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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 | |
|---|---|---|---|---|---|---|
1551
PUT
J.M. Smucker
SJM
$12.8B
| $1.19M | ﹤0.01% |
7,500
+4,600
| +159% | +$685K |
|
1552
CALL
Pan American Silver
PAAS
$21.6B
| $1.18M | ﹤0.01% |
72,500
+68,300
| +1,626% | +$1.09M |
|
1553
CALL
Neogen
NEOG
$2.5B
| $1.17M | ﹤0.01% |
77,000
| – | – |
|
1554
PUT
PVH
PVH
$4.04B
| $1.17M | ﹤0.01% |
16,600
+4,600
| +38% | +$274K |
|
|
BBBY
1555
CALL
Bed Bath & Beyond
BBBY
$442M
| $1.16M | ﹤0.01% |
66,110
+39,050
| +144% | +$840K |
|
|
SAVE
1556
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.16M | ﹤0.01% |
59,600
| – | – |
|
|
1557
J.M. Smucker
SJM
$12.8B
| $1.16M | ﹤0.01% |
+7,315
| New | +$1.09M |
|
|
VRAY
1558
DELISTED
ViewRay, Inc.
VRAY
| $1.16M | ﹤0.01% |
+258,180
| New | +$1.12M |
|
1559
CALL
Riot Platforms
RIOT
$7.76B
| $1.15M | ﹤0.01% |
340,600
+89,600
| +36% | +$462K |
|
1560
CALL
Baker Hughes
BKR
$61.1B
| $1.15M | ﹤0.01% |
39,000
+26,200
| +205% | +$723K |
|
1561
CALL
Transocean
RIG
$5.82B
| $1.15M | ﹤0.01% |
252,000
+1,700
| +0.7% | +$6.56K |
|
1562
PUT
iShares MSCI Mexico ETF
EWW
$1.92B
| $1.14M | ﹤0.01% |
23,100
-373,100
| -94% | -$18.8M |
|
1563
PUT
Qorvo
QRVO
$8.74B
| $1.14M | ﹤0.01% |
12,600
-2,400
| -16% | -$217K |
|
1564
CALL
Liberty Global Class C
LBTYK
$3.49B
| $1.14M | ﹤0.01% |
+58,600
| New | +$1.11M |
|
1565
PPG Industries
PPG
$26.6B
| $1.14M | ﹤0.01% |
9,054
-2,536
| -22% | -$311K |
|
1566
PUT
Vaxcyte
PCVX
$8.64B
| $1.14M | ﹤0.01% |
23,700
+10,000
| +73% | +$392K |
|
1567
RingCentral
RNG
$5.28B
| $1.13M | ﹤0.01% |
32,018
+17,018
| +113% | +$609K |
|
1568
Amplify Blockchain Technology ETF
BLOK
$1.07B
| $1.13M | ﹤0.01% |
74,943
+74,942
| +7,494,200% | +$1.29M |
|
1569
CALL
Noble Corp
NE
$6.51B
| $1.13M | ﹤0.01% |
+30,000
| New | +$1.07M |
|
|
LSXMA
1570
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $1.13M | ﹤0.01% |
39,159
-175,629
| -82% | -$5.35M |
|
1571
PUT
Zebra Technologies
ZBRA
$17.8B
| $1.13M | ﹤0.01% |
4,400
+1,600
| +57% | +$414K |
|
|
1572
Pan American Silver
PAAS
$21.6B
| $1.13M | ﹤0.01% |
68,988
+64,244
| +1,354% | +$1.03M |
|
1573
PUT
Copart
CPRT
$27.5B
| $1.13M | ﹤0.01% |
37,000
-2,200
| -6% | -$65.9K |
|
1574
PUT
Coty
COTY
$2.48B
| $1.12M | ﹤0.01% |
131,400
-51,200
| -28% | -$376K |
|
1575
Progressive
PGR
$125B
| $1.1M | ﹤0.01% |
8,495
+2,591
| +44% | +$328K |
|
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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.