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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 | |
|---|---|---|---|---|---|---|
76
PUT
Intuit
INTU
$89.7B
| $153M | 0.18% |
238,000
-93,000
| -28% | -$57.4M |
|
77
PUT
Lam Research
LRCX
$385B
| $152M | 0.18% |
2,109,000
-1,961,000
| -48% | -$123M |
|
|
78
PUT
Nike
NKE
$63B
| $152M | 0.18% |
909,100
-1,555,400
| -63% | -$257M |
|
79
PUT
Snap
SNAP
$8.97B
| $151M | 0.18% |
3,214,900
-248,600
| -7% | -$14M |
|
80
CALL
Procter & Gamble
PG
$342B
| $150M | 0.17% |
914,300
+28,800
| +3% | +$4.28M |
|
81
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $141M | 0.16% |
3,940,600
-406,000
| -9% | -$13.7M |
|
82
PUT
ServiceNow
NOW
$121B
| $138M | 0.16% |
1,064,500
-102,000
| -9% | -$13.4M |
|
83
CALL
Etsy
ETSY
$8.15B
| $137M | 0.16% |
626,700
+46,800
| +8% | +$11.3M |
|
84
PUT
Roblox
RBLX
$25.9B
| $137M | 0.16% |
1,324,500
+720,400
| +119% | +$70M |
|
85
CALL
PayPal
PYPL
$49.6B
| $137M | 0.16% |
724,000
+331,400
| +84% | +$71.7M |
|
86
PUT
Zoom
ZM
$29.5B
| $134M | 0.16% |
728,200
-557,900
| -43% | -$131M |
|
87
CALL
Qualcomm
QCOM
$165B
| $134M | 0.16% |
732,200
-178,000
| -20% | -$28.5M |
|
88
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.99B
| $129M | 0.15% |
1,154,900
+312,100
| +37% | +$37.6M |
|
89
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $128M | 0.15% |
965,700
-31,100
| -3% | -$4.13M |
|
90
PUT
IBM
IBM
$222B
| $127M | 0.15% |
947,100
+459,036
| +94% | +$57.6M |
|
|
91
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $126M | 0.15% |
1,237,334
+810,310
| +190% | +$80.7M |
|
92
PUT
UnitedHealth
UNH
$375B
| $125M | 0.15% |
249,500
-52,800
| -17% | -$23.9M |
|
93
CALL
Twilio
TWLO
$29.3B
| $123M | 0.14% |
465,800
+230,700
| +98% | +$69M |
|
94
Netflix
NFLX
$309B
| $122M | 0.14% |
2,032,820
-952,930
| -32% | -$60.9M |
|
95
CALL
Starbucks
SBUX
$121B
| $122M | 0.14% |
1,041,300
+691,300
| +198% | +$77.9M |
|
96
PUT
Expedia Group
EXPE
$38.4B
| $120M | 0.14% |
665,400
-59,100
| -8% | -$10M |
|
97
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $120M | 0.14% |
4,325,336
-660,356
| -13% | -$18.7M |
|
98
CALL
General Motors
GM
$78.2B
| $119M | 0.14% |
2,034,400
-2,554,100
| -56% | -$149M |
|
99
PUT
Royal Caribbean
RCL
$87.6B
| $116M | 0.13% |
1,503,700
-1,000,500
| -40% | -$81.3M |
|
|
100
CALL
Uber
UBER
$139B
| $116M | 0.13% |
2,756,400
-1,016,600
| -27% | -$43.8M |
|
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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.