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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 | |
|---|---|---|---|---|---|---|
|
201
Booking.com
BKNG
$156B
| $73.1M | 0.11% |
907,050
+802,000
| +763% | +$60.9M |
|
202
CALL
Atlassian
TEAM
$28B
| $72.6M | 0.11% |
563,900
+214,900
| +62% | +$34.2M |
|
203
PUT
Procter & Gamble
PG
$342B
| $71.9M | 0.11% |
474,300
+242,900
| +105% | +$34.1M |
|
204
Sprott Physical Gold and Silver Trust
CEF
$7.83B
| $71.6M | 0.11% |
3,995,433
| – | – |
|
205
CALL
Marriott International
MAR
$93.8B
| $71.4M | 0.11% |
479,600
+104,500
| +28% | +$16.1M |
|
206
CALL
Costco
COST
$421B
| $71.4M | 0.11% |
156,400
+87,600
| +127% | +$42.8M |
|
207
PUT
UnitedHealth
UNH
$367B
| $71.4M | 0.11% |
134,600
-52,800
| -28% | -$28M |
|
208
CALL
lululemon athletica
LULU
$14.2B
| $71.2M | 0.11% |
222,200
-446,000
| -67% | -$147M |
|
|
209
PUT
lululemon athletica
LULU
$14.2B
| $70.7M | 0.11% |
220,600
-431,200
| -66% | -$142M |
|
210
PUT
FedEx
FDX
$74.7B
| $69.9M | 0.11% |
403,300
-78,800
| -16% | -$13.1M |
|
211
CALL
Zoom
ZM
$29.7B
| $68.6M | 0.11% |
1,012,100
-16,600
| -2% | -$1.26M |
|
212
PUT
AutoZone
AZO
$50.1B
| $68.3M | 0.11% |
27,700
+8,100
| +41% | +$19.6M |
|
213
CALL
BP
BP
$109B
| $67.8M | 0.11% |
1,940,000
-1,777,600
| -48% | -$59.1M |
|
214
CALL
Alcoa
AA
$12.5B
| $67.7M | 0.11% |
1,488,000
+552,900
| +59% | +$24.1M |
|
215
CALL
Deere & Co
DE
$166B
| $67.6M | 0.1% |
157,600
-100,600
| -39% | -$40.9M |
|
216
CALL
Newmont
NEM
$111B
| $67.5M | 0.1% |
1,430,000
-260,500
| -15% | -$11.6M |
|
217
PUT
IBM
IBM
$220B
| $67.4M | 0.1% |
478,300
+128,600
| +37% | +$17.7M |
|
218
CALL
ON Semiconductor
ON
$18.6B
| $67.3M | 0.1% |
1,079,800
+26,500
| +3% | +$1.77M |
|
219
CALL
Medtronic
MDT
$110B
| $67.3M | 0.1% |
866,300
+517,800
| +149% | +$42M |
|
220
CALL
Ford
F
$55B
| $67.3M | 0.1% |
5,785,900
-502,800
| -8% | -$6.46M |
|
221
CALL
Qualcomm
QCOM
$168B
| $67.2M | 0.1% |
610,800
-1,037,200
| -63% | -$121M |
|
222
PUT
Target
TGT
$66.8B
| $66.4M | 0.1% |
445,400
-302,800
| -40% | -$47.5M |
|
223
CALL
T-Mobile US
TMUS
$193B
| $66.1M | 0.1% |
471,800
-195,600
| -29% | -$28.1M |
|
224
CALL
Eaton
ETN
$174B
| $64.9M | 0.1% |
413,800
+206,700
| +100% | +$31.7M |
|
225
PUT
Intel
INTC
$503B
| $63.7M | 0.1% |
2,410,200
-390,200
| -14% | -$10.8M |
|
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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.