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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 | |
|---|---|---|---|---|---|---|
151
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $81.2M | 0.09% |
186,000
+18,700
| +11% | +$7.89M |
|
152
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
| $80.6M | 0.09% |
4,770,900
+1,898,900
| +66% | +$32.9M |
|
153
PUT
Wayfair
W
$14.2B
| $80.6M | 0.09% |
424,100
-60,000
| -12% | -$14.2M |
|
154
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $80.5M | 0.09% |
840,000
+26,900
| +3% | +$2.76M |
|
155
CALL
Freeport-McMoran
FCX
$99.8B
| $79.1M | 0.09% |
1,896,100
-1,871,000
| -50% | -$71.1M |
|
156
CALL
NextEra Energy
NEE
$179B
| $78.7M | 0.09% |
843,100
+218,400
| +35% | +$18.9M |
|
|
MRSH
157
CALL
Marsh
MRSH
$91.4B
| $78.6M | 0.09% |
452,000
+427,000
| +1,708% | +$70.9M |
|
158
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $78.2M | 0.09% |
589,800
-786,100
| -57% | -$104M |
|
|
159
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $78M | 0.09% |
678,264
+667,763
| +6,359% | +$76.8M |
|
|
160
Wayfair
W
$14.2B
| $77.7M | 0.09% |
409,180
+119,857
| +41% | +$28.3M |
|
161
CALL
Zoom
ZM
$29.5B
| $77.1M | 0.09% |
419,100
-357,800
| -46% | -$84.1M |
|
162
PUT
Western Digital
WDC
$179B
| $77M | 0.09% |
1,562,728
-272,273
| -15% | -$11.8M |
|
163
Intuit
INTU
$89.7B
| $75.8M | 0.09% |
117,886
-40,267
| -25% | -$24.9M |
|
164
CALL
IBM
IBM
$222B
| $75.4M | 0.09% |
564,300
+262,006
| +87% | +$32.9M |
|
165
Home Depot
HD
$352B
| $75.2M | 0.09% |
+181,094
| New | +$68.9M |
|
166
CALL
Las Vegas Sands
LVS
$29.7B
| $74.9M | 0.09% |
1,989,300
-30,400
| -2% | -$1.17M |
|
167
CALL
JD.com
JD
$43.9B
| $74.8M | 0.09% |
1,068,200
-267,200
| -20% | -$21.1M |
|
|
X
168
PUT
DELISTED
US Steel
X
| $74.8M | 0.09% |
3,141,000
-122,000
| -4% | -$2.88M |
|
169
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $74.7M | 0.09% |
450,000
+300,000
| +200% | +$50M |
|
170
PUT
iShares China Large-Cap ETF
FXI
$4.3B
| $71.6M | 0.08% |
1,958,500
-142,600
| -7% | -$5.59M |
|
171
PUT
ExxonMobil
XOM
$628B
| $71.2M | 0.08% |
1,163,700
-805,900
| -41% | -$50.4M |
|
172
Sprott Physical Gold and Silver Trust
CEF
$7.86B
| $70.9M | 0.08% |
3,995,433
| – | – |
|
173
Qualcomm
QCOM
$165B
| $70.9M | 0.08% |
387,457
-67,854
| -15% | -$10.9M |
|
174
CALL
Netflix
NFLX
$309B
| $70.5M | 0.08% |
1,171,000
-3,196,000
| -73% | -$204M |
|
|
XLNX
175
PUT
DELISTED
Xilinx Inc
XLNX
| $70.4M | 0.08% |
332,000
-13,100
| -4% | -$2.58M |
|
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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.