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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 | |
|---|---|---|---|---|---|---|
|
BRSL
1851
Brightstar Lottery PLC
BRSL
$2.03B
| $463K | ﹤0.01% |
20,427
-35,572
| -64% | -$771K |
|
|
CS
1852
DELISTED
Credit Suisse Group
CS
| $459K | ﹤0.01% |
151,117
+91,142
| +152% | +$355K |
|
1853
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.53B
| $458K | ﹤0.01% |
9,200
-34,300
| -79% | -$1.7M |
|
1854
Criteo S.A. Ordinary Shares
CRTO
$912M
| $457K | ﹤0.01% |
17,532
-5,936
| -25% | -$154K |
|
1855
CALL
Fastly Inc
FSLY
$4.31B
| $456K | ﹤0.01% |
55,700
-27,100
| -33% | -$237K |
|
1856
PUT
VF Corp
VFC
$5.87B
| $456K | ﹤0.01% |
16,500
+10,700
| +184% | +$315K |
|
1857
PUT
Vulcan Materials
VMC
$36.8B
| $455K | ﹤0.01% |
2,600
-8,700
| -77% | -$1.49M |
|
1858
CALL
Lincoln National
LNC
$8.73B
| $455K | ﹤0.01% |
14,800
-7,500
| -34% | -$298K |
|
1859
CALL
JB Hunt Transport Services
JBHT
$25B
| $453K | ﹤0.01% |
2,600
+700
| +37% | +$122K |
|
1860
PUT
Valley National Bancorp
VLY
$8.05B
| $452K | ﹤0.01% |
40,000
| – | – |
|
1861
AB InBev
BUD
$163B
| $451K | ﹤0.01% |
+7,514
| New | +$404K |
|
1862
PUT
International Paper
IP
$21.9B
| $450K | ﹤0.01% |
13,000
-100
| -0.8% | -$3.46K |
|
1863
PUT
Tandem Diabetes Care
TNDM
$1.57B
| $450K | ﹤0.01% |
10,000
| – | – |
|
1864
Western Union
WU
$2.17B
| $449K | ﹤0.01% |
32,610
-32,296
| -50% | -$446K |
|
1865
Matador Resources
MTDR
$6.36B
| $448K | ﹤0.01% |
7,830
-10,579
| -57% | -$667K |
|
|
FSR
1866
PUT
DELISTED
Fisker Inc.
FSR
| $448K | ﹤0.01% |
61,600
+59,800
| +3,322% | +$445K |
|
1867
Veeva Systems
VEEV
$38.2B
| $448K | ﹤0.01% |
2,775
-25,921
| -90% | -$4.43M |
|
|
1868
CALL
Matador Resources
MTDR
$6.36B
| $446K | ﹤0.01% |
7,800
-5,500
| -41% | -$347K |
|
1869
Mattel
MAT
$4.21B
| $446K | ﹤0.01% |
25,000
| – | – |
|
1870
Host Hotels & Resorts
HST
$15.6B
| $444K | ﹤0.01% |
+27,647
| New | +$484K |
|
1871
CALL
Sabre
SABR
$831M
| $442K | ﹤0.01% |
71,600
-425,200
| -86% | -$2.37M |
|
1872
PUT
STMicroelectronics
STM
$49.1B
| $441K | ﹤0.01% |
12,400
+900
| +8% | +$31.7K |
|
1873
CALL
Fastenal
FAST
$59.7B
| $440K | ﹤0.01% |
18,600
+1,000
| +6% | +$24.5K |
|
1874
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.45B
| $440K | ﹤0.01% |
13,869
-162
| -1% | -$5.62K |
|
1875
Carlyle Group
CG
$17.1B
| $440K | ﹤0.01% |
14,729
+399
| +3% | +$11.4K |
|
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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.