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Parallax Volatility Advisers

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
Cap. Flow
-$4.03B
Cap. Flow %
-6.25%
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$204M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$127M
3
BKNG icon
Booking.com
BKNG
+$60.9M
4
CMCSA icon
Comcast
CMCSA
+$44M
5
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$40.1M

Top Sells

Rank Stock Value
1
CI icon
Cigna
CI
+$463M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$454M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$112M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$83.8M
5
TSM icon
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
DOC icon
2001
PUT
Healthpeak Properties
DOC
$14.4B
$281K ﹤0.01%
11,200
– –
GETY icon
2002
PUT
Getty Images
GETY
$186M
$278K ﹤0.01%
+50,000
New +$280K
ZEV
2003
PUT
DELISTED
Lightning eMotors, Inc.
ZEV
$275K ﹤0.01%
37,500
– –
PII icon
2004
PUT
Polaris
PII
$3.97B
$273K ﹤0.01%
2,700
-9,600
-78% -$1M
FLEX icon
2005
Flex
FLEX
$44.2B
$269K ﹤0.01%
16,643
-22,224
-57% -$333K
SOXL icon
2006
CALL
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$22.2B
$266K ﹤0.01%
27,500
-1,800
-6% -$18.9K
NUGT icon
2007
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.22B
$265K ﹤0.01%
7,700
– –
HIG icon
2008
CALL
Hartford Financial Services
HIG
$38.7B
$265K ﹤0.01%
3,500
-45,400
-93% -$3.27M
AVYA
2009
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$265K ﹤0.01%
1,349,683
+2,145
+0.2% +$2.4K
VRM icon
2010
CALL
Vroom Inc
VRM
$51.2M
$264K ﹤0.01%
3,241
+25
+0.8% +$2.15K
BCOV
2011
DELISTED
Brightcove, Inc.
BCOV
$262K ﹤0.01%
50,000
– –
LMND icon
2012
PUT
Lemonade
LMND
$4.08B
$261K ﹤0.01%
19,100
+14,200
+290% +$281K
BCS icon
2013
Barclays
BCS
$94.3B
$261K ﹤0.01%
+33,482
New +$244K
KRNT icon
2014
Kornit Digital
KRNT
$778M
$260K ﹤0.01%
+11,300
New +$282K
WKHS icon
2015
CALL
Workhorse Group
WKHS
$34.5M
$257K ﹤0.01%
56
– –
PUBM icon
2016
PUT
PubMatic
PUBM
$809M
$257K ﹤0.01%
20,100
-18,200
-48% -$285K
KEYS icon
2017
PUT
Keysight
KEYS
$57.3B
$257K ﹤0.01%
1,500
– –
SNPS icon
2018
CALL
Synopsys
SNPS
$78.8B
$255K ﹤0.01%
800
– –
MCHI icon
2019
iShares MSCI China ETF
MCHI
$6.42B
$255K ﹤0.01%
+5,364
New +$233K
SCI icon
2020
Service Corp International
SCI
$11.4B
$254K ﹤0.01%
3,676
-3,702
-50% -$247K
CFG icon
2021
CALL
Citizens Financial Group
CFG
$30.6B
$252K ﹤0.01%
6,400
-60,500
-90% -$2.36M
KURA icon
2022
CALL
Kura Oncology
KURA
$874M
$252K ﹤0.01%
+20,300
New +$295K
SAN icon
2023
PUT
Banco Santander
SAN
$210B
$251K ﹤0.01%
85,000
– –
BAX icon
2024
PUT
Baxter International
BAX
$14.4B
$250K ﹤0.01%
4,900
-100
-2% -$5.37K
AI icon
2025
CALL
C3.ai
AI
$1.62B
$250K ﹤0.01%
22,300
+15,300
+219% +$192K
79 80
81
82 83

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HF
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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.