We are live on ! Find out more
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
BEKE icon
326
PUT
KE Holdings
BEKE
$18.6B
$51.2M 0.05%
2,546,800
-753,100
-23% -$15.4M
X
327
CALL
DELISTED
US Steel
X
$51.1M 0.05%
2,144,700
+1,067,400
+99% +$25.2M
MET icon
328
PUT
MetLife
MET
$60.9B
$50.9M 0.05%
815,100
-139,700
-15% -$8.77M
AZO icon
329
AutoZone
AZO
$47.6B
$50.9M 0.05%
24,285
+13,843
+133% +$25.8M
CLF icon
330
CALL
Cleveland-Cliffs
CLF
$6.93B
$50.7M 0.05%
2,327,200
+347,800
+18% +$7.49M
ATVI
331
CALL
DELISTED
Activision Blizzard
ATVI
$50.7M 0.05%
761,500
+343,800
+82% +$23.5M
EWZ icon
332
PUT
iShares MSCI Brazil ETF
EWZ
$8.68B
$50.5M 0.05%
1,799,500
+617,900
+52% +$18.6M
SCHW
333
PUT
Charles Schwab
SCHW
$185B
$50.4M 0.05%
599,100
+241,100
+67% +$19.5M
Z icon
334
CALL
Zillow
Z
$7.22B
$50.3M 0.05%
788,300
-122,700
-13% -$8.84M
GILD icon
335
PUT
Gilead Sciences
GILD
$181B
$49.9M 0.04%
687,000
+686,000
+68,600% +$47.2M
HON icon
336
CALL
Honeywell
HON
$65.1B
$49.8M 0.04%
253,579
+169,972
+203% +$34.3M
AA icon
337
PUT
Alcoa
AA
$13.4B
$49.8M 0.04%
835,700
-101,000
-11% -$5.06M
ABT icon
338
CALL
Abbott
ABT
$182B
$49.5M 0.04%
352,000
+314,000
+826% +$40.2M
UNH icon
339
CALL
UnitedHealth
UNH
$353B
$49.5M 0.04%
98,600
-183,100
-65% -$82.9M
XLI icon
340
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.7B
$49.2M 0.04%
465,400
+225,800
+94% +$23.5M
LOW icon
341
Lowe's Companies
LOW
$112B
$49.1M 0.04%
189,819
+26,042
+16% +$6.19M
SEDG icon
342
CALL
SolarEdge
SEDG
$2.18B
$48.8M 0.04%
174,000
-8,500
-5% -$2.68M
FDX icon
343
CALL
FedEx
FDX
$73.4B
$48.7M 0.04%
188,200
-238,300
-56% -$57.2M
JCI icon
344
CALL
Johnson Controls International
JCI
$87.9B
$48.4M 0.04%
595,000
-57,000
-9% -$4.31M
CVNA icon
345
PUT
Carvana
CVNA
$53.4B
$48.4M 0.04%
1,043,000
-3,705,500
-78% -$204M
NEM icon
346
PUT
Newmont
NEM
$136B
$48.1M 0.04%
776,400
+410,000
+112% +$23.2M
SLB icon
347
PUT
SLB Ltd
SLB
$85B
$48.1M 0.04%
1,606,200
-991,800
-38% -$31.2M
KO icon
348
PUT
Coca-Cola
KO
$378B
$48M 0.04%
810,300
+424,900
+110% +$23.7M
NEE icon
349
PUT
NextEra Energy
NEE
$173B
$47.9M 0.04%
513,000
+131,000
+34% +$11.3M
JNJ icon
350
PUT
Johnson & Johnson
JNJ
$646B
$47.7M 0.04%
279,100
-189,900
-40% -$31.1M
12 13
14
15 16

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.