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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 | |
|---|---|---|---|---|---|---|
|
ANSS
1476
CALL
DELISTED
Ansys
ANSS
| $1.45M | ﹤0.01% |
6,000
-1,700
| -22% | -$396K |
|
1477
PUT
CarGurus
CARG
$3.47B
| $1.45M | ﹤0.01% |
103,300
+94,800
| +1,115% | +$1.3M |
|
1478
PUT
JB Hunt Transport Services
JBHT
$25.2B
| $1.45M | ﹤0.01% |
8,300
-900
| -10% | -$157K |
|
1479
CALL
Corning
GLW
$143B
| $1.45M | ﹤0.01% |
45,300
-16,900
| -27% | -$548K |
|
1480
CALL
Flex
FLEX
$44.8B
| $1.45M | ﹤0.01% |
+89,440
| New | +$1.34M |
|
1481
PUT
General Mills
GIS
$19.7B
| $1.44M | ﹤0.01% |
17,200
+7,000
| +69% | +$570K |
|
1482
EPAM Systems
EPAM
$5.03B
| $1.44M | ﹤0.01% |
4,396
+4,297
| +4,340% | +$1.46M |
|
|
JKS
1483
JinkoSolar
JKS
$891M
| $1.44M | ﹤0.01% |
35,209
-66,110
| -65% | -$3.18M |
|
1484
PUT
Corsair Gaming
CRSR
$1.55B
| $1.44M | ﹤0.01% |
105,800
+5,000
| +5% | +$72.7K |
|
|
SIX
1485
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.43M | ﹤0.01% |
61,294
+24,790
| +68% | +$533K |
|
1486
Welltower
WELL
$171B
| $1.42M | ﹤0.01% |
21,639
-16,815
| -44% | -$1.08M |
|
1487
CALL
PennyMac Financial
PFSI
$4.02B
| $1.42M | ﹤0.01% |
+25,000
| New | +$1.32M |
|
1488
CALL
Qorvo
QRVO
$8.74B
| $1.41M | ﹤0.01% |
15,600
-20,400
| -57% | -$1.84M |
|
1489
PUT
Rocket Companies
RKT
$38.9B
| $1.41M | ﹤0.01% |
201,600
| – | – |
|
1490
CALL
Altimmune
ALT
$599M
| $1.4M | ﹤0.01% |
85,400
-57,000
| -40% | -$640K |
|
1491
CALL
Groupon
GRPN
$1.02B
| $1.4M | ﹤0.01% |
163,300
-7,900
| -5% | -$61.2K |
|
1492
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$431M
| $1.4M | ﹤0.01% |
+19,700
| New | +$1.3M |
|
1493
CALL
CoStar Group
CSGP
$12.3B
| $1.39M | ﹤0.01% |
18,000
-28,100
| -61% | -$2.2M |
|
1494
CALL
Monster Beverage
MNST
$88.5B
| $1.39M | ﹤0.01% |
27,400
-8,800
| -24% | -$426K |
|
1495
CALL
Graphic Packaging
GPK
$3.58B
| $1.39M | ﹤0.01% |
+62,500
| New | +$1.37M |
|
|
1496
PUT
Graphic Packaging
GPK
$3.58B
| $1.39M | ﹤0.01% |
+62,500
| New | +$1.37M |
|
1497
PUT
Invesco
IVZ
$13.9B
| $1.39M | ﹤0.01% |
77,000
| – | – |
|
1498
CALL
Macerich
MAC
$6.92B
| $1.38M | ﹤0.01% |
123,000
| – | – |
|
|
BBBY
1499
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.38M | ﹤0.01% |
551,400
+542,100
| +5,829% | +$2.13M |
|
1500
PUT
Cardinal Health
CAH
$55.4B
| $1.38M | ﹤0.01% |
17,900
-88,000
| -83% | -$6.69M |
|
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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.