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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 | |
|---|---|---|---|---|---|---|
426
PUT
Rambus
RMBS
$11B
| $17.5M | 0.02% |
595,500
| – | – |
|
427
PUT
Gen Digital
GEN
$17.5B
| $17.4M | 0.02% |
670,500
-8,200
| -1% | -$207K |
|
428
PUT
RingCentral
RNG
$5.28B
| $17.4M | 0.02% |
92,800
+71,000
| +326% | +$15.8M |
|
429
CALL
Nucor
NUE
$62.1B
| $17.4M | 0.02% |
152,300
-82,900
| -35% | -$9.06M |
|
430
PUT
Invesco Solar ETF
TAN
$1.49B
| $17.4M | 0.02% |
225,500
-316,500
| -58% | -$27.7M |
|
431
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $17.2M | 0.02% |
223,300
+219,400
| +5,626% | +$15.9M |
|
|
432
CALL
RingCentral
RNG
$5.28B
| $17.2M | 0.02% |
91,700
+78,300
| +584% | +$17.4M |
|
433
Green Plains
GPRE
$1.03B
| $17.1M | 0.02% |
492,478
+70,898
| +17% | +$2.64M |
|
434
CALL
Ulta Beauty
ULTA
$24.3B
| $16.9M | 0.02% |
41,100
-71,400
| -63% | -$27.7M |
|
435
CALL
Palantir
PLTR
$413B
| $16.9M | 0.02% |
927,400
-141,100
| -13% | -$3.12M |
|
436
Match Group
MTCH
$8.55B
| $16.9M | 0.02% |
127,649
+127,635
| +911,679% | +$18.5M |
|
437
iShares Russell 2000 ETF
IWM
$83B
| $16.9M | 0.02% |
75,819
-209,721
| -73% | -$47.4M |
|
|
GES
438
PUT
DELISTED
Guess Inc
GES
| $16.9M | 0.02% |
712,000
+2,000
| +0.3% | +$44.3K |
|
439
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $16.8M | 0.02% |
32,500
| – | – |
|
440
CALL
Sherwin-Williams
SHW
$89.8B
| $16.8M | 0.02% |
47,700
-200
| -0.4% | -$64.6K |
|
|
441
Palantir
PLTR
$413B
| $16.8M | 0.02% |
922,375
+514,946
| +126% | +$11.4M |
|
442
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $16.6M | 0.02% |
752,300
+252,300
| +50% | +$5.57M |
|
443
Lam Research
LRCX
$390B
| $16.5M | 0.02% |
229,690
-1,166,790
| -84% | -$73.1M |
|
444
CALL
lululemon athletica
LULU
$14.6B
| $16.5M | 0.02% |
42,100
+1,800
| +4% | +$769K |
|
445
United States Oil Fund
USO
$1.84B
| $16.3M | 0.02% |
300,000
-343,092
| -53% | -$18.7M |
|
446
CALL
International Paper
IP
$22B
| $16.3M | 0.02% |
346,800
-238,858
| -41% | -$11.8M |
|
447
CALL
Newmont
NEM
$119B
| $16.2M | 0.02% |
261,300
-566,200
| -68% | -$32.1M |
|
448
CALL
Jones Lang LaSalle
JLL
$16.7B
| $16.2M | 0.02% |
60,000
+21,700
| +57% | +$5.6M |
|
449
PUT
Linde
LIN
$226B
| $16.1M | 0.02% |
46,600
-35,700
| -43% | -$11.6M |
|
450
PUT
Lennar Class A
LEN
$21.2B
| $16.1M | 0.02% |
142,967
+2,272
| +2% | +$232K |
|
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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.