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
AAL icon
451
American Airlines Group
AAL
$8.57B
$32M 0.03%
1,783,127
-552,978
-24% -$10.6M
MPC icon
452
CALL
Marathon Petroleum
MPC
$112B
$32M 0.03%
500,000
-175,200
-26% -$11.3M
GDXJ icon
453
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
$32M 0.03%
762,800
+141,300
+23% +$6.05M
HLF icon
454
PUT
Herbalife
HLF
$1.32B
$32M 0.03%
780,600
+301,000
+63% +$12.5M
LRCX icon
455
CALL
Lam Research
LRCX
$395B
$31.9M 0.03%
444,000
-533,000
-55% -$33.4M
COF icon
456
CALL
Capital One
COF
$129B
$31.9M 0.03%
219,700
-243,600
-53% -$37.6M
PARA
457
CALL
DELISTED
Paramount Global Class B
PARA
$31.8M 0.03%
1,053,900
-1,590,500
-60% -$54.8M
SHOP icon
458
Shopify
SHOP
$163B
$31.7M 0.03%
230,050
-210,400
-48% -$30.7M
IEF icon
459
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$31.6M 0.03%
275,000
– –
BX icon
460
CALL
Blackstone
BX
$96.9B
$31.4M 0.03%
242,600
-260,300
-52% -$34.7M
OKTA icon
461
CALL
Okta
OKTA
$30.2B
$31.3M 0.03%
139,700
-300
-0.2% -$71.5K
FDX icon
462
FedEx
FDX
$73.2B
$31.2M 0.03%
120,779
-1,091
-0.9% -$262K
ADI icon
463
PUT
Analog Devices
ADI
$177B
$31.2M 0.03%
177,642
-174,590
-50% -$30.9M
KR icon
464
PUT
Kroger
KR
$34.6B
$31.2M 0.03%
688,300
-490,500
-42% -$20.6M
NOK icon
465
PUT
Nokia
NOK
$60.2B
$31.1M 0.03%
5,000,400
+100
+0% +$583
SI
466
CALL
DELISTED
Silvergate Capital Corporation
SI
$30.9M 0.03%
208,700
+51,100
+32% +$8.74M
CC icon
467
PUT
Chemours
CC
$2.26B
$30.8M 0.03%
919,000
– –
M icon
468
PUT
Macy's
M
$5.66B
$30.8M 0.03%
1,178,000
-348,800
-23% -$9.51M
GS icon
469
CALL
Goldman Sachs
GS
$300B
$30.7M 0.03%
80,300
-41,100
-34% -$16.3M
TDOC icon
470
CALL
Teladoc Health
TDOC
$1.11B
$30.6M 0.03%
333,200
-203,900
-38% -$24.4M
CRWD icon
471
CALL
CrowdStrike
CRWD
$213B
$30.5M 0.03%
596,000
+568,000
+2,029% +$34.6M
DELL icon
472
CALL
Dell
DELL
$346B
$30.5M 0.03%
543,100
+7,430
+1% +$414K
WOLF icon
473
PUT
Wolfspeed
WOLF
$1.42B
$30.5M 0.03%
272,900
– –
NUE icon
474
PUT
Nucor
NUE
$58.5B
$30.5M 0.03%
266,900
-77,600
-23% -$8.48M
SHOP icon
475
CALL
Shopify
SHOP
$163B
$30.4M 0.03%
221,000
+63,000
+40% +$9.21M
17 18
19
20 21

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.