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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 | |
|---|---|---|---|---|---|---|
1351
CALL
Magnite
MGNI
$3.38B
| $3.31M | ﹤0.01% |
188,900
+188,800
| +188,800% | +$4.26M |
|
1352
PUT
Warner Bros
WBD
$70B
| $3.29M | ﹤0.01% |
139,900
+9,900
| +8% | +$246K |
|
1353
PUT
Chubb
CB
$130B
| $3.29M | ﹤0.01% |
17,000
+8,400
| +98% | +$1.58M |
|
1354
PUT
Align Technology
ALGN
$10.9B
| $3.29M | ﹤0.01% |
+5,000
| New | +$3.21M |
|
1355
CALL
Clearway Energy Class C
CWEN
$6.58B
| $3.27M | ﹤0.01% |
+90,800
| New | +$3.21M |
|
|
HAPN
1356
CALL
Happen Inc
HAPN
$1.94B
| $3.27M | ﹤0.01% |
+135,100
| New | +$4.58M |
|
1357
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
| $3.25M | ﹤0.01% |
20,000
| – | – |
|
1358
PUT
HDFC Bank
HDB
$113B
| $3.25M | ﹤0.01% |
100,000
| – | – |
|
1359
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
| $3.24M | ﹤0.01% |
77,319
+77,318
| +7,731,800% | +$3.31M |
|
1360
PUT
iShares US Real Estate ETF
IYR
$4.27B
| $3.24M | ﹤0.01% |
27,900
-257,500
| -90% | -$28.2M |
|
1361
CALL
Bank of Montreal
BMO
$120B
| $3.23M | ﹤0.01% |
+30,000
| New | +$3.23M |
|
1362
CALL
Enbridge
ENB
$110B
| $3.21M | ﹤0.01% |
82,200
+1,600
| +2% | +$64.2K |
|
|
ESM.U
1363
DELISTED
ESM Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
ESM.U
| $3.21M | ﹤0.01% |
321,289
+61,195
| +24% | +$609K |
|
|
OPTU
1364
Optimum Communications Inc
OPTU
$368M
| $3.21M | ﹤0.01% |
198,243
+141,623
| +250% | +$2.4M |
|
1365
Keysight
KEYS
$56.4B
| $3.21M | ﹤0.01% |
15,530
+3,766
| +32% | +$704K |
|
1366
PUT
Tilray
TLRY
$579M
| $3.2M | ﹤0.01% |
45,550
+45,540
| +455,400% | +$4.58M |
|
1367
Melco Resorts & Entertainment
MLCO
$1.92B
| $3.2M | ﹤0.01% |
313,908
+280,836
| +849% | +$2.99M |
|
1368
PUT
Riot Platforms
RIOT
$8.28B
| $3.19M | ﹤0.01% |
142,900
-123,800
| -46% | -$3.69M |
|
1369
NetEase
NTES
$74.2B
| $3.19M | ﹤0.01% |
31,324
-10,048
| -24% | -$1.02M |
|
|
TUFN
1370
PUT
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $3.17M | ﹤0.01% |
300,000
| – | – |
|
1371
PUT
Cintas
CTAS
$80B
| $3.15M | ﹤0.01% |
28,400
-69,200
| -71% | -$7.46M |
|
1372
CALL
Manulife Financial
MFC
$71.1B
| $3.15M | ﹤0.01% |
165,000
| – | – |
|
1373
PUT
Fidelity National Information Services
FIS
$19.6B
| $3.15M | ﹤0.01% |
28,800
-560,600
| -95% | -$63.3M |
|
1374
Regal Rexnord
RRX
$10.6B
| $3.14M | ﹤0.01% |
+18,477
| New | +$2.93M |
|
1375
Chevron
CVX
$419B
| $3.14M | ﹤0.01% |
+26,777
| New | +$3.04M |
|
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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.