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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 | |
|---|---|---|---|---|---|---|
601
MGM Resorts International
MGM
$11.2B
| $15.7M | 0.02% |
467,067
+120,589
| +35% | +$4.18M |
|
602
CALL
Chewy
CHWY
$9.63B
| $15.7M | 0.02% |
422,200
-402,100
| -49% | -$15.7M |
|
603
CALL
Robinhood
HOOD
$83.9B
| $15.6M | 0.02% |
1,920,800
-1,212,900
| -39% | -$11.9M |
|
604
PUT
Roku
ROKU
$22.7B
| $15.6M | 0.02% |
383,200
+92,300
| +32% | +$4.82M |
|
605
Okta
OKTA
$25.8B
| $15.6M | 0.02% |
227,765
+227,705
| +379,508% | +$13M |
|
606
PUT
RingCentral
RNG
$5.28B
| $15.6M | 0.02% |
439,500
-20,400
| -4% | -$730K |
|
607
Nutrien
NTR
$30.7B
| $15.6M | 0.02% |
212,992
+145,614
| +216% | +$11.5M |
|
608
Carnival Corporation Ltd
CCL
$39.7B
| $15.5M | 0.02% |
1,925,490
-742,656
| -28% | -$6.4M |
|
609
PUT
Antero Resources
AR
$10.7B
| $15.5M | 0.02% |
499,800
+374,200
| +298% | +$12.9M |
|
610
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $15.5M | 0.02% |
475,794
+314,900
| +196% | +$10.2M |
|
611
CALL
Zillow
Z
$7.56B
| $15.4M | 0.02% |
477,600
+134,000
| +39% | +$4.44M |
|
612
CALL
Global Payments
GPN
$22.8B
| $15.4M | 0.02% |
154,600
-273,700
| -64% | -$28.5M |
|
613
PUT
Danaher
DHR
$144B
| $15.3M | 0.02% |
65,086
+3,836
| +6% | +$889K |
|
614
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $15.3M | 0.02% |
533,100
+288,700
| +118% | +$7.72M |
|
|
JWN
615
PUT
DELISTED
Nordstrom
JWN
| $15.3M | 0.02% |
945,800
+299,200
| +46% | +$5.73M |
|
|
LSXMK
616
PUT
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $15.3M | 0.02% |
503,361
| – | – |
|
617
PUT
Sysco
SYY
$40.3B
| $15.2M | 0.02% |
199,100
+50,200
| +34% | +$4.06M |
|
618
PUT
Marathon Petroleum
MPC
$83.7B
| $15.1M | 0.02% |
130,100
-31,100
| -19% | -$3.54M |
|
619
Elevance Health
ELV
$85.5B
| $15.1M | 0.02% |
29,490
+5,912
| +25% | +$3M |
|
620
PUT
iShares Semiconductor ETF
SOXX
$48.7B
| $15M | 0.02% |
129,600
+86,400
| +200% | +$10M |
|
621
PUT
Burlington
BURL
$23.2B
| $15M | 0.02% |
74,000
+17,100
| +30% | +$2.73M |
|
622
CALL
L3Harris
LHX
$53.4B
| $14.8M | 0.02% |
71,200
+42,600
| +149% | +$9.61M |
|
623
PUT
Suncor Energy
SU
$70.3B
| $14.6M | 0.02% |
461,200
-285,200
| -38% | -$9.37M |
|
|
NEE.PRP
624
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
| $14.6M | 0.02% |
+175,000
| New | +$8.78M |
|
625
CALL
PACCAR
PCAR
$70.1B
| $14.6M | 0.02% |
221,250
-300
| -0.1% | -$19.6K |
|
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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.