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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 | |
|---|---|---|---|---|---|---|
1026
PUT
MarketAxess Holdings
MKTX
$5.72B
| $2.18M | ﹤0.01% |
5,300
-4,800
| -48% | -$1.89M |
|
|
GBT
1027
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $2.18M | ﹤0.01% |
74,400
+24,200
| +48% | +$750K |
|
1028
Steel Dynamics
STLD
$37.6B
| $2.16M | ﹤0.01% |
34,781
-16,656
| -32% | -$1.04M |
|
1029
CALL
Teradata
TDC
$2.55B
| $2.16M | ﹤0.01% |
50,800
+800
| +2% | +$39.5K |
|
1030
CALL
Prudential Financial
PRU
$41.8B
| $2.15M | ﹤0.01% |
19,900
-103,800
| -84% | -$11.3M |
|
|
PING
1031
CALL
DELISTED
Ping Identity Holding Corp.
PING
| $2.15M | ﹤0.01% |
94,000
+19,100
| +26% | +$486K |
|
|
TGNA
1032
DELISTED
TEGNA Inc
TGNA
| $2.14M | ﹤0.01% |
115,452
+46,897
| +68% | +$938K |
|
1033
Teva Pharmaceuticals
TEVA
$41.2B
| $2.14M | ﹤0.01% |
267,113
+79,051
| +42% | +$713K |
|
1034
CALL
HCA Healthcare
HCA
$89.5B
| $2.13M | ﹤0.01% |
8,300
+6,400
| +337% | +$1.57M |
|
1035
CALL
VICI Properties
VICI
$29.4B
| $2.11M | ﹤0.01% |
70,000
-52,500
| -43% | -$1.52M |
|
1036
CALL
Turning Point Brands
TPB
$1.74B
| $2.09M | ﹤0.01% |
55,400
-89,600
| -62% | -$3.64M |
|
|
FL
1037
CALL
DELISTED
Foot Locker
FL
| $2.09M | ﹤0.01% |
47,900
-79,800
| -62% | -$3.79M |
|
1038
Williams-Sonoma
WSM
$29.6B
| $2.08M | ﹤0.01% |
24,628
-43,150
| -64% | -$4.02M |
|
1039
Radware
RDWR
$1.19B
| $2.08M | ﹤0.01% |
+50,007
| New | +$1.7M |
|
|
COOP
1040
PUT
DELISTED
Mr. Cooper
COOP
| $2.08M | ﹤0.01% |
+50,000
| New | +$2.1M |
|
1041
Wheaton Precious Metals
WPM
$60.9B
| $2.08M | ﹤0.01% |
48,423
-1,410
| -3% | -$58.1K |
|
|
WE
1042
CALL
DELISTED
WeWork Inc.
WE
| $2.06M | ﹤0.01% |
+6,000
| New | +$2.2M |
|
1043
SoFi Technologies
SOFI
$23.7B
| $2.06M | ﹤0.01% |
+130,382
| New | +$2.39M |
|
1044
PUT
TAL Education Group
TAL
$6.87B
| $2.06M | ﹤0.01% |
522,600
-892,500
| -63% | -$4.03M |
|
1045
Hancock Whitney
HWC
$6.24B
| $2.05M | ﹤0.01% |
40,942
+8,271
| +25% | +$413K |
|
1046
CALL
Tenet Healthcare
THC
$21.1B
| $2.04M | ﹤0.01% |
25,000
-50,000
| -67% | -$3.65M |
|
|
ICPT
1047
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $2.04M | ﹤0.01% |
125,000
-16
| -0% | -$270 |
|
|
TWO
1048
CALL
Two Harbors Investment
TWO
$1.27B
| $2.02M | ﹤0.01% |
87,600
+31,350
| +56% | +$782K |
|
1049
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $2.01M | ﹤0.01% |
55,000
-40,000
| -42% | -$1.5M |
|
1050
PUT
Pultegroup
PHM
$25.3B
| $2.01M | ﹤0.01% |
35,100
-192,800
| -85% | -$9.88M |
|
Similar funds
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.