.64B
$5.47M ﹤0.01%
10,200
-54,600
-84% -$33.6M
CSX icon
1115
CALL
CSX Corp
CSX
$89.6B
$5.46M ﹤0.01%
145,200
-2,200
-1% -$77.6K
COOP
1116
DELISTED
Mr. Cooper
COOP
$5.46M ﹤0.01%
131,173
+92,163
+236% +$3.88M
RUN icon
1117
Sunrun
RUN
$2.12B
$5.45M ﹤0.01%
158,924
+73,915
+87% +$3.46M
M icon
1118
Macy's
M
$5.66B
$5.45M ﹤0.01%
208,182
-20,007
-9% -$546K
CALY
1119
CALL
Callaway Golf Company
CALY
$2.75B
$5.44M ﹤0.01%
198,300
-274,700
-58% -$7.63M
EDU icon
1120
PUT
New Oriental
EDU
$8.83B
$5.43M ﹤0.01%
258,500
-49,470
-16% -$1.07M
UA icon
1121
PUT
Under Armour Class C
UA
$2.06B
$5.41M ﹤0.01%
300,100
-17,800
-6% -$346K
SRPT icon
1122
PUT
Sarepta Therapeutics
SRPT
$2.33B
$5.4M ﹤0.01%
60,000
+10,000
+20% +$855K
LMND icon
1123
CALL
Lemonade
LMND
$3.81B
$5.4M ﹤0.01%
128,300
+13,300
+12% +$747K
EDIT icon
1124
PUT
Editas Medicine
EDIT
$425M
$5.39M ﹤0.01%
203,100
-100
-0% -$3.44K
ASHR icon
1125
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$5.38M ﹤0.01%
137,500
+5,900
+4% +$229K
43 44
45
46 47

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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.