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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
484
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 | |
|---|---|---|---|---|---|---|
51
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $191M | 0.22% |
4,897,300
+1,131,300
| +30% | +$44.5M |
|
52
PUT
United States Oil Fund
USO
$1.81B
| $187M | 0.22% |
3,436,284
+2,788,000
| +430% | +$152M |
|
|
53
CALL
Nike
NKE
$61.6B
| $184M | 0.21% |
1,105,900
-26,200
| -2% | -$4.32M |
|
54
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $184M | 0.21% |
2,116,600
-2,260,800
| -52% | -$196M |
|
|
55
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $184M | 0.21% |
4,707,600
-900,500
| -16% | -$35.4M |
|
56
CALL
Mastercard
MA
$500B
| $181M | 0.21% |
503,700
+152,500
| +43% | +$52.7M |
|
57
PUT
Wells Fargo
WFC
$267B
| $181M | 0.21% |
3,768,300
+122,800
| +3% | +$6.05M |
|
|
58
Microsoft
MSFT
$3.66T
| $181M | 0.21% |
537,490
-1,757,577
| -77% | -$570M |
|
|
59
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $181M | 0.21% |
1,767,800
+1,655,200
| +1,470% | +$165M |
|
60
PUT
Sea Limited
SE
$68.3B
| $178M | 0.21% |
796,400
-329,900
| -29% | -$98.5M |
|
61
CALL
iShares Silver Trust
SLV
$28.8B
| $175M | 0.2% |
8,146,500
+2,966,500
| +57% | +$64.1M |
|
62
CALL
Pfizer
PFE
$145B
| $171M | 0.2% |
2,902,500
+243,000
| +9% | +$12M |
|
63
PUT
Goldman Sachs
GS
$311B
| $171M | 0.2% |
448,000
-129,500
| -22% | -$51.3M |
|
64
Micron Technology
MU
$1.01T
| $171M | 0.2% |
1,831,989
-121,106
| -6% | -$9.46M |
|
|
65
PUT
Uber
UBER
$147B
| $170M | 0.2% |
4,052,200
-5,059,700
| -56% | -$218M |
|
66
PUT
Starbucks
SBUX
$120B
| $167M | 0.19% |
1,431,400
-130,600
| -8% | -$14.7M |
|
67
CALL
Unity
U
$15.4B
| $167M | 0.19% |
1,170,800
-411,500
| -26% | -$62.9M |
|
68
PUT
Twilio
TWLO
$29.5B
| $167M | 0.19% |
635,500
+383,800
| +152% | +$115M |
|
69
PayPal
PYPL
$50.1B
| $166M | 0.19% |
882,322
+349,607
| +66% | +$75.6M |
|
|
70
CALL
Wells Fargo
WFC
$267B
| $163M | 0.19% |
3,407,300
+968,700
| +40% | +$47.7M |
|
71
CALL
JPMorgan Chase
JPM
$950B
| $161M | 0.19% |
1,018,500
+86,900
| +9% | +$14.3M |
|
72
CALL
Workday
WDAY
$42.3B
| $159M | 0.19% |
583,800
+1,300
| +0.2% | +$361K |
|
73
PUT
Mercado Libre
MELI
$95.7B
| $156M | 0.18% |
115,600
-8,100
| -7% | -$11.4M |
|
74
PUT
TSMC
TSM
$2.16T
| $155M | 0.18% |
1,289,500
-1,490,100
| -54% | -$175M |
|
75
PUT
Texas Instruments
TXN
$259B
| $154M | 0.18% |
819,300
-76,800
| -9% | -$14.7M |
|
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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 484 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 484 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.