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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 | |
|---|---|---|---|---|---|---|
|
PRVB
2076
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $208K | ﹤0.01% |
19,650
+3,528
| +22% | +$28.5K |
|
2077
PUT
Zions Bancorporation
ZION
$10.3B
| $206K | ﹤0.01% |
4,200
-3,900
| -48% | -$195K |
|
2078
Gen Digital
GEN
$17.5B
| $206K | ﹤0.01% |
9,619
-123,910
| -93% | -$2.74M |
|
2079
CALL
Golar LNG
GLNG
$5.16B
| $205K | ﹤0.01% |
9,000
-12,600
| -58% | -$315K |
|
2080
CALL
Burford Capital
BUR
$940M
| $205K | ﹤0.01% |
+25,100
| New | +$208K |
|
|
ARNC
2081
DELISTED
Arconic Corporation
ARNC
| $204K | ﹤0.01% |
+9,660
| New | +$202K |
|
2082
PUT
Allstate
ALL
$68.2B
| $203K | ﹤0.01% |
1,500
-300
| -17% | -$39.2K |
|
2083
PUT
Kimco Realty
KIM
$16.2B
| $203K | ﹤0.01% |
9,600
+3,200
| +50% | +$67.3K |
|
|
BTWN
2084
CALL
DELISTED
Bridgetown Holdings Limited Class A Ordinary Shares
BTWN
| $203K | ﹤0.01% |
20,500
+1,700
| +9% | +$16.8K |
|
2085
CALL
Pacific Biosciences
PACB
$357M
| $203K | ﹤0.01% |
+24,800
| New | +$214K |
|
2086
Graphic Packaging
GPK
$3.53B
| $202K | ﹤0.01% |
+9,067
| New | +$199K |
|
2087
PUT
Sempra
SRE
$55.1B
| $201K | ﹤0.01% |
2,600
-4,200
| -62% | -$325K |
|
2088
Dell
DELL
$296B
| $200K | ﹤0.01% |
4,984
-761,075
| -99% | -$30.1M |
|
|
TGNA
2089
CALL
DELISTED
TEGNA Inc
TGNA
| $199K | ﹤0.01% |
+9,400
| New | +$190K |
|
|
CANO
2090
DELISTED
Cano Health, Inc.
CANO
| $199K | ﹤0.01% |
+1,453
| New | +$492K |
|
|
ABB
2091
DELISTED
ABB Ltd
ABB
| $199K | ﹤0.01% |
+6,533
| New | +$190K |
|
2092
Alaska Air
ALK
$5.27B
| $198K | ﹤0.01% |
4,607
-248
| -5% | -$10.9K |
|
2093
CALL
Innoviz Technologies
INVZ
$114M
| $197K | ﹤0.01% |
+50,000
| New | +$238K |
|
|
VSXY
2094
Victoria's Secret
VSXY
$7.95B
| $196K | ﹤0.01% |
5,488
-21,972
| -80% | -$873K |
|
|
P
2095
PUT
Everpure Inc
P
$32.6B
| $195K | ﹤0.01% |
7,300
-200
| -3% | -$5.82K |
|
2096
CALL
FuelCell Energy
FCEL
$1.59B
| $194K | ﹤0.01% |
2,330
-890
| -28% | -$85.8K |
|
2097
CALL
Revolve Group
RVLV
$1.73B
| $194K | ﹤0.01% |
8,700
-6,000
| -41% | -$144K |
|
2098
Sabre
SABR
$835M
| $193K | ﹤0.01% |
31,299
-332,936
| -91% | -$1.86M |
|
2099
CALL
Qfin Holdings
QFIN
$1.59B
| $193K | ﹤0.01% |
+9,500
| New | +$141K |
|
2100
CALL
AerCap
AER
$23.5B
| $192K | ﹤0.01% |
3,300
-6,900
| -68% | -$381K |
|
Similar funds
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.