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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+7.45%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$85.9B
AUM Growth
-$18B
Cap. Flow
-$25.5B
Cap. Flow %
-29.64%
Top 10 Hldgs %
50.47%
Holding
2,505
New
479
Increased
549
Reduced
832
Closed
484

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$335M
2
NVDA icon
NVIDIA
NVDA
+$117M
3
TDOC icon
Teladoc Health
TDOC
+$95.6M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$80.7M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$76.8M

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
UBER icon
Uber
UBER
+$107M
5
PTON icon
Peloton Interactive
PTON
+$91.1M

Sector Composition

Rank Sector Weight
1 Technology 1.66%
2 Consumer Discretionary 0.93%
3 Communication Services 0.6%
4 Financials 0.35%
5 Healthcare 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TSLA icon
26
Tesla
TSLA
$1.27T
$352M 0.41%
998,946
+997,788
+86,165% +$335M
MRNA icon
27
PUT
Moderna
MRNA
$21.9B
$341M 0.4%
1,344,100
+285,400
+27% +$83.4M
FXI icon
28
CALL
iShares China Large-Cap ETF
FXI
$4.35B
$332M 0.39%
9,062,800
+7,324,400
+421% +$287M
MRNA icon
29
CALL
Moderna
MRNA
$21.9B
$308M 0.36%
1,212,700
+155,600
+15% +$45.5M
SHOP icon
30
PUT
Shopify
SHOP
$152B
$308M 0.36%
2,233,000
+1,065,000
+91% +$156M
Z icon
31
PUT
Zillow
Z
$8.04B
$284M 0.33%
4,445,700
+306,800
+7% +$22.1M
INTC icon
32
CALL
Intel
INTC
$459B
$279M 0.32%
5,420,500
+1,623,600
+43% +$83M
V icon
33
PUT
Visa
V
$683B
$277M 0.32%
1,277,700
-205,700
-14% -$44.2M
WDAY icon
34
PUT
Workday
WDAY
$40.8B
$276M 0.32%
1,010,700
-127,800
-11% -$35.5M
TGT icon
35
CALL
Target
TGT
$67.8B
$263M 0.31%
1,137,200
-410,700
-27% -$99.9M
EEM icon
36
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$262M 0.3%
5,362,400
-303,700
-5% -$15.3M
MRK icon
37
CALL
Merck
MRK
$316B
$244M 0.28%
3,180,500
+1,394,400
+78% +$111M
GM icon
38
PUT
General Motors
GM
$79.3B
$221M 0.26%
3,767,300
-2,144,700
-36% -$125M
XLY icon
39
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$217M 0.25%
2,125,800
+2,005,000
+1,660% +$200M
XLV icon
40
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$215M 0.25%
1,523,900
+361,200
+31% +$48M
META icon
41
CALL
Meta Platforms (Facebook)
META
$1.5T
$213M 0.25%
633,000
-1,737,300
-73% -$577M
F icon
42
PUT
Ford
F
$57.5B
$212M 0.25%
10,221,800
+4,061,700
+66% +$74.7M
EFA icon
43
PUT
iShares MSCI EAFE ETF
EFA
$78.4B
$212M 0.25%
2,693,200
-2,287,100
-46% -$181M
V icon
44
CALL
Visa
V
$683B
$210M 0.24%
967,100
-501,000
-34% -$108M
MA icon
45
PUT
Mastercard
MA
$500B
$208M 0.24%
579,300
+268,400
+86% +$92.8M
INTC icon
46
PUT
Intel
INTC
$459B
$206M 0.24%
4,001,100
-1,407,800
-26% -$72M
PFE icon
47
PUT
Pfizer
PFE
$143B
$202M 0.24%
3,429,200
-1,012,400
-23% -$50.2M
JPM icon
48
PUT
JPMorgan Chase
JPM
$937B
$202M 0.23%
1,274,900
-713,600
-36% -$117M
USO icon
49
CALL
United States Oil Fund
USO
$1.91B
$198M 0.23%
3,634,500
+2,589,700
+248% +$141M
META icon
50
Meta Platforms (Facebook)
META
$1.5T
$193M 0.22%
573,569
-807,499
-58% -$268M
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 2,505 positions worth $85.9B, down 17% from $104B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Parallax Volatility Advisers withdrew a net $25.5B in Q4 2021, closing 484 positions and reducing 832 holdings. Its most notable exit was Nike, an estimated $221M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, down from 2% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Home Depot worth $75.2M.

  • 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 50% of its $85.9B portfolio in Q4 2021.
  • Parallax Volatility Advisers opened 479 new positions and closed 484 in Q4 2021.
  • Parallax Volatility Advisers's portfolio value fell 17% quarter-over-quarter to $85.9B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.