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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 | |
|---|---|---|---|---|---|---|
1926
PUT
Compass
COMP
$9.43B
| $373K | ﹤0.01% |
160,000
| – | – |
|
1927
CALL
Ring Energy
REI
$354M
| $369K | ﹤0.01% |
+150,100
| New | +$412K |
|
1928
CALL
SIGA Technologies
SIGA
$206M
| $368K | ﹤0.01% |
50,000
+25,000
| +100% | +$219K |
|
1929
Corning
GLW
$139B
| $368K | ﹤0.01% |
11,518
-2,693
| -19% | -$87.4K |
|
|
FRG
1930
DELISTED
Franchise Group, Inc.
FRG
| $368K | ﹤0.01% |
15,431
-50,671
| -77% | -$1.32M |
|
1931
Goodyear
GT
$1.74B
| $367K | ﹤0.01% |
36,129
-39,943
| -53% | -$436K |
|
1932
PUT
Citizens Financial Group
CFG
$30.6B
| $366K | ﹤0.01% |
9,300
+400
| +4% | +$15.6K |
|
1933
Annaly Capital Management
NLY
$17.1B
| $365K | ﹤0.01% |
17,318
-912
| -5% | -$17.9K |
|
1934
CALL
G-III Apparel Group
GIII
$1.48B
| $365K | ﹤0.01% |
+26,600
| New | +$447K |
|
1935
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
| $363K | ﹤0.01% |
+5,852
| New | +$378K |
|
1936
CarGurus
CARG
$3.32B
| $363K | ﹤0.01% |
25,933
+20,852
| +410% | +$286K |
|
1937
CALL
PureCycle Technologies
PCT
$1.43B
| $362K | ﹤0.01% |
53,500
+16,000
| +43% | +$115K |
|
1938
ACV Auctions
ACVA
$1.25B
| $360K | ﹤0.01% |
+43,827
| New | +$366K |
|
1939
Valley National Bancorp
VLY
$8.08B
| $359K | ﹤0.01% |
31,731
+632
| +2% | +$7.44K |
|
|
1940
Compass
COMP
$9.43B
| $359K | ﹤0.01% |
154,013
+5,063
| +3% | +$13.3K |
|
1941
CALL
Automatic Data Processing
ADP
$108B
| $358K | ﹤0.01% |
1,500
-9,000
| -86% | -$2.21M |
|
1942
CALL
Lamb Weston
LW
$7.09B
| $357K | ﹤0.01% |
+4,000
| New | +$340K |
|
1943
CALL
The Bancorp
TBBK
$2.81B
| $355K | ﹤0.01% |
+12,500
| New | +$346K |
|
1944
PUT
Synopsys
SNPS
$79.3B
| $351K | ﹤0.01% |
1,100
| – | – |
|
1945
PUT
Barclays
BCS
$94.3B
| $351K | ﹤0.01% |
+45,000
| New | +$328K |
|
1946
GlobalFoundries
GFS
$28.3B
| $350K | ﹤0.01% |
+6,500
| New | +$380K |
|
1947
PBF Energy
PBF
$7.82B
| $350K | ﹤0.01% |
8,579
-6,307
| -42% | -$262K |
|
1948
PUT
Assured Guaranty
AGO
$3.4B
| $349K | ﹤0.01% |
+5,600
| New | +$332K |
|
1949
CALL
Senseonics Holdings Inc
SENS
$384M
| $348K | ﹤0.01% |
16,905
| – | – |
|
1950
Kaltura
KLTR
$250M
| $347K | ﹤0.01% |
201,687
-139,484
| -41% | -$256K |
|
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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.