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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 | |
|---|---|---|---|---|---|---|
801
Norwegian Cruise Line
NCLH
$8.84B
| $8.71M | 0.01% |
711,408
+557,866
| +363% | +$8.4M |
|
802
JPMorgan Chase
JPM
$950B
| $8.7M | 0.01% |
64,906
+41,744
| +180% | +$5.29M |
|
803
CALL
Kohl's
KSS
$2.19B
| $8.7M | 0.01% |
344,400
+141,600
| +70% | +$4.01M |
|
804
CALL
Capri Holdings
CPRI
$1.74B
| $8.68M | 0.01% |
151,500
-133,700
| -47% | -$6.75M |
|
805
PUT
Global Payments
GPN
$22.8B
| $8.68M | 0.01% |
87,400
-148,600
| -63% | -$15.5M |
|
806
PUT
iShares Biotechnology ETF
IBB
$9.77B
| $8.61M | 0.01% |
65,600
-11,000
| -14% | -$1.42M |
|
807
PUT
Williams Companies
WMB
$86.1B
| $8.61M | 0.01% |
261,600
+253,100
| +2,978% | +$8.24M |
|
808
CALL
Murphy Oil
MUR
$4.78B
| $8.6M | 0.01% |
200,000
-100
| -0% | -$4.51K |
|
|
WWE
809
CALL
DELISTED
World Wrestling Entertainment
WWE
| $8.59M | 0.01% |
125,300
+104,200
| +494% | +$7.87M |
|
810
CALL
PENN Entertainment
PENN
$2.71B
| $8.57M | 0.01% |
288,500
-63,800
| -18% | -$2.07M |
|
|
811
PUT
Capri Holdings
CPRI
$1.74B
| $8.49M | 0.01% |
148,200
-80,500
| -35% | -$4.07M |
|
812
iShares Core S&P 500 ETF
IVV
$902B
| $8.48M | 0.01% |
22,068
-21,468
| -49% | -$8.28M |
|
813
CALL
Cadence Design Systems
CDNS
$93.4B
| $8.43M | 0.01% |
52,500
+17,600
| +50% | +$2.81M |
|
814
CALL
VanEck Oil Services ETF
OIH
$1.92B
| $8.4M | 0.01% |
27,600
-3,300
| -11% | -$945K |
|
815
CALL
Weatherford International
WFRD
$6.22B
| $8.4M | 0.01% |
165,000
+140,000
| +560% | +$5.77M |
|
816
CALL
RLX Technology
RLX
$2.46B
| $8.4M | 0.01% |
+3,651,600
| New | +$6.48M |
|
817
PUT
Lucid Motors
LCID
$2.77B
| $8.39M | 0.01% |
122,770
-42,250
| -26% | -$4.65M |
|
818
AbbVie
ABBV
$435B
| $8.36M | 0.01% |
51,752
-31,754
| -38% | -$4.87M |
|
819
PUT
Western Digital
WDC
$150B
| $8.36M | 0.01% |
350,595
-243,564
| -41% | -$6.43M |
|
820
CALL
Crocs
CROX
$6.55B
| $8.35M | 0.01% |
77,000
-45,900
| -37% | -$4.06M |
|
821
PUT
BioNTech
BNTX
$23.5B
| $8.34M | 0.01% |
55,500
-1,400
| -2% | -$215K |
|
822
BILL Holdings
BILL
$4.78B
| $8.32M | 0.01% |
76,358
+34,808
| +84% | +$4.18M |
|
823
PUT
Cirrus Logic
CRUS
$6.26B
| $8.3M | 0.01% |
111,400
+109,800
| +6,863% | +$7.9M |
|
824
CALL
Lyft
LYFT
$6.63B
| $8.3M | 0.01% |
752,900
-436,300
| -37% | -$5.26M |
|
|
SPWR
825
DELISTED
SunPower Corporation Common Stock
SPWR
| $8.24M | 0.01% |
457,068
+456,793
| +166,107% | +$9.36M |
|
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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.