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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 | |
|---|---|---|---|---|---|---|
|
BBBY
901
PUT
Bed Bath & Beyond
BBBY
$442M
| $3.14M | ﹤0.01% |
58,520
-387,750
| -87% | -$29.3M |
|
902
CALL
WEC Energy
WEC
$35.1B
| $3.13M | ﹤0.01% |
32,200
+15,200
| +89% | +$1.39M |
|
903
PUT
Paycom
PAYC
$9.69B
| $3.12M | ﹤0.01% |
7,500
+200
| +3% | +$94.7K |
|
904
Gilead Sciences
GILD
$165B
| $3.12M | ﹤0.01% |
42,966
-120,132
| -74% | -$8.27M |
|
905
PUT
Vulcan Materials
VMC
$36.9B
| $3.11M | ﹤0.01% |
15,000
-3,700
| -20% | -$717K |
|
906
PUT
First Majestic Silver
AG
$9.07B
| $3.11M | ﹤0.01% |
279,700
+203,500
| +267% | +$2.46M |
|
907
PUT
Lincoln National
LNC
$8.81B
| $3.1M | ﹤0.01% |
45,400
-54,300
| -54% | -$3.83M |
|
908
CALL
Vale
VALE
$62.6B
| $3.09M | ﹤0.01% |
220,300
-941,100
| -81% | -$12.5M |
|
|
UNIT
909
CALL
Uniti Group
UNIT
$2.32B
| $3.08M | ﹤0.01% |
220,000
| – | – |
|
|
FITB
910
PUT
Fifth Third Bancorp
FITB
$51.8B
| $3.08M | ﹤0.01% |
70,700
-14,800
| -17% | -$647K |
|
911
CALL
QuantumScape Corp
QS
$3.74B
| $3.06M | ﹤0.01% |
137,800
-2,647,700
| -95% | -$72.5M |
|
912
PUT
iShares Russell 1000 Growth ETF
IWF
$128B
| $3.06M | ﹤0.01% |
40,000
| – | – |
|
913
CALL
Futu Holdings
FUTU
$15.3B
| $3.05M | ﹤0.01% |
70,300
-88,400
| -56% | -$5.05M |
|
914
CALL
Welltower
WELL
$171B
| $3.04M | ﹤0.01% |
35,500
+25,800
| +266% | +$2.15M |
|
915
CALL
Novartis
NVS
$297B
| $3.04M | ﹤0.01% |
34,700
+100
| +0.3% | +$8.3K |
|
916
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $3.03M | ﹤0.01% |
13,200
-2,600
| -16% | -$538K |
|
917
Amplify Alternative Harvest ETF
MJ
$105M
| $3.01M | ﹤0.01% |
22,671
+6,597
| +41% | +$1.04M |
|
|
JWN
918
PUT
DELISTED
Nordstrom
JWN
| $3M | ﹤0.01% |
132,700
-387,500
| -74% | -$10.3M |
|
919
Generac Holdings
GNRC
$12.5B
| $3M | ﹤0.01% |
+8,513
| New | +$3.53M |
|
920
PUT
Enterprise Products Partners
EPD
$81.7B
| $2.99M | ﹤0.01% |
+136,200
| New | +$3.05M |
|
|
ICPT
921
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $2.99M | ﹤0.01% |
183,400
| – | – |
|
922
CALL
Sysco
SYY
$40.3B
| $2.98M | ﹤0.01% |
38,000
-113,300
| -75% | -$8.72M |
|
|
MIME
923
CALL
DELISTED
Mimecast Limited
MIME
| $2.98M | ﹤0.01% |
+37,500
| New | +$2.83M |
|
924
PUT
Kinross Gold
KGC
$32.8B
| $2.98M | ﹤0.01% |
512,300
+42,600
| +9% | +$255K |
|
|
EVBG
925
CALL
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $2.96M | ﹤0.01% |
+43,900
| New | +$5.31M |
|
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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.