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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 | |
|---|---|---|---|---|---|---|
176
CALL
Procter & Gamble
PG
$342B
| $80.8M | 0.13% |
533,300
+273,200
| +105% | +$38.3M |
|
177
PUT
Humana
HUM
$44.1B
| $80.8M | 0.13% |
157,700
+139,500
| +766% | +$73.3M |
|
178
PUT
Uber
UBER
$143B
| $80.3M | 0.12% |
3,248,600
-1,567,500
| -33% | -$42.9M |
|
179
CALL
First Solar
FSLR
$26.2B
| $80.3M | 0.12% |
536,300
-613,800
| -53% | -$90.9M |
|
|
180
PUT
First Solar
FSLR
$26.2B
| $79.8M | 0.12% |
533,000
+66,800
| +14% | +$9.9M |
|
181
PUT
Applied Materials
AMAT
$419B
| $79.7M | 0.12% |
818,700
-388,900
| -32% | -$37.3M |
|
182
PUT
Salesforce
CRM
$153B
| $79.6M | 0.12% |
600,100
+138,000
| +30% | +$20.1M |
|
183
CALL
GE Aerospace
GE
$389B
| $79.2M | 0.12% |
1,517,936
+174,794
| +13% | +$8.59M |
|
184
PUT
Workday
WDAY
$42B
| $79M | 0.12% |
471,900
-174,500
| -27% | -$27.2M |
|
185
CALL
Enphase Energy
ENPH
$5.24B
| $78.9M | 0.12% |
297,800
+6,900
| +2% | +$2.01M |
|
186
CALL
FedEx
FDX
$74.7B
| $78.7M | 0.12% |
454,600
-76,900
| -14% | -$12.8M |
|
187
CALL
Goldman Sachs
GS
$301B
| $78.7M | 0.12% |
229,200
-139,700
| -38% | -$48.6M |
|
188
CALL
Citigroup
C
$224B
| $78.4M | 0.12% |
1,733,100
-1,182,300
| -41% | -$53.7M |
|
189
PUT
BP
BP
$109B
| $77.9M | 0.12% |
2,228,900
-1,384,800
| -38% | -$46.1M |
|
190
CALL
Wells Fargo
WFC
$265B
| $77.8M | 0.12% |
1,883,600
-788,200
| -30% | -$34.9M |
|
191
PUT
McDonald's
MCD
$196B
| $77.4M | 0.12% |
293,700
-160,000
| -35% | -$42.2M |
|
192
CALL
NextEra Energy
NEE
$176B
| $77.2M | 0.12% |
924,000
+86,300
| +10% | +$6.97M |
|
|
193
CALL
Workday
WDAY
$42B
| $75.9M | 0.12% |
453,500
-48,600
| -10% | -$7.58M |
|
194
CALL
iShares Biotechnology ETF
IBB
$9.53B
| $75.9M | 0.12% |
577,900
+59,000
| +11% | +$7.62M |
|
195
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $75.4M | 0.12% |
244,200
-9,400
| -4% | -$2.79M |
|
196
PUT
Delta Air Lines
DAL
$60.5B
| $75.3M | 0.12% |
2,290,700
+543,700
| +31% | +$18M |
|
|
SCHW
197
PUT
Charles Schwab
SCHW
$187B
| $75.1M | 0.12% |
901,500
+363,300
| +68% | +$28.2M |
|
198
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $74.5M | 0.12% |
225,000
-10,800
| -5% | -$3.51M |
|
199
CALL
Lockheed Martin
LMT
$135B
| $74.2M | 0.12% |
152,500
-315,300
| -67% | -$147M |
|
|
200
PUT
Lockheed Martin
LMT
$135B
| $73.3M | 0.11% |
150,700
-49,700
| -25% | -$23.1M |
|
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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.