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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 | |
|---|---|---|---|---|---|---|
101
PUT
Occidental Petroleum
OXY
$53.5B
| $115M | 0.13% |
3,963,800
+292,000
| +8% | +$9.16M |
|
102
PUT
FedEx
FDX
$73.5B
| $115M | 0.13% |
444,000
-336,000
| -43% | -$80.6M |
|
103
PUT
Unity
U
$15.5B
| $111M | 0.13% |
778,400
+175,700
| +29% | +$26.8M |
|
104
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $111M | 0.13% |
506,800
+454,200
| +863% | +$88.3M |
|
105
PUT
Snowflake
SNOW
$110B
| $111M | 0.13% |
328,200
-401,500
| -55% | -$140M |
|
|
106
CALL
Snowflake
SNOW
$110B
| $111M | 0.13% |
327,300
-473,000
| -59% | -$165M |
|
107
PUT
Freeport-McMoran
FCX
$99.8B
| $106M | 0.12% |
2,529,000
-4,489,200
| -64% | -$171M |
|
108
CALL
Royal Caribbean
RCL
$87.6B
| $106M | 0.12% |
1,371,900
-592,200
| -30% | -$48.1M |
|
109
CALL
Johnson & Johnson
JNJ
$621B
| $105M | 0.12% |
616,600
+35,000
| +6% | +$5.73M |
|
110
CALL
Roblox
RBLX
$25.9B
| $105M | 0.12% |
1,019,000
+310,600
| +44% | +$30.2M |
|
111
PUT
Salesforce
CRM
$158B
| $105M | 0.12% |
412,470
-229,200
| -36% | -$64.4M |
|
112
PUT
Thermo Fisher Scientific
TMO
$214B
| $105M | 0.12% |
157,000
-66,000
| -30% | -$41.2M |
|
|
113
CALL
Salesforce
CRM
$158B
| $104M | 0.12% |
408,400
-208,600
| -34% | -$58.6M |
|
114
PUT
JD.com
JD
$43.9B
| $103M | 0.12% |
1,474,900
-501,100
| -25% | -$39.6M |
|
115
PUT
United Parcel Service
UPS
$91.5B
| $103M | 0.12% |
480,600
-265,600
| -36% | -$54M |
|
116
CALL
TSMC
TSM
$2.15T
| $103M | 0.12% |
853,000
-45,700
| -5% | -$5.35M |
|
117
PUT
Morgan Stanley
MS
$343B
| $102M | 0.12% |
1,042,500
-676,200
| -39% | -$67.4M |
|
|
118
Salesforce
CRM
$158B
| $101M | 0.12% |
395,847
+75,403
| +24% | +$21.2M |
|
119
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $98M | 0.11% |
661,300
-174,200
| -21% | -$25.7M |
|
120
CALL
Estee Lauder
EL
$31.5B
| $97.8M | 0.11% |
+264,200
| New | +$89.7M |
|
121
CALL
PepsiCo
PEP
$189B
| $97.5M | 0.11% |
561,200
+274,900
| +96% | +$44.9M |
|
122
CALL
Hilton Worldwide
HLT
$73B
| $97.1M | 0.11% |
622,300
+18,400
| +3% | +$2.65M |
|
123
PUT
Wynn Resorts
WYNN
$10.5B
| $96.9M | 0.11% |
1,138,900
-266,400
| -19% | -$23.6M |
|
124
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.99B
| $96.8M | 0.11% |
864,200
+61,300
| +8% | +$7.39M |
|
125
CALL
iShares MSCI EAFE ETF
EFA
$79.4B
| $95.9M | 0.11% |
1,219,300
+251,800
| +26% | +$19.9M |
|
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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 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.