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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 | |
|---|---|---|---|---|---|---|
776
PUT
Halliburton
HAL
$26.6B
| $9.4M | 0.01% |
239,000
-857,900
| -78% | -$30.4M |
|
777
PUT
XPeng
XPEV
$11.6B
| $9.37M | 0.01% |
942,800
+826,400
| +710% | +$7.45M |
|
778
Workday
WDAY
$44.4B
| $9.3M | 0.01% |
55,594
-22,072
| -28% | -$3.44M |
|
779
CALL
Boston Scientific
BSX
$71.5B
| $9.28M | 0.01% |
200,500
-39,000
| -16% | -$1.69M |
|
780
PUT
PNC Financial Services
PNC
$101B
| $9.27M | 0.01% |
58,700
-37,900
| -39% | -$5.96M |
|
781
SolarEdge
SEDG
$1.95B
| $9.21M | 0.01% |
32,522
+21,650
| +199% | +$5.74M |
|
782
PUT
NRG Energy
NRG
$24.8B
| $9.16M | 0.01% |
287,900
-12,400
| -4% | -$490K |
|
783
PUT
Welltower
WELL
$171B
| $9.16M | 0.01% |
139,700
+78,900
| +130% | +$5.07M |
|
784
CALL
AdaptHealth
AHCO
$759M
| $9.14M | 0.01% |
475,400
+140,400
| +42% | +$2.97M |
|
785
iShares Core US Aggregate Bond ETF
AGG
$138B
| $9.1M | 0.01% |
93,817
+100
| +0.1% | +$9.67K |
|
786
PayPal
PYPL
$50.5B
| $9.05M | 0.01% |
127,108
-328,863
| -72% | -$26.3M |
|
787
Hershey
HSY
$36.6B
| $9.03M | 0.01% |
39,003
+9,010
| +30% | +$2.08M |
|
788
Diamondback Energy
FANG
$52.7B
| $9M | 0.01% |
65,810
+13,299
| +25% | +$1.94M |
|
|
KRTX
789
PUT
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $8.96M | 0.01% |
45,600
+37,800
| +485% | +$8.11M |
|
790
PUT
Trip.com Group
TCOM
$29.1B
| $8.95M | 0.01% |
+260,200
| New | +$7.47M |
|
791
PUT
Mattel
MAT
$4.23B
| $8.94M | 0.01% |
501,300
+400
| +0.1% | +$7.25K |
|
792
Albemarle
ALB
$15.5B
| $8.94M | 0.01% |
41,222
+34,687
| +531% | +$9.25M |
|
793
Teva Pharmaceuticals
TEVA
$41.2B
| $8.91M | 0.01% |
976,529
-218,101
| -18% | -$1.9M |
|
|
MRO
794
PUT
DELISTED
Marathon Oil Corporation
MRO
| $8.9M | 0.01% |
328,700
-220,500
| -40% | -$6.4M |
|
|
CPE
795
CALL
DELISTED
Callon Petroleum Company
CPE
| $8.88M | 0.01% |
239,400
-178,200
| -43% | -$7.32M |
|
796
PUT
Chubb
CB
$135B
| $8.85M | 0.01% |
40,100
+26,600
| +197% | +$5.53M |
|
797
PUT
Futu Holdings
FUTU
$15.3B
| $8.84M | 0.01% |
+217,500
| New | +$10.6M |
|
798
CALL
Deckers Outdoor
DECK
$13.3B
| $8.78M | 0.01% |
132,000
-103,200
| -44% | -$6.24M |
|
799
PUT
CME Group
CME
$94.8B
| $8.78M | 0.01% |
52,200
+49,200
| +1,640% | +$8.55M |
|
800
PUT
monday.com
MNDY
$3.94B
| $8.76M | 0.01% |
71,800
-73,400
| -51% | -$7.63M |
|
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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.