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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$17.5B 15.74%
36,803,400
-12,270,400
-25% -$5.63B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$490B
$5.06B 4.55%
12,714,100
-3,245,700
-20% -$1.25B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$4.25B 3.82%
19,095,200
-5,328,100
-22% -$1.2B
TSLA icon
4
CALL
Tesla
TSLA
$1.45T
$3.93B 3.54%
11,167,200
-94,500
-0.8% -$31.7M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$490B
$3.31B 2.98%
8,325,300
-1,652,500
-17% -$638M
MSFT icon
6
PUT
Microsoft
MSFT
$3.67T
$2.23B 2.01%
6,627,500
-3,074,200
-32% -$997M
SPY icon
7
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$2.15B 1.94%
4,524,900
-4,461,000
-50% -$2.05B
TSLA icon
8
PUT
Tesla
TSLA
$1.45T
$2.01B 1.81%
5,719,800
-9,372,300
-62% -$3.14B
IWM icon
9
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$1.69B 1.52%
7,598,700
-2,712,500
-26% -$613M
AMZN icon
10
PUT
Amazon
AMZN
$2.77T
$1.62B 1.46%
9,706,000
-3,630,000
-27% -$621M
AAPL icon
11
PUT
Apple
AAPL
$4.61T
$1.42B 1.28%
7,979,600
-1,506,300
-16% -$238M
META icon
12
PUT
Meta Platforms (Facebook)
META
$1.56T
$1.26B 1.14%
3,754,400
-1,031,300
-22% -$342M
NVDA icon
13
PUT
NVIDIA
NVDA
$5.45T
$1.21B 1.09%
41,105,000
-4,132,000
-9% -$114M
AMD icon
14
PUT
Advanced Micro Devices
AMD
$826B
$941M 0.85%
6,541,300
-2,270,000
-26% -$305M
AAPL icon
15
CALL
Apple
AAPL
$4.61T
$885M 0.8%
4,984,900
+1,539,900
+45% +$243M
TLT icon
16
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$622M 0.56%
4,200,200
+1,671,100
+66% +$246M
GOOGL icon
17
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
$598M 0.54%
4,128,000
-4,494,000
-52% -$647M
AMZN icon
18
CALL
Amazon
AMZN
$2.77T
$567M 0.51%
3,402,000
-1,280,000
-27% -$219M
NFLX icon
19
PUT
Netflix
NFLX
$320B
$566M 0.51%
9,395,000
-464,000
-5% -$29.6M
EEM icon
20
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$506M 0.46%
10,350,200
+2,861,400
+38% +$144M
NVDA icon
21
CALL
NVIDIA
NVDA
$5.45T
$491M 0.44%
16,693,000
-901,000
-5% -$24.8M
PANW icon
22
PUT
Palo Alto Networks
PANW
$275B
$488M 0.44%
5,259,000
+2,167,800
+70% +$188M
GLD icon
23
PUT
SPDR Gold Trust
GLD
$148B
$459M 0.41%
2,687,700
+280,600
+12% +$47.1M
ABBV icon
24
CALL
AbbVie
ABBV
$440B
$414M 0.37%
3,057,500
+2,314,500
+312% +$273M
MSFT icon
25
CALL
Microsoft
MSFT
$3.67T
$404M 0.36%
1,201,500
-984,000
-45% -$319M
1
2 3 4 5

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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.