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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 | |
|---|---|---|---|---|---|---|
651
CALL
Digital Realty Trust
DLR
$71.7B
| $13.9M | 0.02% |
138,200
+136,600
| +8,538% | +$13.9M |
|
652
Snap
SNAP
$9.01B
| $13.8M | 0.02% |
1,544,848
+948,883
| +159% | +$9.36M |
|
653
CALL
APA Corp
APA
$13.2B
| $13.8M | 0.02% |
295,400
-152,700
| -34% | -$6.83M |
|
|
FISV
654
PUT
Fiserv Inc
FISV
$27.9B
| $13.8M | 0.02% |
136,300
-99,500
| -42% | -$9.91M |
|
655
CALL
NIO
NIO
$11.9B
| $13.8M | 0.02% |
1,412,300
+535,900
| +61% | +$6.18M |
|
|
SPWR
656
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $13.8M | 0.02% |
763,700
-512,900
| -40% | -$10.5M |
|
|
HES
657
PUT
DELISTED
Hess
HES
| $13.8M | 0.02% |
97,000
-72,600
| -43% | -$9.97M |
|
658
Intuit
INTU
$89B
| $13.7M | 0.02% |
35,324
+35,250
| +47,635% | +$14M |
|
659
CALL
Becton Dickinson
BDX
$48.2B
| $13.7M | 0.02% |
54,000
-8,700
| -14% | -$2.05M |
|
660
CALL
Unity
U
$18.9B
| $13.6M | 0.02% |
476,100
-476,700
| -50% | -$14.9M |
|
|
FISV
661
CALL
Fiserv Inc
FISV
$27.9B
| $13.6M | 0.02% |
134,500
-102,900
| -43% | -$10.2M |
|
662
PUT
Bank of Montreal
BMO
$127B
| $13.6M | 0.02% |
150,000
| – | – |
|
|
GES
663
PUT
DELISTED
Guess Inc
GES
| $13.5M | 0.02% |
652,500
| – | – |
|
664
CALL
WillScot Mobile Mini Holdings
WSC
$4.41B
| $13.5M | 0.02% |
298,800
+229,900
| +334% | +$10.3M |
|
665
PUT
Affirm
AFRM
$25.2B
| $13.5M | 0.02% |
1,392,000
+351,900
| +34% | +$5.3M |
|
666
CALL
AES
AES
$10.5B
| $13.4M | 0.02% |
467,500
-7,000
| -1% | -$189K |
|
667
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $13.4M | 0.02% |
98,900
-32,500
| -25% | -$4.71M |
|
|
668
PUT
Becton Dickinson
BDX
$48.2B
| $13.4M | 0.02% |
52,600
+36,200
| +221% | +$8.55M |
|
669
CALL
Dollar Tree
DLTR
$25.2B
| $13.3M | 0.02% |
94,100
-184,100
| -66% | -$27.4M |
|
670
CALL
Exelon
EXC
$47B
| $13.3M | 0.02% |
307,600
+24,300
| +9% | +$960K |
|
671
CALL
American Tower
AMT
$80.4B
| $13.3M | 0.02% |
62,600
-134,100
| -68% | -$27.9M |
|
672
PUT
ArcelorMittal
MT
$55.3B
| $13.3M | 0.02% |
505,500
+153,700
| +44% | +$3.77M |
|
673
CALL
Halliburton
HAL
$26.6B
| $13.2M | 0.02% |
336,100
-686,500
| -67% | -$24.3M |
|
674
PUT
Centene
CNC
$32.5B
| $13.2M | 0.02% |
161,100
+20,400
| +14% | +$1.67M |
|
|
FL
675
PUT
DELISTED
Foot Locker
FL
| $13.2M | 0.02% |
348,100
+35,200
| +11% | +$1.21M |
|
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.