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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 | |
|---|---|---|---|---|---|---|
201
PUT
iShares Silver Trust
SLV
$29.9B
| $57.7M | 0.07% |
2,680,500
+110,500
| +4% | +$2.39M |
|
202
PUT
SolarEdge
SEDG
$2.06B
| $57.5M | 0.07% |
204,900
-5,400
| -3% | -$1.7M |
|
203
CALL
Texas Instruments
TXN
$254B
| $57.1M | 0.07% |
303,200
-89,600
| -23% | -$17.2M |
|
204
Zoom
ZM
$29.5B
| $56.5M | 0.07% |
307,164
-328,371
| -52% | -$77.2M |
|
|
205
CALL
Peloton Interactive
PTON
$2.82B
| $56.4M | 0.07% |
1,577,900
+178,500
| +13% | +$10.9M |
|
206
PUT
Lockheed Martin
LMT
$133B
| $56.1M | 0.07% |
157,700
+14,100
| +10% | +$4.88M |
|
207
CALL
LyondellBasell Industries
LYB
$19.1B
| $54.9M | 0.06% |
595,000
-35,900
| -6% | -$3.33M |
|
208
PUT
Plug Power
PLUG
$2.93B
| $54.6M | 0.06% |
1,932,700
-773,400
| -29% | -$26.8M |
|
209
CALL
Seagate
STX
$190B
| $54.3M | 0.06% |
480,700
+307,600
| +178% | +$29.9M |
|
210
CALL
Verizon
VZ
$193B
| $54.2M | 0.06% |
1,043,100
+732,800
| +236% | +$38.2M |
|
|
211
PUT
Peloton Interactive
PTON
$2.82B
| $53.4M | 0.06% |
1,494,100
-1,244,600
| -45% | -$76M |
|
212
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $53.2M | 0.06% |
1,917,200
-92,600
| -5% | -$2.62M |
|
213
CALL
Halliburton
HAL
$26.6B
| $53.1M | 0.06% |
2,323,500
+318,000
| +16% | +$7.53M |
|
214
CALL
NIO
NIO
$11.7B
| $53.1M | 0.06% |
1,675,800
+554,400
| +49% | +$20.4M |
|
215
CALL
Upstart Holdings
UPST
$2.89B
| $53M | 0.06% |
350,500
-173,300
| -33% | -$43.3M |
|
216
CALL
iShares MSCI Brazil ETF
EWZ
$9.14B
| $52.9M | 0.06% |
1,883,200
+903,200
| +92% | +$27.1M |
|
217
CALL
KraneShares CSI China Internet ETF
KWEB
$5.65B
| $52.8M | 0.06% |
1,447,700
+71,500
| +5% | +$3.29M |
|
218
CALL
Nokia
NOK
$53.5B
| $52.8M | 0.06% |
8,490,900
-423,600
| -5% | -$2.47M |
|
219
CALL
Morgan Stanley
MS
$343B
| $52.4M | 0.06% |
534,100
+88,000
| +20% | +$8.77M |
|
220
Zillow
Z
$8.26B
| $51.7M | 0.06% |
810,451
+763,832
| +1,638% | +$55M |
|
221
PUT
First Solar
FSLR
$25.4B
| $51.6M | 0.06% |
592,400
-389,700
| -40% | -$40.1M |
|
222
CALL
Wayfair
W
$14.2B
| $51.6M | 0.06% |
271,700
-195,200
| -42% | -$46.1M |
|
223
PUT
KE Holdings
BEKE
$18.7B
| $51.2M | 0.06% |
2,546,800
-753,100
| -23% | -$15.4M |
|
|
X
224
CALL
DELISTED
US Steel
X
| $51.1M | 0.06% |
2,144,700
+1,067,400
| +99% | +$25.2M |
|
225
PUT
MetLife
MET
$61.9B
| $50.9M | 0.06% |
815,100
-139,700
| -15% | -$8.77M |
|
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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.