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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 | |
|---|---|---|---|---|---|---|
|
SKX
1376
CALL
DELISTED
Skechers
SKX
| $1.89M | ﹤0.01% |
45,000
-94,500
| -68% | -$3.62M |
|
1377
CALL
Kanzhun
BZ
$7.36B
| $1.87M | ﹤0.01% |
+92,000
| New | +$1.51M |
|
1378
CALL
Strategy Inc
MSTR
$38.4B
| $1.87M | ﹤0.01% |
132,000
+127,000
| +2,540% | +$2.6M |
|
1379
PUT
Novartis
NVS
$297B
| $1.86M | ﹤0.01% |
20,500
-100
| -0.5% | -$8.42K |
|
1380
PUT
Spectrum Brands
SPB
$2.07B
| $1.86M | ﹤0.01% |
+30,500
| New | +$1.54M |
|
1381
CALL
Cardinal Health
CAH
$55.4B
| $1.85M | ﹤0.01% |
24,100
-75,500
| -76% | -$5.74M |
|
1382
PUT
Builders FirstSource
BLDR
$8.04B
| $1.85M | ﹤0.01% |
28,500
+19,000
| +200% | +$1.19M |
|
1383
CALL
Grand Canyon Education
LOPE
$3.98B
| $1.85M | ﹤0.01% |
+17,500
| New | +$1.75M |
|
1384
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $1.84M | ﹤0.01% |
160,100
+114,100
| +248% | +$926K |
|
1385
Lamb Weston
LW
$7.19B
| $1.84M | ﹤0.01% |
+20,599
| New | +$1.75M |
|
1386
Fluor
FLR
$7.96B
| $1.84M | ﹤0.01% |
53,021
+32,794
| +162% | +$1.05M |
|
1387
CALL
Stem
STEM
$52.7M
| $1.84M | ﹤0.01% |
10,275
-320
| -3% | -$76.9K |
|
1388
Horizon Bancorp
HBNC
$1.04B
| $1.84M | ﹤0.01% |
121,705
+38,183
| +46% | +$630K |
|
1389
PUT
PG&E
PCG
$38.5B
| $1.82M | ﹤0.01% |
112,200
+85,500
| +320% | +$1.29M |
|
|
K
1390
PUT
DELISTED
Kellanova
K
| $1.82M | ﹤0.01% |
27,264
-5,538
| -17% | -$376K |
|
|
PCGU
1391
DELISTED
PG&E Corporation
PCGU
| $1.82M | ﹤0.01% |
112,100
-76,856
| -41% | -$10.4M |
|
1392
CALL
uniQure
QURE
$3.22B
| $1.82M | ﹤0.01% |
80,300
+80,000
| +26,667% | +$1.73M |
|
1393
CALL
ADT
ADT
$5.58B
| $1.81M | ﹤0.01% |
200,100
| – | – |
|
1394
Prudential Financial
PRU
$41.8B
| $1.81M | ﹤0.01% |
18,219
-49,330
| -73% | -$5M |
|
1395
CALL
ScottsMiracle-Gro
SMG
$3.66B
| $1.81M | ﹤0.01% |
37,200
+30,600
| +464% | +$1.53M |
|
1396
CALL
Old National Bancorp
ONB
$10.2B
| $1.8M | ﹤0.01% |
+100,000
| New | +$1.84M |
|
|
CFLT
1397
DELISTED
Confluent
CFLT
| $1.8M | ﹤0.01% |
80,720
+5
| +0% | +$116 |
|
1398
PUT
Lincoln National
LNC
$8.81B
| $1.79M | ﹤0.01% |
58,400
-14,500
| -20% | -$576K |
|
1399
CALL
B2Gold
BTG
$6.64B
| $1.79M | ﹤0.01% |
+500,400
| New | +$1.66M |
|
1400
Atlassian
TEAM
$37.8B
| $1.79M | ﹤0.01% |
13,878
-12,082
| -47% | -$1.92M |
|
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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.