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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
+6.7%
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
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$4.03B
Cap. Flow
% of AUM
-6.25%
Top 10 Holdings %
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$204M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$127M |
| 3 |
Booking.com
BKNG
|
+$60.9M |
| 4 |
Comcast
CMCSA
|
+$44M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$40.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cigna
CI
|
+$463M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$454M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$112M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$83.8M |
| 5 |
TSMC
TSM
|
+$69.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.68% |
| 2 | Technology | 0.62% |
| 3 | Industrials | 0.36% |
| 4 | Financials | 0.32% |
| 5 | Communication Services | 0.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
PUT
Vale
VALE
$62.6B
| $32.3M | 0.05% |
1,900,900
+1,390,100
| +272% | +$20.9M |
|
377
PUT
Celsius Holdings
CELH
$7.03B
| $32.2M | 0.05% |
929,400
-362,400
| -28% | -$11.8M |
|
378
PUT
Kraft Heinz
KHC
$30B
| $32.2M | 0.05% |
790,300
+226,100
| +40% | +$8.58M |
|
379
PUT
Unity
U
$18.9B
| $32.1M | 0.05% |
1,122,400
+195,300
| +21% | +$6.12M |
|
380
Dollar General
DG
$27.9B
| $32M | 0.05% |
129,750
+76,079
| +142% | +$18.8M |
|
381
CALL
EQT Corp
EQT
$32.3B
| $31.7M | 0.05% |
936,800
-115,100
| -11% | -$4.62M |
|
382
PUT
Nutanix
NTNX
$16.9B
| $31.4M | 0.05% |
1,206,800
+67,700
| +6% | +$1.85M |
|
383
CALL
Emerson Electric
EMR
$88.3B
| $31.4M | 0.05% |
326,900
+119,200
| +57% | +$10.7M |
|
384
CALL
Arista Networks
ANET
$238B
| $31.3M | 0.05% |
1,033,200
+644,400
| +166% | +$19.8M |
|
385
CALL
Franco-Nevada
FNV
$46B
| $31.2M | 0.05% |
228,400
+217,200
| +1,939% | +$28.7M |
|
|
B
386
CALL
Barrick Mining
B
$73.2B
| $31.2M | 0.05% |
1,814,400
+187,500
| +12% | +$2.98M |
|
387
PUT
Cadence Design Systems
CDNS
$93.4B
| $31.2M | 0.05% |
194,000
+113,800
| +142% | +$18.2M |
|
|
SPLK
388
PUT
DELISTED
Splunk Inc
SPLK
| $31.1M | 0.05% |
361,300
+138,500
| +62% | +$11.2M |
|
389
PUT
TripAdvisor
TRIP
$1.26B
| $30.8M | 0.05% |
1,715,500
+468,600
| +38% | +$9.78M |
|
390
PUT
VanEck Oil Services ETF
OIH
$1.92B
| $30.8M | 0.05% |
101,200
+8,100
| +9% | +$2.32M |
|
391
CALL
BHP
BHP
$230B
| $30.8M | 0.05% |
496,300
+193,900
| +64% | +$10.9M |
|
392
PUT
Blackrock
BLK
$176B
| $30.7M | 0.05% |
43,300
-24,200
| -36% | -$16.2M |
|
393
Trade Desk
TTD
$6.49B
| $30.7M | 0.05% |
684,155
+555,614
| +432% | +$28.2M |
|
394
PUT
Williams-Sonoma
WSM
$29.6B
| $30.6M | 0.05% |
533,400
-96,000
| -15% | -$5.76M |
|
395
CALL
Teck Resources
TECK
$32.6B
| $30.5M | 0.05% |
807,600
+135,500
| +20% | +$4.69M |
|
|
SPR
396
PUT
DELISTED
Spirit AeroSystems
SPR
| $30.5M | 0.05% |
1,028,800
+243,500
| +31% | +$6.32M |
|
397
PUT
TJX Companies
TJX
$178B
| $30.4M | 0.05% |
381,700
+222,900
| +140% | +$16.5M |
|
398
MongoDB
MDB
$32.1B
| $30.4M | 0.05% |
154,313
-16,989
| -10% | -$3.02M |
|
399
CALL
US Bancorp
USB
$99.6B
| $29.9M | 0.05% |
684,600
+169,500
| +33% | +$7.25M |
|
400
PUT
Rio Tinto
RIO
$164B
| $29.8M | 0.05% |
419,000
+237,800
| +131% | +$14.9M |
|
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HF
Parallax Volatility Advisers's Q4 2022 Portfolio in Review
As of Q4 2022, Parallax Volatility Advisers held 3,532 positions worth $64.4B, down 0.4% from $64.7B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Parallax Volatility Advisers withdrew a net $4.03B in Q4 2022, closing 708 positions and reducing 1,143 holdings. Its most notable exit was Cigna, an estimated $463M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.68% of assets, down from 0.7% a quarter earlier, followed by Technology and Industrials.
Against the trend, Parallax Volatility Advisers opened a new position in Visa worth $29.4M.
- Parallax Volatility Advisers's largest Q4 2022 buy was Visa: 141,586 shares worth $29.4M.
- Parallax Volatility Advisers added most to State Street Energy Select Sector SPDR ETF in Q4 2022, an estimated $204M increase.
- Parallax Volatility Advisers's biggest Q4 2022 reduction was iShares Russell 2000 ETF, cutting an estimated $454M.
- Parallax Volatility Advisers fully exited Cigna in Q4 2022, selling an estimated $463M.
- Parallax Volatility Advisers's ten largest holdings make up 25% of its $64.4B portfolio in Q4 2022.
- Parallax Volatility Advisers opened 439 new positions and closed 708 in Q4 2022.
- Parallax Volatility Advisers's portfolio value fell 0.4% quarter-over-quarter to $64.4B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2022, filed 14 Feb 2023.