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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 | |
|---|---|---|---|---|---|---|
651
CALL
PagSeguro Digital
PAGS
$2.55B
| $7.71M | 0.01% |
294,000
+169,000
| +135% | +$5.5M |
|
652
iShares Core US Aggregate Bond ETF
AGG
$138B
| $7.64M | 0.01% |
67,014
+60,613
| +947% | +$6.93M |
|
653
PUT
Exelon
EXC
$47B
| $7.56M | 0.01% |
183,522
-49,631
| -21% | -$1.87M |
|
654
CALL
ZIM Integrated Shipping Services
ZIM
$3.24B
| $7.48M | 0.01% |
127,100
-42,900
| -25% | -$2.2M |
|
|
TBCH
655
PUT
Turtle Beach Corp
TBCH
$277M
| $7.48M | 0.01% |
336,000
-14,000
| -4% | -$378K |
|
656
CALL
Oneok
OKE
$54.5B
| $7.47M | 0.01% |
127,100
-107,300
| -46% | -$6.66M |
|
|
JOYY
657
PUT
JOYY Inc
JOYY
$3.75B
| $7.45M | 0.01% |
163,900
-14,400
| -8% | -$743K |
|
658
PUT
Equity Residential
EQR
$25.1B
| $7.42M | 0.01% |
82,000
-25,900
| -24% | -$2.23M |
|
659
CALL
Huntington Bancshares
HBAN
$35.5B
| $7.38M | 0.01% |
478,800
+243,800
| +104% | +$3.84M |
|
660
CALL
New Oriental
EDU
$8.98B
| $7.38M | 0.01% |
351,550
-142,660
| -29% | -$3.08M |
|
661
PUT
PG&E
PCG
$38.5B
| $7.37M | 0.01% |
606,800
+434,700
| +253% | +$5.09M |
|
662
Synchrony
SYF
$25.6B
| $7.36M | 0.01% |
158,644
+103,406
| +187% | +$4.97M |
|
|
ACH
663
PUT
Accendra Health
ACH
$214M
| $7.34M | 0.01% |
+168,800
| New | +$6.62M |
|
664
Yeti Holdings
YETI
$3.95B
| $7.33M | 0.01% |
88,519
+64,902
| +275% | +$5.96M |
|
665
PUT
Phillips 66
PSX
$81.4B
| $7.32M | 0.01% |
101,100
-131,000
| -56% | -$9.9M |
|
666
PUT
United Microelectronic
UMC
$46.9B
| $7.32M | 0.01% |
625,200
+500,000
| +399% | +$5.56M |
|
667
CALL
Williams Companies
WMB
$86.1B
| $7.27M | 0.01% |
279,300
-737,700
| -73% | -$20.4M |
|
668
CALL
Otis Worldwide
OTIS
$28.2B
| $7.23M | 0.01% |
83,000
-119,500
| -59% | -$10M |
|
669
PUT
Masco
MAS
$15.3B
| $7.19M | 0.01% |
102,400
+97,700
| +2,079% | +$6.32M |
|
670
CALL
Nasdaq
NDAQ
$52.9B
| $7.18M | 0.01% |
+102,600
| New | +$6.99M |
|
671
CALL
Microchip Technology
MCHP
$46B
| $7.17M | 0.01% |
82,400
+81,800
| +13,633% | +$6.62M |
|
672
CALL
EOG Resources
EOG
$70.7B
| $7.17M | 0.01% |
80,700
-318,100
| -80% | -$28.6M |
|
673
CALL
Royalty Pharma
RPRX
$25.3B
| $7.17M | 0.01% |
180,000
-50,200
| -22% | -$1.95M |
|
674
McKesson
MCK
$101B
| $7.12M | 0.01% |
28,629
+26,633
| +1,334% | +$5.85M |
|
675
CALL
Rocket Companies
RKT
$38.9B
| $7.11M | 0.01% |
507,300
-640,300
| -56% | -$10.2M |
|
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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.