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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 | |
|---|---|---|---|---|---|---|
126
PUT
United Airlines
UAL
$42.5B
| $95.9M | 0.11% |
2,190,900
-739,100
| -25% | -$34.3M |
|
|
TWTR
127
PUT
DELISTED
Twitter, Inc.
TWTR
| $95.9M | 0.11% |
2,218,700
-1,363,300
| -38% | -$70.8M |
|
128
CALL
Expedia Group
EXPE
$37.3B
| $95.3M | 0.11% |
527,300
+296,000
| +128% | +$50.3M |
|
|
129
PUT
Teladoc Health
TDOC
$1.21B
| $93.5M | 0.11% |
1,017,900
+101,300
| +11% | +$12.1M |
|
130
CALL
ON Semiconductor
ON
$18.7B
| $92.2M | 0.11% |
1,358,000
+201,800
| +17% | +$11.4M |
|
131
CALL
Thermo Fisher Scientific
TMO
$212B
| $91.4M | 0.11% |
137,000
-58,200
| -30% | -$36.3M |
|
132
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
| $91.3M | 0.11% |
1,288,100
-2,847,600
| -69% | -$204M |
|
133
CALL
Occidental Petroleum
OXY
$55.8B
| $91.1M | 0.11% |
3,142,400
-1,568,700
| -33% | -$49.2M |
|
134
PUT
MongoDB
MDB
$29.7B
| $89.3M | 0.1% |
168,600
-2,000
| -1% | -$1.02M |
|
135
PUT
Novavax
NVAX
$1.25B
| $88.4M | 0.1% |
617,600
+63,900
| +12% | +$11M |
|
136
PUT
Home Depot
HD
$348B
| $88.2M | 0.1% |
212,500
+20,600
| +11% | +$7.84M |
|
|
137
Teladoc Health
TDOC
$1.21B
| $88.1M | 0.1% |
959,008
+800,244
| +504% | +$95.6M |
|
138
PUT
Seagate
STX
$195B
| $87.5M | 0.1% |
774,500
+168,500
| +28% | +$16.4M |
|
139
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $87.4M | 0.1% |
911,400
+226,600
| +33% | +$23.2M |
|
140
PUT
Oracle
ORCL
$414B
| $86.5M | 0.1% |
991,800
-201,600
| -17% | -$18.9M |
|
141
CALL
GE Aerospace
GE
$391B
| $85.7M | 0.1% |
1,455,434
-428,265
| -23% | -$26.9M |
|
142
CALL
S&P Global
SPGI
$120B
| $84.5M | 0.1% |
179,100
-174,800
| -49% | -$80M |
|
143
PUT
Target
TGT
$67.1B
| $84.5M | 0.1% |
364,900
-290,200
| -44% | -$70.6M |
|
|
SGI
144
CALL
Somnigroup International
SGI
$13.9B
| $84.4M | 0.1% |
1,795,000
-441,900
| -20% | -$20M |
|
145
PUT
PepsiCo
PEP
$188B
| $83.8M | 0.1% |
482,600
+72,700
| +18% | +$11.9M |
|
|
146
CALL
Oracle
ORCL
$414B
| $83.7M | 0.1% |
959,700
+495,100
| +107% | +$46.5M |
|
147
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.4B
| $83.6M | 0.1% |
230,100
+169,300
| +278% | +$60.2M |
|
148
CALL
United Parcel Service
UPS
$88.5B
| $83.2M | 0.1% |
388,100
-331,600
| -46% | -$67.4M |
|
149
PUT
Etsy
ETSY
$7.46B
| $83M | 0.1% |
379,300
-391,200
| -51% | -$94.2M |
|
150
PUT
Procter & Gamble
PG
$340B
| $81.3M | 0.09% |
496,900
+188,400
| +61% | +$28M |
|
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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 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.