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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 | |
|---|---|---|---|---|---|---|
576
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $16.6M | 0.03% |
222,200
-331,400
| -60% | -$24.1M |
|
577
PUT
Chewy
CHWY
$9.63B
| $16.6M | 0.03% |
446,600
-471,300
| -51% | -$18.4M |
|
|
578
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $16.6M | 0.03% |
222,100
-941,200
| -81% | -$68.6M |
|
579
CALL
General Mills
GIS
$19.7B
| $16.6M | 0.03% |
197,400
-4,200
| -2% | -$342K |
|
580
United Parcel Service
UPS
$88.9B
| $16.5M | 0.03% |
+94,734
| New | +$16.4M |
|
581
CALL
McKesson
MCK
$101B
| $16.5M | 0.03% |
43,900
+29,400
| +203% | +$11M |
|
582
Peabody Energy
BTU
$2.9B
| $16.4M | 0.03% |
620,531
+76,323
| +14% | +$2.1M |
|
583
PUT
Agnico Eagle Mines
AEM
$90.5B
| $16.4M | 0.03% |
314,900
+182,400
| +138% | +$8.61M |
|
584
CALL
Sysco
SYY
$40.3B
| $16.3M | 0.03% |
213,700
-55,600
| -21% | -$4.49M |
|
585
Magnite
MGNI
$3.55B
| $16.3M | 0.03% |
1,539,660
-391,100
| -20% | -$3.57M |
|
586
CALL
Truist Financial
TFC
$64B
| $16.2M | 0.03% |
376,800
+252,000
| +202% | +$11.1M |
|
587
Shopify
SHOP
$195B
| $16.2M | 0.03% |
466,782
+354,324
| +315% | +$12.1M |
|
588
PUT
Nucor
NUE
$62.1B
| $16.2M | 0.03% |
122,700
-166,200
| -58% | -$22.6M |
|
589
CALL
Live Nation Entertainment
LYV
$42.1B
| $16.1M | 0.02% |
230,200
-366,800
| -61% | -$27.2M |
|
590
PUT
CF Industries
CF
$17.3B
| $16.1M | 0.02% |
188,400
-37,000
| -16% | -$3.76M |
|
591
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $15.9M | 0.02% |
22,100
-1,100
| -5% | -$812K |
|
592
iShares US Real Estate ETF
IYR
$4.65B
| $15.9M | 0.02% |
189,347
+189,346
| +18,934,600% | +$15.9M |
|
593
CALL
American International
AIG
$41.3B
| $15.9M | 0.02% |
251,900
+107,400
| +74% | +$6.25M |
|
594
CALL
Annaly Capital Management
NLY
$17.4B
| $15.9M | 0.02% |
754,500
+2,100
| +0.3% | +$41.3K |
|
595
CALL
HUB Group
HUBG
$2.92B
| $15.9M | 0.02% |
400,000
+360,000
| +900% | +$14.1M |
|
596
PUT
Steel Dynamics
STLD
$37.6B
| $15.9M | 0.02% |
162,600
-218,800
| -57% | -$21.1M |
|
597
PUT
Union Pacific
UNP
$174B
| $15.8M | 0.02% |
76,400
-110,400
| -59% | -$22.6M |
|
598
PUT
Valero Energy
VLO
$85.9B
| $15.8M | 0.02% |
124,700
-94,400
| -43% | -$11.8M |
|
599
CALL
Bath & Body Works
BBWI
$4.1B
| $15.8M | 0.02% |
374,600
+314,200
| +520% | +$11.7M |
|
600
ServiceNow
NOW
$129B
| $15.7M | 0.02% |
201,965
-146,845
| -42% | -$11.5M |
|
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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.