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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 | |
|---|---|---|---|---|---|---|
726
CALL
Playboy Inc
PLBY
$141M
| $5.62M | 0.01% |
211,000
+182,500
| +640% | +$5.51M |
|
727
Huntsman Corp
HUN
$1.77B
| $5.61M | 0.01% |
+160,910
| New | +$5.25M |
|
728
PUT
International Paper
IP
$22B
| $5.59M | 0.01% |
119,000
-113,109
| -49% | -$5.58M |
|
729
PUT
FirstEnergy
FE
$27.5B
| $5.57M | 0.01% |
134,000
+1,600
| +1% | +$61.7K |
|
730
PUT
Norfolk Southern
NSC
$75.1B
| $5.51M | 0.01% |
18,500
-11,900
| -39% | -$3.32M |
|
731
iShares MSCI Canada ETF
EWC
$6.33B
| $5.48M | 0.01% |
142,637
-59,894
| -30% | -$2.3M |
|
732
CALL
RH
RH
$3.71B
| $5.47M | 0.01% |
10,200
-54,600
| -84% | -$33.6M |
|
|
COOP
733
DELISTED
Mr. Cooper
COOP
| $5.46M | 0.01% |
131,173
+92,163
| +236% | +$3.88M |
|
734
Sunrun
RUN
$2.46B
| $5.45M | 0.01% |
158,924
+73,915
| +87% | +$3.46M |
|
735
Macy's
M
$6.68B
| $5.45M | 0.01% |
208,182
-20,007
| -9% | -$546K |
|
736
PUT
New Oriental
EDU
$8.98B
| $5.43M | 0.01% |
258,500
-49,470
| -16% | -$1.07M |
|
737
PUT
Under Armour Class C
UA
$2.53B
| $5.41M | 0.01% |
300,100
-17,800
| -6% | -$346K |
|
738
PUT
Sarepta Therapeutics
SRPT
$1.77B
| $5.4M | 0.01% |
60,000
+10,000
| +20% | +$855K |
|
739
CALL
Lemonade
LMND
$4.1B
| $5.4M | 0.01% |
128,300
+13,300
| +12% | +$747K |
|
740
PUT
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.26B
| $5.34M | 0.01% |
+240,800
| New | +$5.43M |
|
741
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $5.34M | 0.01% |
119,300
+69,300
| +139% | +$3.03M |
|
|
RAD
742
CALL
DELISTED
Rite Aid Corporation
RAD
| $5.33M | 0.01% |
362,800
+277,800
| +327% | +$3.75M |
|
743
CALL
Herbalife
HLF
$1.29B
| $5.32M | 0.01% |
+130,000
| New | +$5.41M |
|
|
VMW
744
CALL
DELISTED
VMware, Inc
VMW
| $5.3M | 0.01% |
45,764
+30,848
| +207% | +$4.06M |
|
745
Fiverr
FVRR
$339M
| $5.28M | 0.01% |
46,444
+1,689
| +4% | +$264K |
|
746
CALL
Fidelity National Information Services
FIS
$22.1B
| $5.21M | 0.01% |
47,700
-70,800
| -60% | -$8M |
|
|
VG
747
DELISTED
Vonage Holdings Corporation
VG
| $5.21M | 0.01% |
250,365
+84,157
| +51% | +$1.53M |
|
748
PUT
Williams-Sonoma
WSM
$29.6B
| $5.2M | 0.01% |
61,400
-140,400
| -70% | -$13.1M |
|
749
PUT
Weyerhaeuser
WY
$18.4B
| $5.18M | 0.01% |
125,700
-716,700
| -85% | -$27.2M |
|
750
PUT
Nasdaq
NDAQ
$52.9B
| $5.12M | 0.01% |
73,200
+27,600
| +61% | +$1.88M |
|
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HF
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.