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
YETI icon
1001
Yeti Holdings
YETI
$2.96B
$7.33M 0.01%
88,519
+64,902
+275% +$5.96M
PSX icon
1002
PUT
Phillips 66
PSX
$104B
$7.32M 0.01%
101,100
-131,000
-56% -$9.9M
ADT icon
1003
CALL
ADT
ADT
$5.15B
$7.32M 0.01%
870,000
– –
UMC icon
1004
PUT
United Microelectronic
UMC
$56.9B
$7.32M 0.01%
625,200
+500,000
+399% +$5.56M
BILL icon
1005
CALL
BILL Holdings
BILL
$4.09B
$7.28M 0.01%
+29,200
New +$8.26M
WMB icon
1006
CALL
Williams Companies
WMB
$91.9B
$7.27M 0.01%
279,300
-737,700
-73% -$20.4M
OTIS icon
1007
CALL
Otis Worldwide
OTIS
$26.4B
$7.23M 0.01%
83,000
-119,500
-59% -$10M
MAS icon
1008
PUT
Masco
MAS
$13.7B
$7.19M 0.01%
102,400
+97,700
+2,079% +$6.32M
NDAQ icon
1009
CALL
Nasdaq
NDAQ
$52.7B
$7.18M 0.01%
+102,600
New +$6.99M
MCHP icon
1010
CALL
Microchip Technology
MCHP
$39.6B
$7.17M 0.01%
82,400
+81,800
+13,633% +$6.62M
EOG icon
1011
CALL
EOG Resources
EOG
$77.1B
$7.17M 0.01%
80,700
-325,100
-80% -$29.2M
RPRX icon
1012
CALL
Royalty Pharma
RPRX
$27B
$7.17M 0.01%
180,000
-50,200
-22% -$1.95M
MCK icon
1013
McKesson
MCK
$104B
$7.12M 0.01%
28,629
+26,633
+1,334% +$5.85M
RKT icon
1014
CALL
Rocket Companies
RKT
$38B
$7.11M 0.01%
507,300
-640,300
-56% -$10.2M
ULTA icon
1015
Ulta Beauty
ULTA
$23.2B
$7.09M 0.01%
17,189
+2,597
+18% +$1.01M
PI icon
1016
CALL
Impinj
PI
$5.03B
$7.09M 0.01%
+79,900
New +$5.8M
FYBR
1017
CALL
DELISTED
Frontier Communications
FYBR
$7.08M 0.01%
240,000
+195,000
+433% +$6.04M
ASO icon
1018
PUT
Academy Sports + Outdoors
ASO
$3.17B
$7.07M 0.01%
161,100
-76,200
-32% -$3.31M
KD icon
1019
PUT
Kyndryl
KD
$2.83B
$7.07M 0.01%
+390,640
New +$8.43M
SOXX icon
1020
PUT
iShares Semiconductor ETF
SOXX
$43.8B
$7.05M 0.01%
39,000
-185,700
-83% -$31.1M
ADP icon
1021
PUT
Automatic Data Processing
ADP
$105B
$7.03M 0.01%
28,500
-3,000
-10% -$679K
BYND icon
1022
Beyond Meat
BYND
$187M
$7.02M 0.01%
3,592
-5,722
-61% -$14.6M
XOM icon
1023
ExxonMobil
XOM
$675B
$7.02M 0.01%
+114,686
New +$7.17M
CTSH icon
1024
PUT
Cognizant
CTSH
$26.2B
$7.02M 0.01%
79,100
+70,000
+769% +$5.63M
ARNA
1025
CALL
DELISTED
Arena Pharmaceuticals Inc
ARNA
$7M 0.01%
75,300
+300
+0.4% +$19.8K
39 40
41
42 43

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.