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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 | |
|---|---|---|---|---|---|---|
551
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $11M | 0.01% |
1,375,400
+406,300
| +42% | +$3.67M |
|
552
CALL
Louisiana-Pacific
LPX
$5.49B
| $11M | 0.01% |
140,000
-193,100
| -58% | -$13.2M |
|
553
United Rentals
URI
$72.4B
| $10.8M | 0.01% |
32,521
+20,564
| +172% | +$7.33M |
|
554
CALL
Rio Tinto
RIO
$164B
| $10.8M | 0.01% |
161,300
+160,800
| +32,160% | +$10.4M |
|
555
CALL
Kinross Gold
KGC
$32.8B
| $10.8M | 0.01% |
1,856,100
+800,100
| +76% | +$4.78M |
|
556
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $10.8M | 0.01% |
1,058,200
-2,100
| -0.2% | -$22.4K |
|
557
CALL
First Majestic Silver
AG
$9.07B
| $10.7M | 0.01% |
967,200
-81,500
| -8% | -$983K |
|
558
Marvell Technology
MRVL
$196B
| $10.7M | 0.01% |
122,209
+122,184
| +488,736% | +$9.13M |
|
|
RDS.A
559
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $10.7M | 0.01% |
245,600
+12,000
| +5% | +$542K |
|
560
Union Pacific
UNP
$174B
| $10.6M | 0.01% |
+42,268
| New | +$10M |
|
561
PUT
Williams Companies
WMB
$86.1B
| $10.6M | 0.01% |
408,400
+93,800
| +30% | +$2.59M |
|
562
CALL
Zscaler
ZS
$27.3B
| $10.5M | 0.01% |
32,700
-100
| -0.3% | -$31.5K |
|
|
MRSH
563
PUT
Marsh
MRSH
$91.5B
| $10.5M | 0.01% |
60,300
-10,700
| -15% | -$1.78M |
|
564
Plug Power
PLUG
$3.04B
| $10.4M | 0.01% |
367,058
-33,923
| -8% | -$1.17M |
|
565
PUT
Rocket Companies
RKT
$38.9B
| $10.3M | 0.01% |
739,500
-515,500
| -41% | -$8.21M |
|
566
PUT
Intercontinental Exchange
ICE
$84.4B
| $10.3M | 0.01% |
75,400
+900
| +1% | +$119K |
|
567
CALL
EQT Corp
EQT
$32.3B
| $10.3M | 0.01% |
470,400
+43,400
| +10% | +$908K |
|
568
CALL
TAL Education Group
TAL
$6.87B
| $10.2M | 0.01% |
2,603,200
-1,801,500
| -41% | -$8.14M |
|
|
HES
569
PUT
DELISTED
Hess
HES
| $10.2M | 0.01% |
138,200
-105,400
| -43% | -$8.55M |
|
570
Tyson Foods
TSN
$20.4B
| $10.2M | 0.01% |
117,313
+90,211
| +333% | +$7.42M |
|
571
iShares Russell 2000 Value ETF
IWN
$14.6B
| $10.1M | 0.01% |
61,091
+37,093
| +155% | +$6.18M |
|
572
PUT
State Street
STT
$50.7B
| $10.1M | 0.01% |
108,400
-10,900
| -9% | -$1.03M |
|
573
PUT
PagSeguro Digital
PAGS
$2.55B
| $10.1M | 0.01% |
+384,100
| New | +$12.5M |
|
574
PUT
Simon Property Group
SPG
$72.3B
| $9.99M | 0.01% |
62,500
+10,500
| +20% | +$1.6M |
|
575
PUT
SentinelOne
S
$7.34B
| $9.95M | 0.01% |
197,000
+194,250
| +7,064% | +$11.4M |
|
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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 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.