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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
3401
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$0 ﹤0.01%
1
– –
SRE icon
3402
Sempra
SRE
$55.9B
– –
-7,670
Closed -$486K
SRPT icon
3403
Sarepta Therapeutics
SRPT
$2.21B
– –
-2,202
Closed -$188K
STE icon
3404
Steris
STE
$21.3B
– –
-322
Closed -$66K
STE icon
3405
PUT
Steris
STE
$21.3B
– –
-800
Closed -$163K
STM icon
3406
CALL
STMicroelectronics
STM
$46.4B
– –
-4,300
Closed -$188K
STM icon
3407
PUT
STMicroelectronics
STM
$46.4B
– –
-17,900
Closed -$781K
STNE icon
3408
StoneCo
STNE
$2.31B
– –
-13,497
Closed -$342K
STX icon
3409
Seagate
STX
$205B
– –
-177,551
Closed -$17.3M
SWBI icon
3410
CALL
Smith & Wesson
SWBI
$593M
– –
-51,600
Closed -$1.07M
SWBI icon
3411
Smith & Wesson
SWBI
$593M
– –
-161
Closed -$3K
SWBI icon
3412
PUT
Smith & Wesson
SWBI
$593M
– –
-4,800
Closed -$100K
SY
3413
CALL
So-Young International
SY
$267M
– –
-80,500
Closed -$343K
SYK icon
3414
Stryker
SYK
$106B
– –
-6,549
Closed -$1.72M
TAK icon
3415
CALL
Takeda Pharmaceutical
TAK
$58.5B
– –
-35,500
Closed -$581K
TAK icon
3416
PUT
Takeda Pharmaceutical
TAK
$58.5B
– –
-4,300
Closed -$71K
TBF icon
3417
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$117M
– –
-52,500
Closed -$876K
TBF icon
3418
ProShares Short 20+ Year Treasury ETF
TBF
$117M
– –
-1
Closed –
TD icon
3419
Toronto Dominion Bank
TD
$197B
– –
-200,645
Closed -$14.6M
TER icon
3420
Teradyne
TER
$58.2B
– –
-7,043
Closed -$991K
TGI
3421
CALL
DELISTED
Triumph Group
TGI
– –
-37,500
Closed -$699K
TGI
3422
DELISTED
Triumph Group
TGI
– –
-184
Closed -$3K
TGTX icon
3423
PUT
TG Therapeutics
TGTX
$8.53B
– –
-155,600
Closed -$5.18M
TLT icon
3424
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$0 ﹤0.01%
1
– –
TMO icon
3425
Thermo Fisher Scientific
TMO
$223B
– –
-61,126
Closed -$38.2M
135 136
137
138 139

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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.