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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$17.5B 20.34%
36,803,400
-12,270,400
-25% -$5.63B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$436B
$5.06B 5.89%
12,714,100
-3,245,700
-20% -$1.25B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79.1B
$4.25B 4.94%
19,095,200
-5,328,100
-22% -$1.2B
TSLA icon
4
CALL
Tesla
TSLA
$1.18T
$3.93B 4.58%
11,167,200
-94,500
-0.8% -$31.7M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$436B
$3.31B 3.85%
8,325,300
-1,652,500
-17% -$638M
MSFT icon
6
PUT
Microsoft
MSFT
$2.9T
$2.23B 2.59%
6,627,500
-3,074,200
-32% -$997M
SPY icon
7
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$2.15B 2.5%
4,524,900
-4,461,000
-50% -$2.05B
TSLA icon
8
PUT
Tesla
TSLA
$1.18T
$2.01B 2.34%
5,719,800
-9,372,300
-62% -$3.14B
IWM icon
9
CALL
iShares Russell 2000 ETF
IWM
$79.1B
$1.69B 1.97%
7,598,700
-2,712,500
-26% -$613M
META icon
10
PUT
Meta Platforms (Facebook)
META
$1.49T
$1.26B 1.47%
3,754,400
-1,031,300
-22% -$342M
NVDA icon
11
PUT
NVIDIA
NVDA
$4.6T
$1.21B 1.41%
41,105,000
-4,132,000
-9% -$114M
TLT icon
12
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$622M 0.72%
4,200,200
+1,671,100
+66% +$246M
NFLX icon
13
PUT
Netflix
NFLX
$307B
$566M 0.66%
9,395,000
-464,000
-5% -$29.6M
EEM icon
14
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$506M 0.59%
10,350,200
+2,861,400
+38% +$144M
NVDA icon
15
CALL
NVIDIA
NVDA
$4.6T
$491M 0.57%
16,693,000
-901,000
-5% -$24.8M
PANW icon
16
PUT
Palo Alto Networks
PANW
$256B
$488M 0.57%
5,259,000
+2,167,800
+70% +$188M
GLD icon
17
PUT
SPDR Gold Trust
GLD
$131B
$459M 0.53%
2,687,700
+280,600
+12% +$47.1M
MSFT icon
18
CALL
Microsoft
MSFT
$2.9T
$404M 0.47%
1,201,500
-984,000
-45% -$319M
HYG icon
19
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$393M 0.46%
4,515,000
-5,215,600
-54% -$453M
MU icon
20
PUT
Micron Technology
MU
$835B
$391M 0.46%
4,200,400
-3,169,200
-43% -$247M
QCOM icon
21
PUT
Qualcomm
QCOM
$164B
$388M 0.45%
2,121,700
-1,168,600
-36% -$187M
PYPL icon
22
PUT
PayPal
PYPL
$50.3B
$386M 0.45%
2,044,700
-423,800
-17% -$91.7M
PANW icon
23
CALL
Palo Alto Networks
PANW
$256B
$371M 0.43%
3,995,400
+828,000
+26% +$71.6M
GLD icon
24
CALL
SPDR Gold Trust
GLD
$131B
$370M 0.43%
2,164,900
-1,744,700
-45% -$293M
NVDA icon
25
NVIDIA
NVDA
$4.6T
$360M 0.42%
12,245,490
+4,253,600
+53% +$117M
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.