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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 | |
|---|---|---|---|---|---|---|
101
PUT
Wells Fargo
WFC
$265B
| $122M | 0.19% |
2,958,600
-524,400
| -15% | -$23.2M |
|
102
CALL
Walmart Inc
WMT
$892B
| $122M | 0.19% |
2,571,600
+1,040,700
| +68% | +$49.4M |
|
|
103
PUT
Walmart Inc
WMT
$892B
| $121M | 0.19% |
2,556,600
-487,500
| -16% | -$23.2M |
|
104
CALL
CVS Health
CVS
$123B
| $120M | 0.19% |
1,288,800
-40,800
| -3% | -$3.94M |
|
105
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $120M | 0.19% |
3,680,000
-598,700
| -14% | -$19.5M |
|
106
CALL
Alphabet (Google) Class C
GOOG
$4.36T
| $119M | 0.19% |
1,343,800
-146,300
| -10% | -$14M |
|
107
CALL
United States Oil Fund
USO
$1.86B
| $119M | 0.18% |
1,694,400
+320,800
| +23% | +$22.4M |
|
108
CALL
Sea Limited
SE
$68B
| $116M | 0.18% |
2,238,100
+1,130,500
| +102% | +$60.9M |
|
109
PUT
PayPal
PYPL
$51.1B
| $116M | 0.18% |
1,632,000
-3,700
| -0.2% | -$296K |
|
110
PUT
MongoDB
MDB
$29.8B
| $116M | 0.18% |
587,700
+178,400
| +44% | +$31.8M |
|
111
PUT
Coinbase
COIN
$38.4B
| $115M | 0.18% |
3,263,400
+1,583,300
| +94% | +$83.4M |
|
112
PUT
Coca-Cola
KO
$374B
| $115M | 0.18% |
1,806,400
+209,200
| +13% | +$12.6M |
|
|
113
PUT
Alphabet (Google) Class A
GOOGL
$4.38T
| $112M | 0.17% |
1,272,600
-545,100
| -30% | -$51.8M |
|
114
CALL
Freeport-McMoran
FCX
$95.5B
| $112M | 0.17% |
2,949,900
-288,800
| -9% | -$10.1M |
|
115
CALL
Caterpillar
CAT
$395B
| $111M | 0.17% |
462,300
+78,900
| +21% | +$17.2M |
|
|
XYZ
116
CALL
Block Inc
XYZ
$47B
| $111M | 0.17% |
1,760,400
+312,400
| +22% | +$19.3M |
|
|
117
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $110M | 0.17% |
2,517,000
+2,298,200
| +1,050% | +$100M |
|
118
PUT
United Parcel Service
UPS
$87.7B
| $110M | 0.17% |
632,200
+320,700
| +103% | +$55.5M |
|
119
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.2B
| $110M | 0.17% |
2,895,500
-2,216,300
| -43% | -$81.8M |
|
120
CALL
Diamondback Energy
FANG
$53.1B
| $108M | 0.17% |
793,000
-1,242,600
| -61% | -$182M |
|
121
CALL
ConocoPhillips
COP
$142B
| $107M | 0.17% |
905,000
+210,000
| +30% | +$25.5M |
|
122
CALL
Mastercard
MA
$505B
| $106M | 0.16% |
305,600
-27,700
| -8% | -$9.12M |
|
123
CALL
Salesforce
CRM
$153B
| $106M | 0.16% |
800,600
-230,600
| -22% | -$33.6M |
|
124
CALL
Micron Technology
MU
$996B
| $106M | 0.16% |
2,117,000
-352,700
| -14% | -$19.3M |
|
|
125
CALL
Booking.com
BKNG
$156B
| $105M | 0.16% |
1,305,000
-267,500
| -17% | -$20.3M |
|
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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.