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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 | |
|---|---|---|---|---|---|---|
701
Mettler-Toledo International
MTD
$28.6B
| $6.4M | 0.01% |
+3,771
| New | +$5.7M |
|
702
CALL
PENN Entertainment
PENN
$2.71B
| $6.37M | 0.01% |
122,800
-66,100
| -35% | -$4.01M |
|
703
CALL
Chord Energy
CHRD
$7.39B
| $6.3M | 0.01% |
+50,000
| New | +$5.94M |
|
704
PUT
iShares Core US Aggregate Bond ETF
AGG
$138B
| $6.27M | 0.01% |
55,000
+46,900
| +579% | +$5.37M |
|
705
CALL
L3Harris
LHX
$53.4B
| $6.27M | 0.01% |
29,400
+20,000
| +213% | +$4.43M |
|
706
PUT
Vertex Pharmaceuticals
VRTX
$126B
| $6.21M | 0.01% |
28,300
+7,800
| +38% | +$1.52M |
|
707
PUT
Southern Copper
SCCO
$166B
| $6.2M | 0.01% |
108,303
-108
| -0.1% | -$6.03K |
|
|
708
CALL
Southern Copper
SCCO
$166B
| $6.19M | 0.01% |
108,195
+108
| +0.1% | +$6.03K |
|
709
CALL
Western Digital
WDC
$150B
| $6.16M | 0.01% |
124,891
-8,600
| -6% | -$374K |
|
710
FuboTV Inc
FUBO
$273M
| $6.15M | 0.01% |
32,998
+31,120
| +1,657% | +$8.75M |
|
711
CALL
Qorvo
QRVO
$8.74B
| $6.02M | 0.01% |
38,500
+11,300
| +42% | +$1.8M |
|
712
CALL
Nutanix
NTNX
$16.9B
| $6.01M | 0.01% |
188,600
-66,000
| -26% | -$2.26M |
|
713
Mercado Libre
MELI
$92.3B
| $5.97M | 0.01% |
+4,431
| New | +$6.22M |
|
714
Microchip Technology
MCHP
$46B
| $5.93M | 0.01% |
68,110
-65,200
| -49% | -$5.27M |
|
715
Hershey
HSY
$36.6B
| $5.87M | 0.01% |
30,354
+16,844
| +125% | +$3.05M |
|
|
RDS.B
716
PUT
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $5.87M | 0.01% |
135,500
+12,500
| +10% | +$564K |
|
717
PUT
LyondellBasell Industries
LYB
$19.2B
| $5.87M | 0.01% |
63,600
-70,400
| -53% | -$6.53M |
|
718
CALL
Toast
TOST
$19.9B
| $5.82M | 0.01% |
+167,600
| New | +$7.76M |
|
719
FIVE9
FIVN
$2.54B
| $5.77M | 0.01% |
+42,026
| New | +$6.22M |
|
720
PUT
Fortive
FTV
$18.6B
| $5.73M | 0.01% |
99,658
-1,990
| -2% | -$112K |
|
721
PUT
Martin Marietta Materials
MLM
$33B
| $5.73M | 0.01% |
13,000
-6,300
| -33% | -$2.55M |
|
722
PUT
iShares MSCI Japan ETF
EWJ
$23B
| $5.71M | 0.01% |
85,300
-38,200
| -31% | -$2.61M |
|
723
CALL
Fortinet
FTNT
$117B
| $5.68M | 0.01% |
79,000
+29,000
| +58% | +$1.91M |
|
|
RDS.A
724
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $5.66M | 0.01% |
130,300
-56,700
| -30% | -$2.56M |
|
725
CALL
Simon Property Group
SPG
$72.3B
| $5.62M | 0.01% |
35,200
+5,100
| +17% | +$778K |
|
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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.