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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 | |
|---|---|---|---|---|---|---|
1901
CALL
Target Hospitality
TH
$1.64B
| $410K | ﹤0.01% |
+27,100
| New | +$365K |
|
1902
CALL
Alkermes
ALKS
$8.24B
| $410K | ﹤0.01% |
15,700
-26,600
| -63% | -$636K |
|
1903
PagSeguro Digital
PAGS
$2.55B
| $409K | ﹤0.01% |
46,784
+39,535
| +545% | +$464K |
|
1904
CALL
Shift4
FOUR
$3.24B
| $408K | ﹤0.01% |
7,300
+6,100
| +508% | +$288K |
|
1905
Bumble
BMBL
$366M
| $405K | ﹤0.01% |
19,238
-63,161
| -77% | -$1.45M |
|
1906
Fidelity National Financial
FNF
$13B
| $405K | ﹤0.01% |
+10,759
| New | +$404K |
|
1907
CALL
Opendoor
OPEN
$3.34B
| $401K | ﹤0.01% |
357,430
-63,963
| -15% | -$123K |
|
1908
RH
RH
$3.55B
| $401K | ﹤0.01% |
1,500
-22,123
| -94% | -$5.77M |
|
1909
Transocean
RIG
$6.32B
| $398K | ﹤0.01% |
+87,382
| New | +$337K |
|
1910
Fiverr
FVRR
$323M
| $397K | ﹤0.01% |
13,627
-7,100
| -34% | -$223K |
|
1911
CALL
AutoNation
AN
$6.88B
| $397K | ﹤0.01% |
+3,700
| New | +$409K |
|
1912
PUT
Cheesecake Factory
CAKE
$5.48B
| $396K | ﹤0.01% |
12,500
| – | – |
|
1913
CALL
DaVita
DVA
$11.6B
| $396K | ﹤0.01% |
5,300
+2,400
| +83% | +$186K |
|
|
ZEV
1914
DELISTED
Lightning eMotors, Inc.
ZEV
| $394K | ﹤0.01% |
53,709
+28,708
| +115% | +$550K |
|
|
1915
CALL
Fiverr
FVRR
$323M
| $393K | ﹤0.01% |
13,500
-18,900
| -58% | -$594K |
|
|
LAC
1916
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $392K | ﹤0.01% |
20,700
-59,500
| -74% | -$1.44M |
|
1917
CALL
M&T Bank
MTB
$36.2B
| $392K | ﹤0.01% |
2,700
-44,700
| -94% | -$7.35M |
|
1918
Digital Turbine
APPS
$1.74B
| $390K | ﹤0.01% |
25,601
-28,280
| -52% | -$435K |
|
1919
PUT
Edison International
EIX
$26.2B
| $388K | ﹤0.01% |
6,100
-200
| -3% | -$12.3K |
|
1920
PUT
United Natural Foods
UNFI
$2.81B
| $387K | ﹤0.01% |
+10,000
| New | +$414K |
|
|
TCN
1921
CALL
DELISTED
Tricon Residential Inc.
TCN
| $386K | ﹤0.01% |
+50,000
| New | +$417K |
|
|
HES
1922
DELISTED
Hess
HES
| $379K | ﹤0.01% |
2,675
-799
| -23% | -$110K |
|
1923
Aehr Test Systems
AEHR
$3.49B
| $379K | ﹤0.01% |
+18,869
| New | +$404K |
|
1924
Freshpet
FRPT
$3.29B
| $376K | ﹤0.01% |
+7,121
| New | +$424K |
|
1925
Keurig Dr Pepper
KDP
$40B
| $375K | ﹤0.01% |
10,516
+10,336
| +5,742% | +$387K |
|
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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.