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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 | |
|---|---|---|---|---|---|---|
|
VMW
251
PUT
DELISTED
VMware, Inc
VMW
| $45.8M | 0.05% |
395,456
-74,712
| -16% | -$9.82M |
|
252
PUT
PNC Financial Services
PNC
$101B
| $45.5M | 0.05% |
227,100
+100,800
| +80% | +$20.5M |
|
253
CALL
State Street SPDR S&P Retail ETF
XRT
$326M
| $45.5M | 0.05% |
503,900
+413,300
| +456% | +$38.9M |
|
254
PUT
VanEck Gold Miners ETF
GDX
$27.5B
| $45.5M | 0.05% |
1,419,200
-269,200
| -16% | -$8.59M |
|
255
CALL
Pinduoduo
PDD
$131B
| $45.2M | 0.05% |
775,600
-881,500
| -53% | -$69.5M |
|
256
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $45.2M | 0.05% |
520,040
+520,038
| +26,001,900% | +$42.8M |
|
|
TWTR
257
CALL
DELISTED
Twitter, Inc.
TWTR
| $45.1M | 0.05% |
1,042,400
-102,800
| -9% | -$5.34M |
|
|
PARA
258
PUT
DELISTED
Paramount Global Class B
PARA
| $44.8M | 0.05% |
1,484,400
-2,490,800
| -63% | -$85.8M |
|
259
PUT
Magnite
MGNI
$3.57B
| $43.8M | 0.05% |
2,504,000
-1,225,000
| -33% | -$27.6M |
|
260
PUT
Upstart Holdings
UPST
$2.99B
| $43.5M | 0.05% |
287,500
-162,800
| -36% | -$40.7M |
|
261
PUT
Lyft
LYFT
$6.52B
| $43.2M | 0.05% |
1,012,000
-841,300
| -45% | -$39.4M |
|
262
CALL
XPeng
XPEV
$11.6B
| $42.8M | 0.05% |
851,200
-202,600
| -19% | -$9.13M |
|
263
PUT
Okta
OKTA
$25.7B
| $42.7M | 0.05% |
190,500
-22,400
| -11% | -$5.34M |
|
264
PUT
Pinterest
PINS
$13.3B
| $42.5M | 0.05% |
1,169,700
-2,029,900
| -63% | -$90.2M |
|
265
PUT
Match Group
MTCH
$8.55B
| $42.4M | 0.05% |
320,400
-261,300
| -45% | -$37.9M |
|
|
SCHW
266
CALL
Charles Schwab
SCHW
$186B
| $41.8M | 0.05% |
496,700
+92,000
| +23% | +$7.44M |
|
|
267
CALL
Match Group
MTCH
$8.55B
| $41.4M | 0.05% |
313,300
-559,800
| -64% | -$81.1M |
|
268
PUT
Norwegian Cruise Line
NCLH
$8.79B
| $41.3M | 0.05% |
1,991,500
-388,700
| -16% | -$9.3M |
|
269
CALL
MGM Resorts International
MGM
$11.1B
| $40.7M | 0.05% |
907,100
+534,500
| +143% | +$24M |
|
270
PUT
McDonald's
MCD
$195B
| $40.6M | 0.05% |
151,300
-48,100
| -24% | -$12.1M |
|
271
CALL
iShares Biotechnology ETF
IBB
$9.66B
| $40.6M | 0.05% |
265,700
+265,600
| +265,600% | +$41.1M |
|
272
CALL
United Airlines
UAL
$41.7B
| $40.4M | 0.05% |
923,500
-136,100
| -13% | -$6.31M |
|
273
PUT
Toronto Dominion Bank
TD
$200B
| $40.3M | 0.05% |
525,000
-200,000
| -28% | -$14.6M |
|
|
NEWR
274
PUT
DELISTED
New Relic, Inc.
NEWR
| $40M | 0.05% |
364,200
+25,000
| +7% | +$2.41M |
|
275
CALL
MetLife
MET
$62.4B
| $39.7M | 0.05% |
635,000
+109,800
| +21% | +$6.89M |
|
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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 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.