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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
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 | |
|---|---|---|---|---|---|---|
176
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $70M | 0.08% |
988,000
-846,300
| -46% | -$60.5M |
|
177
CALL
Snap
SNAP
$8.97B
| $68.9M | 0.08% |
1,464,400
+466,400
| +47% | +$26.2M |
|
178
CALL
ExxonMobil
XOM
$628B
| $68.6M | 0.08% |
1,121,300
-906,300
| -45% | -$56.6M |
|
179
CALL
Walmart Inc
WMT
$894B
| $67.9M | 0.08% |
1,408,800
-792,600
| -36% | -$37.8M |
|
180
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $67.8M | 0.08% |
640,600
+142,400
| +29% | +$14.8M |
|
181
PUT
Zscaler
ZS
$26.1B
| $66.6M | 0.08% |
207,200
+79,900
| +63% | +$25.2M |
|
182
CALL
Marvell Technology
MRVL
$189B
| $66.5M | 0.08% |
759,600
+539,700
| +245% | +$40.3M |
|
183
CALL
Norwegian Cruise Line
NCLH
$9.32B
| $66.2M | 0.08% |
3,193,400
+1,130,800
| +55% | +$27M |
|
184
PUT
RH
RH
$3.7B
| $66.2M | 0.08% |
123,500
-75,500
| -38% | -$46.4M |
|
185
PUT
Intuitive Surgical
ISRG
$133B
| $66.1M | 0.08% |
184,000
-16,400
| -8% | -$5.64M |
|
186
CALL
Micron Technology
MU
$1.01T
| $65.5M | 0.08% |
703,400
-1,685,200
| -71% | -$132M |
|
|
SGI
187
PUT
Somnigroup International
SGI
$14.6B
| $65.4M | 0.08% |
1,390,000
| – | – |
|
188
CALL
Live Nation Entertainment
LYV
$42.8B
| $65.2M | 0.08% |
545,100
+153,300
| +39% | +$16.5M |
|
189
CALL
RTX Corp
RTX
$300B
| $64.8M | 0.08% |
752,500
-217,300
| -22% | -$18.9M |
|
190
CALL
Medtronic
MDT
$110B
| $64M | 0.07% |
618,400
+187,200
| +43% | +$21.7M |
|
|
NEWR
191
DELISTED
New Relic, Inc.
NEWR
| $63.9M | 0.07% |
581,227
+34,676
| +6% | +$3.34M |
|
192
PUT
Pinduoduo
PDD
$129B
| $63.4M | 0.07% |
1,087,800
-314,300
| -22% | -$24.8M |
|
193
CALL
Sea Limited
SE
$70.4B
| $63.3M | 0.07% |
283,100
-376,300
| -57% | -$112M |
|
194
PUT
State Street SPDR S&P Retail ETF
XRT
$329M
| $63.2M | 0.07% |
700,000
+515,100
| +279% | +$48.5M |
|
195
CALL
First Solar
FSLR
$25.4B
| $60.8M | 0.07% |
698,000
-222,900
| -24% | -$22.9M |
|
|
196
PUT
Walmart Inc
WMT
$894B
| $60.5M | 0.07% |
1,255,200
-954,300
| -43% | -$45.6M |
|
|
197
PUT
Marvell Technology
MRVL
$189B
| $59.5M | 0.07% |
679,800
+485,300
| +250% | +$36.2M |
|
198
PUT
Royal Bank of Canada
RY
$294B
| $59.4M | 0.07% |
560,000
-100
| -0% | -$10.4K |
|
199
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $57.7M | 0.07% |
663,600
-222,000
| -25% | -$18.3M |
|
200
PUT
GE Aerospace
GE
$396B
| $57.7M | 0.07% |
980,012
-877,517
| -47% | -$55.1M |
|
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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.