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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 | |
|---|---|---|---|---|---|---|
276
PUT
Halliburton
HAL
$26.9B
| $39.6M | 0.05% |
1,730,600
-313,800
| -15% | -$7.43M |
|
277
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.67B
| $39.3M | 0.05% |
474,300
-182,300
| -28% | -$15.6M |
|
278
CALL
Trade Desk
TTD
$6.6B
| $38.6M | 0.04% |
421,600
+371,500
| +742% | +$32.5M |
|
279
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $38.5M | 0.04% |
484,500
+321,000
| +196% | +$26.8M |
|
280
PUT
NIO
NIO
$11.9B
| $38.5M | 0.04% |
1,215,100
-43,900
| -3% | -$1.61M |
|
281
CALL
KE Holdings
BEKE
$18.8B
| $37.8M | 0.04% |
1,880,700
+1,621,600
| +626% | +$33.2M |
|
282
PUT
Generac Holdings
GNRC
$12.6B
| $37.5M | 0.04% |
106,700
+105,400
| +8,108% | +$43.7M |
|
|
283
PUT
Trade Desk
TTD
$6.6B
| $37.3M | 0.04% |
407,400
+239,400
| +143% | +$21M |
|
284
PUT
Eli Lilly
LLY
$1.05T
| $37.2M | 0.04% |
134,800
-122,100
| -48% | -$31M |
|
285
PUT
Southwest Airlines
LUV
$22.9B
| $37.2M | 0.04% |
867,400
+327,000
| +61% | +$15.4M |
|
286
CALL
Weyerhaeuser
WY
$18.4B
| $37.1M | 0.04% |
901,400
+821,100
| +1,023% | +$31.2M |
|
287
PUT
Lowe's Companies
LOW
$124B
| $36.5M | 0.04% |
141,300
-675,400
| -83% | -$161M |
|
|
SPLK
288
CALL
DELISTED
Splunk Inc
SPLK
| $35.6M | 0.04% |
308,000
-24,200
| -7% | -$3.38M |
|
289
CALL
Take-Two Interactive
TTWO
$45.3B
| $35.5M | 0.04% |
199,500
-117,300
| -37% | -$20.4M |
|
290
CALL
Mercado Libre
MELI
$91.9B
| $35.3M | 0.04% |
26,200
-9,400
| -26% | -$13.2M |
|
291
PUT
EOG Resources
EOG
$71.4B
| $35.1M | 0.04% |
394,800
-172,800
| -30% | -$15.5M |
|
292
CALL
Marriott International
MAR
$93.2B
| $35.1M | 0.04% |
212,200
+127,900
| +152% | +$20.1M |
|
293
CALL
PNC Financial Services
PNC
$101B
| $34.8M | 0.04% |
173,400
-71,000
| -29% | -$14.4M |
|
294
PUT
Nutanix
NTNX
$16.8B
| $34.5M | 0.04% |
1,081,300
+476,000
| +79% | +$16.3M |
|
295
PUT
Green Plains
GPRE
$1.04B
| $34.2M | 0.04% |
985,300
+200,000
| +25% | +$7.44M |
|
|
296
CALL
Lowe's Companies
LOW
$124B
| $34.2M | 0.04% |
132,300
-255,000
| -66% | -$60.6M |
|
297
Texas Instruments
TXN
$260B
| $34M | 0.04% |
180,611
+69,329
| +62% | +$13.3M |
|
298
PUT
VanEck Semiconductor ETF
SMH
$72.8B
| $34M | 0.04% |
220,400
-1,469,200
| -87% | -$212M |
|
299
PUT
NXP Semiconductors
NXPI
$60B
| $33.9M | 0.04% |
148,900
-127,400
| -46% | -$27.1M |
|
300
CALL
Lockheed Martin
LMT
$135B
| $33.9M | 0.04% |
95,300
-23,800
| -20% | -$8.23M |
|
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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.