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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
(-16%)
Cap. Flow
-$1.87B
Cap. Flow
% of AUM
-1.69%
Top 10 Holdings %
Top 10 Hldgs %
39.38%
Holding
3,682
New
707
Increased
846
Reduced
1,199
Closed
700
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$335M |
| 2 |
Cigna
CI
|
+$120M |
| 3 |
NVIDIA
NVDA
|
+$117M |
| 4 |
Teladoc Health
TDOC
|
+$95.6M |
| 5 |
XYZ
Block Inc
XYZ
|
+$81.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$268M |
| 3 |
Nike
NKE
|
+$221M |
| 4 |
Adobe
ADBE
|
+$177M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
751
PUT
Philip Morris
PM
$289B
| $13.3M | 0.01% |
140,000
-57,600
| -29% | -$5.38M |
|
752
PUT
Global Payments
GPN
$23B
| $13.3M | 0.01% |
98,400
+46,500
| +90% | +$6.41M |
|
753
PUT
ProShares UltraPro QQQ
TQQQ
$35.5B
| $13.3M | 0.01% |
319,600
-6,800
| -2% | -$263K |
|
754
CALL
US Global Jets ETF
JETS
$720M
| $13.3M | 0.01% |
629,800
-121,800
| -16% | -$2.72M |
|
755
CALL
NRG Energy
NRG
$24.3B
| $13.3M | 0.01% |
308,100
-18,700
| -6% | -$734K |
|
|
ZNGA
756
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $13.2M | 0.01% |
+2,069,517
| New | +$14.3M |
|
757
Builders FirstSource
BLDR
$6.61B
| $13.2M | 0.01% |
154,098
-101,502
| -40% | -$6.88M |
|
758
Genesco
GCO
$381M
| $13.2M | 0.01% |
205,383
+4,625
| +2% | +$294K |
|
759
CALL
Paychex
PAYX
$40.8B
| $13.2M | 0.01% |
96,500
+1,700
| +2% | +$210K |
|
|
ARI
760
PUT
Apollo Commercial Real Estate
ARI
$869M
| $13.2M | 0.01% |
1,000,000
+891,900
| +825% | +$12.9M |
|
761
CALL
Bunge Global
BG
$23.7B
| $13.1M | 0.01% |
140,500
+6,200
| +5% | +$553K |
|
762
CALL
WIX.com
WIX
$3.11B
| $13.1M | 0.01% |
83,000
-1,700
| -2% | -$295K |
|
763
CALL
Dick's Sporting Goods
DKS
$11.9B
| $13M | 0.01% |
113,500
-115,900
| -51% | -$13.9M |
|
764
CALL
CRISPR Therapeutics
CRSP
$5.17B
| $13M | 0.01% |
171,800
+163,300
| +1,921% | +$14.3M |
|
|
EA
765
CALL
DELISTED
Electronic Arts
EA
| $13M | 0.01% |
98,700
-240,400
| -71% | -$32.3M |
|
766
PUT
Kraft Heinz
KHC
$29.2B
| $13M | 0.01% |
361,600
-152,100
| -30% | -$5.47M |
|
|
SPLK
767
PUT
DELISTED
Splunk Inc
SPLK
| $13M | 0.01% |
112,200
-88,600
| -44% | -$12.4M |
|
768
PUT
Fortinet
FTNT
$115B
| $12.9M | 0.01% |
180,000
+18,000
| +11% | +$1.18M |
|
|
SBNY
769
PUT
DELISTED
Signature Bank
SBNY
| $12.9M | 0.01% |
40,000
| – | – |
|
|
MRTX
770
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $12.9M | 0.01% |
87,900
+65,000
| +284% | +$10.1M |
|
771
Sea Limited
SE
$66.6B
| $12.9M | 0.01% |
57,619
-71,070
| -55% | -$21.2M |
|
772
PUT
Honeywell
HON
$65B
| $12.8M | 0.01% |
65,358
-17,188
| -21% | -$3.47M |
|
773
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $12.8M | 0.01% |
147,200
-356,000
| -71% | -$29.3M |
|
|
GPMT
774
PUT
Granite Point Mortgage Trust
GPMT
$48.2M
| $12.8M | 0.01% |
1,089,600
+157,800
| +17% | +$2.02M |
|
775
CALL
Cencora
COR
$61.7B
| $12.7M | 0.01% |
95,900
| – | – |
|
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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.