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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 | |
|---|---|---|---|---|---|---|
1751
Tilray
TLRY
$616M
| $655K | ﹤0.01% |
24,349
-1,091
| -4% | -$38.2K |
|
1752
CALL
Sibanye-Stillwater
SBSW
$7.37B
| $655K | ﹤0.01% |
61,400
+2,300
| +4% | +$23.3K |
|
1753
Stem
STEM
$51M
| $653K | ﹤0.01% |
3,650
+1,864
| +104% | +$448K |
|
1754
PUT
Sonos
SONO
$1.86B
| $652K | ﹤0.01% |
38,600
+18,500
| +92% | +$301K |
|
|
WRK
1755
DELISTED
WestRock Company
WRK
| $649K | ﹤0.01% |
18,460
-1,100
| -6% | -$38.3K |
|
1756
JetBlue
JBLU
$2.17B
| $647K | ﹤0.01% |
99,893
+69,244
| +226% | +$506K |
|
1757
PUT
Intercontinental Exchange
ICE
$84.8B
| $646K | ﹤0.01% |
6,300
| – | – |
|
1758
CALL
BlackBerry
BB
$5.3B
| $646K | ﹤0.01% |
198,200
-700
| -0.4% | -$3.11K |
|
1759
CALL
GXO Logistics
GXO
$5.47B
| $645K | ﹤0.01% |
15,100
+6,100
| +68% | +$245K |
|
1760
CALL
Martin Marietta Materials
MLM
$32.8B
| $642K | ﹤0.01% |
1,900
-8,100
| -81% | -$2.76M |
|
|
FTCH
1761
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $638K | ﹤0.01% |
134,800
-71,000
| -34% | -$495K |
|
1762
Federal Signal
FSS
$7.77B
| $636K | ﹤0.01% |
+13,693
| New | +$628K |
|
1763
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $630K | ﹤0.01% |
6,380
+100
| +2% | +$9.42K |
|
|
HTZWW
1764
Hertz Global Holdings Warrants
HTZWW
$89.4M
| $625K | ﹤0.01% |
83,850
| – | – |
|
1765
CALL
Trinity Industries
TRN
$2.32B
| $624K | ﹤0.01% |
+21,100
| New | +$588K |
|
1766
SoFi Technologies
SOFI
$23.6B
| $620K | ﹤0.01% |
+134,423
| New | +$667K |
|
1767
PUT
Vornado Realty Trust
VNO
$7.23B
| $616K | ﹤0.01% |
29,600
-700
| -2% | -$16K |
|
1768
PUT
GSK
GSK
$104B
| $615K | ﹤0.01% |
17,500
| – | – |
|
1769
QuantumScape Corp
QS
$3.73B
| $614K | ﹤0.01% |
108,372
+62,282
| +135% | +$461K |
|
1770
CSX Corp
CSX
$93.1B
| $613K | ﹤0.01% |
19,776
+10,830
| +121% | +$326K |
|
1771
PUT
Omnicom Group
OMC
$23.1B
| $612K | ﹤0.01% |
7,500
| – | – |
|
1772
First Horizon
FHN
$12.1B
| $612K | ﹤0.01% |
24,960
-20,998
| -46% | -$509K |
|
1773
Target Hospitality
TH
$1.74B
| $611K | ﹤0.01% |
+40,357
| New | +$544K |
|
1774
NetEase
NTES
$84B
| $610K | ﹤0.01% |
8,393
-46,251
| -85% | -$3.15M |
|
1775
Innovative Industrial Properties
IIPR
$1.67B
| $607K | ﹤0.01% |
5,989
+5,934
| +10,789% | +$632K |
|
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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.