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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 | |
|---|---|---|---|---|---|---|
1501
PUT
British American Tobacco
BTI
$128B
| $1.38M | ﹤0.01% |
34,400
+100
| +0.3% | +$3.93K |
|
1502
CALL
Huntsman Corp
HUN
$1.77B
| $1.37M | ﹤0.01% |
50,000
| – | – |
|
|
SAFE
1503
CALL
Safehold
SAFE
$1.15B
| $1.37M | ﹤0.01% |
28,800
-8,179
| -22% | -$394K |
|
|
CS
1504
PUT
DELISTED
Credit Suisse Group
CS
| $1.36M | ﹤0.01% |
448,700
+435,900
| +3,405% | +$1.7M |
|
1505
Petrobras
PBR
$116B
| $1.36M | ﹤0.01% |
128,050
-78,533
| -38% | -$948K |
|
1506
PUT
XPO
XPO
$23.7B
| $1.36M | ﹤0.01% |
40,900
-22,549
| -36% | -$760K |
|
1507
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $1.36M | ﹤0.01% |
7,106
+7,105
| +710,500% | +$1.37M |
|
1508
PUT
Prologis
PLD
$133B
| $1.35M | ﹤0.01% |
12,000
-229,600
| -95% | -$25.4M |
|
|
RWT
1509
Redwood Trust
RWT
$594M
| $1.35M | ﹤0.01% |
199,606
+82,172
| +70% | +$574K |
|
1510
PUT
Keurig Dr Pepper
KDP
$40.8B
| $1.35M | ﹤0.01% |
37,800
+9,000
| +31% | +$337K |
|
1511
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.74B
| $1.34M | ﹤0.01% |
996
+24
| +2% | +$31K |
|
|
SPR
1512
DELISTED
Spirit AeroSystems
SPR
| $1.34M | ﹤0.01% |
45,210
-19,656
| -30% | -$510K |
|
1513
Kroger
KR
$34.8B
| $1.33M | ﹤0.01% |
+29,914
| New | +$1.37M |
|
1514
CALL
Dynatrace
DT
$14.2B
| $1.33M | ﹤0.01% |
34,800
-14,300
| -29% | -$520K |
|
1515
PUT
OneMain Financial
OMF
$7.47B
| $1.33M | ﹤0.01% |
+40,000
| New | +$1.42M |
|
1516
PUT
Kimberly-Clark
KMB
$36.5B
| $1.33M | ﹤0.01% |
9,800
-10,900
| -53% | -$1.38M |
|
1517
CALL
Sociedad Química y Minera de Chile
SQM
$20.6B
| $1.33M | ﹤0.01% |
16,600
-30,700
| -65% | -$2.84M |
|
1518
PUT
LyondellBasell Industries
LYB
$19.2B
| $1.32M | ﹤0.01% |
15,900
-40,300
| -72% | -$3.3M |
|
1519
PUT
Philip Morris
PM
$295B
| $1.32M | ﹤0.01% |
13,000
-32,300
| -71% | -$3.05M |
|
1520
PUT
Whirlpool
WHR
$2.82B
| $1.32M | ﹤0.01% |
9,300
-37,700
| -80% | -$5.36M |
|
1521
PUT
Arch Capital
ACGL
$33.6B
| $1.31M | ﹤0.01% |
+20,900
| New | +$1.17M |
|
1522
PUT
Lattice Semiconductor
LSCC
$18.5B
| $1.31M | ﹤0.01% |
+20,200
| New | +$1.22M |
|
1523
CALL
Vornado Realty Trust
VNO
$7.38B
| $1.3M | ﹤0.01% |
62,600
| – | – |
|
|
TGH
1524
DELISTED
Textainer Group Holdings limited
TGH
| $1.29M | ﹤0.01% |
41,722
+9,846
| +31% | +$292K |
|
1525
MP Materials
MP
$9.1B
| $1.29M | ﹤0.01% |
53,273
-11,735
| -18% | -$356K |
|
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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.