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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 | |
|---|---|---|---|---|---|---|
|
X
426
PUT
DELISTED
US Steel
X
| $27.1M | 0.04% |
1,080,000
+237,600
| +28% | +$5.48M |
|
427
CALL
Williams-Sonoma
WSM
$29.6B
| $27M | 0.04% |
469,200
-172,000
| -27% | -$10.3M |
|
428
PUT
Franco-Nevada
FNV
$46B
| $26.8M | 0.04% |
196,100
+176,900
| +921% | +$23.4M |
|
429
PUT
Accenture
ACN
$108B
| $26.6M | 0.04% |
99,800
+37,300
| +60% | +$10.3M |
|
430
PUT
Wolfspeed
WOLF
$1.71B
| $26.6M | 0.04% |
385,200
-278,200
| -42% | -$24.7M |
|
431
CALL
iQIYI
IQ
$1.28B
| $26.6M | 0.04% |
5,013,500
+4,985,900
| +18,065% | +$14.5M |
|
432
CALL
Cleveland-Cliffs
CLF
$6.99B
| $26.5M | 0.04% |
1,646,000
+794,500
| +93% | +$12M |
|
433
PUT
Autodesk
ADSK
$52.6B
| $26.5M | 0.04% |
141,900
+62,300
| +78% | +$12.5M |
|
434
PUT
AbbVie
ABBV
$435B
| $26.5M | 0.04% |
163,900
-168,700
| -51% | -$25.9M |
|
435
CALL
Air Products & Chemicals
APD
$67.6B
| $26.5M | 0.04% |
85,900
-32,400
| -27% | -$9.13M |
|
436
CALL
Wheaton Precious Metals
WPM
$60.9B
| $26.4M | 0.04% |
675,200
+377,100
| +127% | +$13.6M |
|
437
CALL
AutoZone
AZO
$51.1B
| $26.1M | 0.04% |
10,600
-2,600
| -20% | -$6.28M |
|
438
CALL
Oracle
ORCL
$423B
| $26.1M | 0.04% |
318,800
-291,400
| -48% | -$22.1M |
|
439
PUT
Arista Networks
ANET
$238B
| $26M | 0.04% |
857,200
+451,600
| +111% | +$13.9M |
|
440
CALL
Dollar General
DG
$27.9B
| $26M | 0.04% |
105,600
-39,800
| -27% | -$9.84M |
|
441
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $25.8M | 0.04% |
731,800
-569,600
| -44% | -$19.4M |
|
442
PUT
Dick's Sporting Goods
DKS
$18.7B
| $25.7M | 0.04% |
213,800
-188,800
| -47% | -$21.3M |
|
443
PUT
Prudential Financial
PRU
$41.8B
| $25.7M | 0.04% |
258,000
-46,100
| -15% | -$4.67M |
|
444
General Motors
GM
$76.8B
| $25.5M | 0.04% |
757,689
-221,751
| -23% | -$8.2M |
|
445
CALL
Suncor Energy
SU
$70.3B
| $25.4M | 0.04% |
799,800
-298,500
| -27% | -$9.81M |
|
446
CALL
NovoCure
NVCR
$1.91B
| $25.2M | 0.04% |
343,500
+138,400
| +67% | +$10.4M |
|
|
SPLK
447
CALL
DELISTED
Splunk Inc
SPLK
| $25.1M | 0.04% |
291,500
+71,300
| +32% | +$5.76M |
|
448
CALL
Norwegian Cruise Line
NCLH
$8.84B
| $25M | 0.04% |
2,041,700
-149,900
| -7% | -$2.26M |
|
|
DFS
449
PUT
DELISTED
Discover Financial Services
DFS
| $24.9M | 0.04% |
254,900
-55,700
| -18% | -$5.6M |
|
450
PUT
Digital Realty Trust
DLR
$71.7B
| $24.9M | 0.04% |
248,300
+118,000
| +91% | +$12M |
|
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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.