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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 | |
|---|---|---|---|---|---|---|
1826
CALL
Agilent Technologies
A
$41.8B
| $509K | ﹤0.01% |
3,400
-1,400
| -29% | -$200K |
|
|
STKL
1827
CALL
DELISTED
SunOpta
STKL
| $508K | ﹤0.01% |
+60,200
| New | +$569K |
|
1828
CALL
Payoneer
PAYO
$2.41B
| $508K | ﹤0.01% |
92,800
-129,000
| -58% | -$809K |
|
1829
Kinder Morgan
KMI
$69.4B
| $507K | ﹤0.01% |
28,069
-8,069
| -22% | -$145K |
|
1830
United States Gasoline Fund
UGA
$135M
| $504K | ﹤0.01% |
8,411
-125,974
| -94% | -$7.26M |
|
1831
CALL
FirstEnergy
FE
$27B
| $503K | ﹤0.01% |
12,000
-3,000
| -20% | -$117K |
|
1832
PUT
GoPro
GPRO
$122M
| $498K | ﹤0.01% |
100,000
| – | – |
|
1833
CALL
United Microelectronic
UMC
$47.5B
| $497K | ﹤0.01% |
76,100
+1,100
| +1% | +$7.29K |
|
1834
Flywire
FLYW
$2.14B
| $490K | ﹤0.01% |
+20,020
| New | +$431K |
|
1835
PTC Therapeutics
PTCT
$6.15B
| $487K | ﹤0.01% |
+12,764
| New | +$531K |
|
1836
PUT
Truist Financial
TFC
$63.5B
| $486K | ﹤0.01% |
11,300
-7,800
| -41% | -$342K |
|
1837
CALL
Atomera
ATOM
$213M
| $482K | ﹤0.01% |
+77,500
| New | +$635K |
|
1838
CALL
Citi Trends
CTRN
$631M
| $482K | ﹤0.01% |
+18,200
| New | +$428K |
|
|
CNH
1839
CALL
CNH Industrial
CNH
$17B
| $482K | ﹤0.01% |
30,000
| – | – |
|
1840
Polestar Automotive Holding UK
PSNY
$1.96B
| $478K | ﹤0.01% |
3,002
+522
| +21% | +$84.5K |
|
1841
CALL
Gold Fields
GFI
$36.5B
| $478K | ﹤0.01% |
46,200
-300
| -0.6% | -$2.9K |
|
1842
PUT
Martin Marietta Materials
MLM
$32.9B
| $473K | ﹤0.01% |
1,400
-5,200
| -79% | -$1.77M |
|
1843
PUT
STAAR Surgical
STAA
$1.26B
| $471K | ﹤0.01% |
9,700
+9,600
| +9,600% | +$602K |
|
1844
Copart
CPRT
$27.3B
| $471K | ﹤0.01% |
15,458
-4,370
| -22% | -$131K |
|
1845
CALL
Ally Financial
ALLY
$13.4B
| $469K | ﹤0.01% |
19,200
+15,200
| +380% | +$404K |
|
1846
Everest Group
EG
$14.2B
| $469K | ﹤0.01% |
+1,415
| New | +$441K |
|
1847
PUT
SoFi Technologies
SOFI
$23.5B
| $466K | ﹤0.01% |
101,000
-26,000
| -20% | -$129K |
|
1848
PUT
American Electric Power
AEP
$66.8B
| $465K | ﹤0.01% |
4,900
-10,900
| -69% | -$992K |
|
1849
CALL
MSCI
MSCI
$41.1B
| $465K | ﹤0.01% |
1,000
+300
| +43% | +$140K |
|
1850
PUT
Shake Shack
SHAK
$2.84B
| $465K | ﹤0.01% |
11,200
+3,600
| +47% | +$175K |
|
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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.