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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 | |
|---|---|---|---|---|---|---|
351
PUT
Roku
ROKU
$22.7B
| $26.2M | 0.03% |
114,600
+16,200
| +16% | +$4.37M |
|
|
GFLU
352
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
| $26.1M | 0.03% |
300,198
+200,198
| +200% | +$17.9M |
|
353
CALL
TripAdvisor
TRIP
$1.26B
| $26.1M | 0.03% |
956,500
+312,800
| +49% | +$9.59M |
|
354
PUT
Take-Two Interactive
TTWO
$46.1B
| $26M | 0.03% |
146,100
-105,400
| -42% | -$18.4M |
|
355
CALL
Kimberly-Clark
KMB
$36.5B
| $25.9M | 0.03% |
181,500
+72,700
| +67% | +$9.79M |
|
356
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $25.9M | 0.03% |
184,000
-165,300
| -47% | -$21.9M |
|
|
WWE
357
CALL
DELISTED
World Wrestling Entertainment
WWE
| $25.9M | 0.03% |
524,900
-24,600
| -4% | -$1.34M |
|
|
FTCH
358
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $25.8M | 0.03% |
771,000
-679,500
| -47% | -$25M |
|
359
PUT
Sherwin-Williams
SHW
$89.8B
| $25.7M | 0.03% |
73,000
-500
| -0.7% | -$162K |
|
|
TWTR
360
DELISTED
Twitter, Inc.
TWTR
| $25.7M | 0.03% |
593,915
+393,999
| +197% | +$20.5M |
|
361
PUT
The Mosaic Company
MOS
$7.33B
| $25.3M | 0.03% |
644,000
-664,900
| -51% | -$25.5M |
|
362
Twilio
TWLO
$36.6B
| $25.2M | 0.03% |
95,583
+34,071
| +55% | +$10.2M |
|
|
PCGU
363
DELISTED
PG&E Corporation
PCGU
| $25.1M | 0.03% |
216,810
+127,175
| +142% | +$14.4M |
|
|
SGI
364
Somnigroup International
SGI
$13.7B
| $25M | 0.03% |
532,173
+358,850
| +207% | +$16.3M |
|
365
PUT
Steel Dynamics
STLD
$37.6B
| $25M | 0.03% |
402,000
+5,700
| +1% | +$357K |
|
366
CALL
Lyft
LYFT
$6.63B
| $24.5M | 0.03% |
572,500
-649,800
| -53% | -$30.4M |
|
367
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $24.2M | 0.03% |
1,434,700
-1,822,300
| -56% | -$31.6M |
|
368
PUT
Union Pacific
UNP
$174B
| $24.2M | 0.03% |
95,900
-124,800
| -57% | -$29.6M |
|
369
CALL
Tractor Supply
TSCO
$18.1B
| $23.9M | 0.03% |
500,000
| – | – |
|
370
CALL
Southwest Airlines
LUV
$23B
| $23.5M | 0.03% |
547,400
+240,300
| +78% | +$11.3M |
|
|
371
CALL
Steel Dynamics
STLD
$37.6B
| $23.4M | 0.03% |
376,600
+11,500
| +3% | +$719K |
|
372
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.69B
| $23.3M | 0.03% |
280,455
+172,703
| +160% | +$14.8M |
|
373
CALL
TJX Companies
TJX
$178B
| $22.8M | 0.03% |
300,400
-172,000
| -36% | -$11.9M |
|
|
SPWR
374
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $22.8M | 0.03% |
1,092,400
+534,600
| +96% | +$14.5M |
|
375
PUT
Live Nation Entertainment
LYV
$42.1B
| $22.7M | 0.03% |
189,400
-338,100
| -64% | -$36.4M |
|
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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.