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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 | |
|---|---|---|---|---|---|---|
226
PUT
iShares MSCI Brazil ETF
EWZ
$9.07B
| $50.5M | 0.06% |
1,799,500
+617,900
| +52% | +$18.6M |
|
|
SCHW
227
PUT
Charles Schwab
SCHW
$187B
| $50.4M | 0.06% |
599,100
+241,100
| +67% | +$19.5M |
|
228
CALL
Zillow
Z
$7.52B
| $50.3M | 0.06% |
788,300
-122,700
| -13% | -$8.84M |
|
229
PUT
Gilead Sciences
GILD
$162B
| $49.9M | 0.06% |
687,000
+686,000
| +68,600% | +$47.2M |
|
230
CALL
Honeywell
HON
$76.3B
| $49.8M | 0.06% |
253,579
+169,972
| +203% | +$34.3M |
|
231
CALL
UnitedHealth
UNH
$367B
| $49.5M | 0.06% |
98,600
-183,100
| -65% | -$82.9M |
|
232
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $49.2M | 0.06% |
465,400
+225,800
| +94% | +$23.5M |
|
233
Lowe's Companies
LOW
$122B
| $49.1M | 0.06% |
189,819
+26,042
| +16% | +$6.19M |
|
234
CALL
SolarEdge
SEDG
$2.01B
| $48.8M | 0.06% |
174,000
-8,500
| -5% | -$2.68M |
|
235
CALL
FedEx
FDX
$74.7B
| $48.7M | 0.06% |
188,200
-238,300
| -56% | -$57.2M |
|
236
CALL
Johnson Controls International
JCI
$93.6B
| $48.4M | 0.06% |
595,000
-57,000
| -9% | -$4.31M |
|
237
PUT
Newmont
NEM
$111B
| $48.1M | 0.06% |
776,400
+410,000
| +112% | +$23.2M |
|
238
PUT
SLB Ltd
SLB
$76.5B
| $48.1M | 0.06% |
1,606,200
-991,800
| -38% | -$31.2M |
|
239
PUT
NextEra Energy
NEE
$176B
| $47.9M | 0.06% |
513,000
+131,000
| +34% | +$11.3M |
|
240
PUT
Johnson & Johnson
JNJ
$619B
| $47.7M | 0.06% |
279,100
-189,900
| -40% | -$31.1M |
|
241
PUT
KLA
KLAC
$252B
| $47.3M | 0.06% |
1,099,000
-4,000
| -0.4% | -$154K |
|
242
PUT
US Bancorp
USB
$99.4B
| $47.2M | 0.06% |
840,900
-511,100
| -38% | -$30.2M |
|
243
CALL
Ford
F
$55B
| $47.1M | 0.05% |
2,268,900
-2,002,300
| -47% | -$36.8M |
|
244
PUT
Ulta Beauty
ULTA
$23.2B
| $47.1M | 0.05% |
114,300
-103,100
| -47% | -$40.1M |
|
245
PUT
United Rentals
URI
$72.4B
| $47M | 0.05% |
141,600
-116,400
| -45% | -$41.5M |
|
246
CALL
VanEck Semiconductor ETF
SMH
$71.8B
| $46.8M | 0.05% |
303,200
-439,200
| -59% | -$63.5M |
|
247
PUT
Marriott International
MAR
$93.8B
| $46.8M | 0.05% |
283,200
-39,700
| -12% | -$6.24M |
|
|
248
CALL
SLB Ltd
SLB
$76.5B
| $46.6M | 0.05% |
1,555,500
-521,100
| -25% | -$16.4M |
|
|
PXD
249
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $46.5M | 0.05% |
255,572
+167,572
| +190% | +$30.8M |
|
250
CALL
Eli Lilly
LLY
$1.06T
| $46.2M | 0.05% |
167,400
-79,300
| -32% | -$20.1M |
|
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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.