We are live on
!
Find out more
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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$85.9B
AUM Growth
-$18B
(-17%)
Cap. Flow
-$25.5B
Cap. Flow
% of AUM
-29.64%
Top 10 Holdings %
Top 10 Hldgs %
50.47%
Holding
2,505
New
479
Increased
549
Reduced
832
Closed
483
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$335M |
| 2 |
NVIDIA
NVDA
|
+$117M |
| 3 |
Teladoc Health
TDOC
|
+$95.6M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$80.7M |
| 5 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$76.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$268M |
| 3 |
Nike
NKE
|
+$221M |
| 4 |
Uber
UBER
|
+$107M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
WBA
476
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $14.5M | 0.02% |
278,600
-196,200
| -41% | -$9.5M |
|
477
Norfolk Southern
NSC
$75.1B
| $14.5M | 0.02% |
+48,701
| New | +$13.6M |
|
478
Fortinet
FTNT
$117B
| $14.5M | 0.02% |
201,645
+93,570
| +87% | +$6.16M |
|
479
Pinterest
PINS
$13.4B
| $14.5M | 0.02% |
397,757
-178,131
| -31% | -$7.92M |
|
480
CALL
United Rentals
URI
$72.4B
| $14.3M | 0.02% |
43,200
-92,100
| -68% | -$32.8M |
|
481
SolarEdge
SEDG
$1.95B
| $14.3M | 0.02% |
51,138
+47,396
| +1,267% | +$15M |
|
482
PUT
Illinois Tool Works
ITW
$84.5B
| $14.2M | 0.02% |
57,400
+46,500
| +427% | +$10.8M |
|
483
CALL
Kohl's
KSS
$2.19B
| $14.1M | 0.02% |
286,200
-176,300
| -38% | -$9.01M |
|
484
CALL
Teck Resources
TECK
$32.6B
| $14M | 0.02% |
485,000
-58,500
| -11% | -$1.6M |
|
485
CALL
ProShares UltraPro QQQ
TQQQ
$37.9B
| $14M | 0.02% |
336,000
+2,800
| +0.8% | +$108K |
|
486
CALL
PG&E
PCG
$38.5B
| $13.9M | 0.02% |
1,145,200
+380,200
| +50% | +$4.45M |
|
487
iShares Core Dividend Growth ETF
DGRO
$43.5B
| $13.9M | 0.02% |
250,001
| – | – |
|
488
CALL
Progressive
PGR
$125B
| $13.9M | 0.02% |
135,100
+134,300
| +16,788% | +$12.8M |
|
489
CALL
MP Materials
MP
$9.1B
| $13.8M | 0.02% |
304,500
+297,700
| +4,378% | +$11.7M |
|
490
CALL
Wheaton Precious Metals
WPM
$60.9B
| $13.8M | 0.02% |
321,400
+280,900
| +694% | +$11.6M |
|
491
CALL
Valvoline
VVV
$4.51B
| $13.7M | 0.02% |
+368,100
| New | +$12.8M |
|
|
492
PUT
Teck Resources
TECK
$32.6B
| $13.7M | 0.02% |
476,300
-282,500
| -37% | -$7.75M |
|
493
PUT
NetEase
NTES
$84.7B
| $13.7M | 0.02% |
134,200
-182,100
| -58% | -$18.5M |
|
494
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $13.6M | 0.02% |
21,500
+8,500
| +65% | +$5.23M |
|
|
495
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $13.6M | 0.02% |
21,500
+8,500
| +65% | +$5.23M |
|
496
CALL
US Bancorp
USB
$99.6B
| $13.6M | 0.02% |
241,700
-340,300
| -58% | -$20.1M |
|
497
Fastly Inc
FSLY
$3.66B
| $13.4M | 0.02% |
376,911
+76,099
| +25% | +$3.31M |
|
498
PUT
Philip Morris
PM
$295B
| $13.3M | 0.02% |
140,000
-57,600
| -29% | -$5.38M |
|
499
PUT
Global Payments
GPN
$22.8B
| $13.3M | 0.02% |
98,400
+46,500
| +90% | +$6.41M |
|
|
500
PUT
ProShares UltraPro QQQ
TQQQ
$37.9B
| $13.3M | 0.02% |
319,600
-6,800
| -2% | -$263K |
|
Similar funds
HF
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 483 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 483 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.