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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 | |
|---|---|---|---|---|---|---|
1401
PUT
Fastly Inc
FSLY
$3.66B
| $1.79M | ﹤0.01% |
218,000
+170,400
| +358% | +$1.49M |
|
|
AGNT
1402
PUT
AGNT Inc
AGNT
$734M
| $1.77M | ﹤0.01% |
+159,900
| New | +$1.94M |
|
1403
PUT
Innoviz Technologies
INVZ
$112M
| $1.77M | ﹤0.01% |
+450,000
| New | +$2.14M |
|
|
EXAS
1404
CALL
DELISTED
Exact Sciences
EXAS
| $1.76M | ﹤0.01% |
35,500
-47,700
| -57% | -$1.95M |
|
1405
PUT
Sociedad Química y Minera de Chile
SQM
$20.6B
| $1.76M | ﹤0.01% |
22,000
-20,800
| -49% | -$1.92M |
|
1406
Cenovus Energy
CVE
$52.1B
| $1.76M | ﹤0.01% |
+90,476
| New | +$1.74M |
|
1407
PUT
Vipshop
VIPS
$7.53B
| $1.74M | ﹤0.01% |
127,900
+32,700
| +34% | +$325K |
|
1408
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $1.74M | ﹤0.01% |
+14,999
| New | +$1.69M |
|
1409
L3Harris
LHX
$53.4B
| $1.74M | ﹤0.01% |
8,364
+8,361
| +278,700% | +$1.89M |
|
1410
PUT
KeyCorp
KEY
$24.4B
| $1.74M | ﹤0.01% |
99,800
-200
| -0.2% | -$3.52K |
|
|
RDFN
1411
PUT
DELISTED
Redfin
RDFN
| $1.74M | ﹤0.01% |
409,700
+3,800
| +0.9% | +$17.9K |
|
1412
CALL
Valvoline
VVV
$4.51B
| $1.73M | ﹤0.01% |
+53,100
| New | +$1.61M |
|
1413
CALL
Unum
UNM
$14.3B
| $1.73M | ﹤0.01% |
42,200
+5,900
| +16% | +$247K |
|
1414
American Eagle Outfitters
AEO
$3.01B
| $1.73M | ﹤0.01% |
123,997
+123,991
| +2,066,517% | +$1.59M |
|
1415
PUT
Beyond Meat
BYND
$277M
| $1.73M | ﹤0.01% |
140,600
-4,900
| -3% | -$68.3K |
|
1416
CALL
dLocal
DLO
$4.24B
| $1.73M | ﹤0.01% |
+110,900
| New | +$1.95M |
|
1417
PUT
Jefferies Financial Group
JEF
$13.1B
| $1.72M | ﹤0.01% |
+52,509
| New | +$1.74M |
|
1418
CALL
Molina Healthcare
MOH
$10.3B
| $1.72M | ﹤0.01% |
+5,200
| New | +$1.77M |
|
1419
PUT
BRC Group Holdings
RILY
$289M
| $1.72M | ﹤0.01% |
50,200
+40,200
| +402% | +$1.68M |
|
|
B
1420
CALL
DELISTED
Barnes Group Inc.
B
| $1.72M | ﹤0.01% |
+42,000
| New | +$1.57M |
|
1421
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $1.7M | ﹤0.01% |
17,800
-14,600
| -45% | -$1.4M |
|
1422
CALL
Marathon Digital Holdings
MARA
$3.9B
| $1.7M | ﹤0.01% |
498,500
+439,600
| +746% | +$3.69M |
|
1423
Paychex
PAYX
$42.7B
| $1.7M | ﹤0.01% |
14,685
-4,388
| -23% | -$514K |
|
|
FTCH
1424
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.7M | ﹤0.01% |
358,700
-52,800
| -13% | -$368K |
|
1425
PUT
WillScot Mobile Mini Holdings
WSC
$4.41B
| $1.69M | ﹤0.01% |
37,500
-32,500
| -46% | -$1.46M |
|
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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.