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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 | |
|---|---|---|---|---|---|---|
851
CALL
US Foods
USFD
$24B
| $7.73M | 0.01% |
227,300
+177,300
| +355% | +$5.67M |
|
852
CALL
Fomento Económico Mexicano
FMX
$41.7B
| $7.71M | 0.01% |
98,700
-22,500
| -19% | -$1.65M |
|
853
Global Payments
GPN
$22.8B
| $7.7M | 0.01% |
77,527
-14,920
| -16% | -$1.56M |
|
854
Cummins
CMI
$88.7B
| $7.67M | 0.01% |
31,667
+18,963
| +149% | +$4.51M |
|
855
Wolfspeed
WOLF
$1.71B
| $7.62M | 0.01% |
110,413
-12,254
| -10% | -$1.09M |
|
856
PUT
Verizon
VZ
$196B
| $7.61M | 0.01% |
193,200
-282,900
| -59% | -$10.7M |
|
857
CALL
Steel Dynamics
STLD
$37.6B
| $7.61M | 0.01% |
77,900
-139,500
| -64% | -$13.4M |
|
858
Mercado Libre
MELI
$92.3B
| $7.61M | 0.01% |
+8,992
| New | +$8.01M |
|
|
COUP
859
PUT
DELISTED
Coupa Software Incorporated
COUP
| $7.59M | 0.01% |
95,900
+20,100
| +27% | +$1.2M |
|
|
EXE
860
PUT
Expand Energy Corp
EXE
$21.5B
| $7.59M | 0.01% |
80,400
| – | – |
|
861
PUT
Innovative Industrial Properties
IIPR
$1.72B
| $7.58M | 0.01% |
74,800
+48,100
| +180% | +$5.12M |
|
862
CALL
PPG Industries
PPG
$26.6B
| $7.56M | 0.01% |
60,100
-7,800
| -11% | -$955K |
|
863
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $7.53M | 0.01% |
825,800
+232,700
| +39% | +$2.03M |
|
864
CALL
Vipshop
VIPS
$7.53B
| $7.52M | 0.01% |
551,600
+47,800
| +9% | +$475K |
|
865
PUT
Omega Healthcare
OHI
$14.7B
| $7.51M | 0.01% |
+268,700
| New | +$8.1M |
|
866
CALL
STAAR Surgical
STAA
$1.21B
| $7.51M | 0.01% |
154,700
+50,500
| +48% | +$3.17M |
|
867
PUT
Constellation Brands
STZ
$23.2B
| $7.51M | 0.01% |
32,400
-67,500
| -68% | -$16.2M |
|
868
PUT
Apollo Global Management
APO
$73.4B
| $7.44M | 0.01% |
116,600
+7,000
| +6% | +$416K |
|
869
PUT
HCA Healthcare
HCA
$89.5B
| $7.39M | 0.01% |
30,800
-4,800
| -13% | -$1.08M |
|
870
lululemon athletica
LULU
$14.6B
| $7.38M | 0.01% |
23,041
-97,805
| -81% | -$32.2M |
|
871
CALL
United States Natural Gas Fund
UNG
$455M
| $7.32M | 0.01% |
129,850
-27,300
| -17% | -$2.17M |
|
872
Cleveland-Cliffs
CLF
$6.99B
| $7.32M | 0.01% |
454,303
-610,259
| -57% | -$9.19M |
|
873
CALL
VICI Properties
VICI
$29.4B
| $7.32M | 0.01% |
225,800
-41,100
| -15% | -$1.32M |
|
874
PUT
Xerox
XRX
$425M
| $7.31M | 0.01% |
500,800
+496,100
| +10,555% | +$7.48M |
|
875
CALL
Warner Bros
WBD
$67.1B
| $7.3M | 0.01% |
770,400
+626,100
| +434% | +$7.07M |
|
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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.