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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 | |
|---|---|---|---|---|---|---|
501
CALL
US Global Jets ETF
JETS
$800M
| $13.3M | 0.02% |
629,800
-121,800
| -16% | -$2.72M |
|
502
CALL
NRG Energy
NRG
$24.8B
| $13.3M | 0.02% |
308,100
-18,700
| -6% | -$734K |
|
|
ZNGA
503
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $13.2M | 0.02% |
+2,069,517
| New | +$14.3M |
|
504
Genesco
GCO
$422M
| $13.2M | 0.02% |
205,383
+4,625
| +2% | +$294K |
|
505
CALL
Paychex
PAYX
$42.7B
| $13.2M | 0.02% |
96,500
+1,700
| +2% | +$210K |
|
506
CALL
WIX.com
WIX
$2.52B
| $13.1M | 0.02% |
83,000
-1,700
| -2% | -$295K |
|
507
PUT
Kraft Heinz
KHC
$30B
| $13M | 0.02% |
361,600
-152,100
| -30% | -$5.47M |
|
|
SPLK
508
PUT
DELISTED
Splunk Inc
SPLK
| $13M | 0.02% |
112,200
-88,600
| -44% | -$12.4M |
|
509
PUT
Fortinet
FTNT
$117B
| $12.9M | 0.02% |
180,000
+18,000
| +11% | +$1.18M |
|
|
SBNY
510
PUT
DELISTED
Signature Bank
SBNY
| $12.9M | 0.02% |
40,000
| – | – |
|
|
MRTX
511
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $12.9M | 0.02% |
87,900
+65,000
| +284% | +$10.1M |
|
512
Sea Limited
SE
$69.5B
| $12.9M | 0.02% |
57,619
-71,070
| -55% | -$21.2M |
|
513
PUT
Honeywell
HON
$78B
| $12.8M | 0.01% |
65,358
-17,188
| -21% | -$3.47M |
|
514
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $12.8M | 0.01% |
147,200
-356,000
| -71% | -$29.3M |
|
|
GPMT
515
PUT
Granite Point Mortgage Trust
GPMT
$61.2M
| $12.8M | 0.01% |
1,089,600
+157,800
| +17% | +$2.02M |
|
516
PUT
Li Auto
LI
$12.7B
| $12.7M | 0.01% |
394,600
-403,500
| -51% | -$12.4M |
|
517
Pinduoduo
PDD
$131B
| $12.6M | 0.01% |
216,741
-416,737
| -66% | -$32.9M |
|
518
PUT
Strategy Inc
MSTR
$38.4B
| $12.6M | 0.01% |
231,000
+5,000
| +2% | +$344K |
|
519
CALL
T-Mobile US
TMUS
$190B
| $12.5M | 0.01% |
108,100
-5,800
| -5% | -$682K |
|
520
PUT
Fiverr
FVRR
$339M
| $12.5M | 0.01% |
110,100
-74,100
| -40% | -$11.6M |
|
521
PUT
Marathon Digital Holdings
MARA
$3.85B
| $12.4M | 0.01% |
376,700
-286,700
| -43% | -$13.7M |
|
|
HOLX
522
CALL
DELISTED
Hologic
HOLX
| $12.3M | 0.01% |
+161,000
| New | +$11.8M |
|
|
FTCH
523
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $12.3M | 0.01% |
368,290
-354,607
| -49% | -$13M |
|
524
CALL
T. Rowe Price
TROW
$24.3B
| $12.2M | 0.01% |
+62,200
| New | +$12.6M |
|
525
Travel + Leisure Co
TNL
$4.7B
| $12.2M | 0.01% |
220,997
+35,313
| +19% | +$1.89M |
|
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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.