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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.93%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$111B
AUM Growth
-$21.3B
(-16%)
Cap. Flow
-$1.87B
Cap. Flow
% of AUM
-1.69%
Top 10 Holdings %
Top 10 Hldgs %
39.38%
Holding
3,682
New
707
Increased
846
Reduced
1,199
Closed
700
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$335M |
| 2 |
Cigna
CI
|
+$120M |
| 3 |
NVIDIA
NVDA
|
+$117M |
| 4 |
Teladoc Health
TDOC
|
+$95.6M |
| 5 |
XYZ
Block Inc
XYZ
|
+$81.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$268M |
| 3 |
Nike
NKE
|
+$221M |
| 4 |
Adobe
ADBE
|
+$177M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$131M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.04% |
| 2 | Technology | 2.05% |
| 3 | Consumer Discretionary | 1.1% |
| 4 | Communication Services | 0.86% |
| 5 | Healthcare | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
976
CALL
BJs Wholesale Club
BJ
$11.2B
| $7.74M | 0.01% |
+115,500
| New | +$7.21M |
|
977
Andersons Inc
ANDE
$2.42B
| $7.72M | 0.01% |
199,385
+144,486
| +263% | +$5.07M |
|
978
Royal Bank of Canada
RY
$286B
| $7.71M | 0.01% |
72,646
-183,011
| -72% | -$19M |
|
979
CALL
PagSeguro Digital
PAGS
$2.65B
| $7.71M | 0.01% |
294,000
+169,000
| +135% | +$5.5M |
|
|
CVAC
980
PUT
DELISTED
CureVac
CVAC
| $7.7M | 0.01% |
224,600
-49,000
| -18% | -$1.97M |
|
981
iShares Core US Aggregate Bond ETF
AGG
$138B
| $7.64M | 0.01% |
67,014
+60,613
| +947% | +$6.93M |
|
982
CALL
Academy Sports + Outdoors
ASO
$3.17B
| $7.61M | 0.01% |
173,200
-945,300
| -85% | -$41M |
|
983
PUT
Exelon
EXC
$45B
| $7.56M | 0.01% |
183,522
-49,631
| -21% | -$1.87M |
|
984
CALL
Alaska Air
ALK
$4.5B
| $7.54M | 0.01% |
144,800
+2,200
| +2% | +$119K |
|
985
PUT
Becton Dickinson
BDX
$49B
| $7.52M | 0.01% |
30,648
-15,990
| -34% | -$3.83M |
|
986
CALL
CNX Resources
CNX
$5.44B
| $7.49M | 0.01% |
545,000
| – | – |
|
987
PUT
Bristol-Myers Squibb
BMY
$132B
| $7.49M | 0.01% |
120,200
-228,400
| -66% | -$13.4M |
|
988
CALL
ZIM Integrated Shipping Services
ZIM
$3.54B
| $7.48M | 0.01% |
127,100
-42,900
| -25% | -$2.2M |
|
|
TBCH
989
PUT
Turtle Beach Corp
TBCH
$216M
| $7.48M | 0.01% |
336,000
-14,000
| -4% | -$378K |
|
990
CALL
Oneok
OKE
$60.4B
| $7.47M | 0.01% |
127,100
-107,300
| -46% | -$6.66M |
|
991
PUT
CarMax
KMX
$8.56B
| $7.45M | 0.01% |
57,200
-191,700
| -77% | -$26.8M |
|
|
JOYY
992
PUT
JOYY Inc
JOYY
$3.61B
| $7.45M | 0.01% |
163,900
-14,400
| -8% | -$743K |
|
993
PUT
Centene
CNC
$31.6B
| $7.42M | 0.01% |
90,100
-172,600
| -66% | -$12.6M |
|
|
VMRK
994
PUT
Vivmark Residential
VMRK
$50.3B
| $7.42M | 0.01% |
82,000
-25,900
| -24% | -$2.23M |
|
995
CALL
Acuity Brands
AYI
$9.6B
| $7.41M | 0.01% |
+35,000
| New | +$7.23M |
|
996
CALL
Huntington Bancshares
HBAN
$33.6B
| $7.38M | 0.01% |
478,800
+243,800
| +104% | +$3.84M |
|
997
CALL
New Oriental
EDU
$8.83B
| $7.38M | 0.01% |
351,550
-142,660
| -29% | -$3.08M |
|
998
PUT
PG&E
PCG
$31.3B
| $7.37M | 0.01% |
606,800
+434,700
| +253% | +$5.09M |
|
999
Synchrony
SYF
$25.2B
| $7.36M | 0.01% |
158,644
+103,406
| +187% | +$4.97M |
|
|
ACH
1000
PUT
Accendra Health
ACH
$82.3M
| $7.34M | 0.01% |
+168,800
| New | +$6.62M |
|
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Parallax Volatility Advisers's Q4 2021 Portfolio in Review
As of Q4 2021, Parallax Volatility Advisers held 3,682 positions worth $111B, down 16% from $132B the previous quarter. Its ten largest holdings account for 39% of the portfolio.
Parallax Volatility Advisers's Q4 2021 filing shows 707 new, 846 increased, 1,199 reduced and 700 closed positions. Its largest new stake was Home Depot: 181,094 shares worth $75.2M. The largest sale was Microsoft, an estimated $570M.
By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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 39% of its $111B portfolio in Q4 2021.
- Parallax Volatility Advisers opened 707 new positions and closed 700 in Q4 2021.
- Parallax Volatility Advisers's portfolio value fell 16% quarter-over-quarter to $111B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.