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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 | |
|---|---|---|---|---|---|---|
51
PUT
Occidental Petroleum
OXY
$53.5B
| $171M | 0.27% |
2,714,400
-498,900
| -16% | -$34M |
|
52
PUT
Cloudflare
NET
$104B
| $171M | 0.26% |
3,772,600
+2,585,700
| +218% | +$128M |
|
|
53
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
| $170M | 0.26% |
1,249,700
+228,100
| +22% | +$30.2M |
|
|
54
CALL
Cloudflare
NET
$104B
| $170M | 0.26% |
3,752,000
+2,630,000
| +234% | +$130M |
|
55
CALL
KraneShares CSI China Internet ETF
KWEB
$5.65B
| $168M | 0.26% |
5,551,600
+1,319,400
| +31% | +$33.7M |
|
56
PUT
CrowdStrike
CRWD
$214B
| $167M | 0.26% |
6,327,600
+2,351,600
| +59% | +$80.5M |
|
57
PUT
JD.com
JD
$43.9B
| $166M | 0.26% |
2,959,900
+614,700
| +26% | +$30.9M |
|
|
58
CALL
Occidental Petroleum
OXY
$53.5B
| $163M | 0.25% |
2,582,200
+285,500
| +12% | +$19.4M |
|
59
CALL
Lam Research
LRCX
$385B
| $162M | 0.25% |
3,855,000
+1,989,000
| +107% | +$83.2M |
|
60
CALL
Visa
V
$688B
| $161M | 0.25% |
772,800
+186,300
| +32% | +$37.6M |
|
61
PUT
Moderna
MRNA
$22.5B
| $160M | 0.25% |
890,000
-212,500
| -19% | -$34.7M |
|
62
PUT
Johnson & Johnson
JNJ
$621B
| $160M | 0.25% |
903,000
+611,300
| +210% | +$106M |
|
63
CALL
Adobe
ADBE
$103B
| $159M | 0.25% |
472,400
+130,700
| +38% | +$41.8M |
|
64
CALL
Netflix
NFLX
$309B
| $158M | 0.25% |
5,371,000
-4,423,000
| -45% | -$124M |
|
65
CALL
AT&T
T
$158B
| $157M | 0.24% |
8,531,900
+4,110,700
| +93% | +$73.6M |
|
66
CALL
Merck
MRK
$317B
| $156M | 0.24% |
1,406,400
-464,200
| -25% | -$47.4M |
|
|
67
PUT
Lam Research
LRCX
$385B
| $153M | 0.24% |
3,647,000
+2,539,000
| +229% | +$106M |
|
|
68
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $152M | 0.24% |
3,477,200
+1,178,800
| +51% | +$51.3M |
|
69
PUT
Bank of America
BAC
$442B
| $152M | 0.24% |
4,577,200
+445,800
| +11% | +$15.4M |
|
70
CALL
PayPal
PYPL
$49.6B
| $147M | 0.23% |
2,067,800
-5,900
| -0.3% | -$472K |
|
71
PUT
ExxonMobil
XOM
$628B
| $147M | 0.23% |
1,332,000
-229,100
| -15% | -$24.5M |
|
72
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.6B
| $146M | 0.23% |
4,281,800
+506,200
| +13% | +$17.1M |
|
73
CALL
Applied Materials
AMAT
$424B
| $146M | 0.23% |
1,500,300
+823,900
| +122% | +$79.1M |
|
|
74
CALL
Bank of America
BAC
$442B
| $144M | 0.22% |
4,350,300
-1,759,700
| -29% | -$60.6M |
|
|
75
PUT
Visa
V
$688B
| $143M | 0.22% |
689,700
+300,000
| +77% | +$60.5M |
|
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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.