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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 | |
|---|---|---|---|---|---|---|
876
CALL
3M
MMM
$94.3B
| $7.26M | 0.01% |
72,358
+11,242
| +18% | +$1.15M |
|
877
PUT
Lyft
LYFT
$6.63B
| $7.23M | 0.01% |
655,900
-1,471,700
| -69% | -$17.7M |
|
878
CALL
First Majestic Silver
AG
$9.07B
| $7.22M | 0.01% |
865,600
+492,200
| +132% | +$4.3M |
|
879
PUT
Petrobras
PBR
$116B
| $7.21M | 0.01% |
677,300
-569,700
| -46% | -$6.88M |
|
880
PUT
Ambev
ABEV
$46.4B
| $7.16M | 0.01% |
+2,633,700
| New | +$7.67M |
|
881
CALL
CarMax
KMX
$8.26B
| $7.15M | 0.01% |
117,500
+63,400
| +117% | +$4.07M |
|
882
CALL
Allstate
ALL
$67.5B
| $7.15M | 0.01% |
52,700
-26,800
| -34% | -$3.5M |
|
883
D.R. Horton
DHI
$42.3B
| $7.11M | 0.01% |
+79,809
| New | +$6.4M |
|
|
GAP
884
CALL
The Gap Inc
GAP
$7.37B
| $7.11M | 0.01% |
630,600
+401,700
| +175% | +$4.81M |
|
885
PUT
Royal Gold
RGLD
$19.5B
| $7.09M | 0.01% |
62,900
+52,900
| +529% | +$5.45M |
|
886
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $7.06M | 0.01% |
50,000
| – | – |
|
887
CALL
Shell
SHEL
$245B
| $7.06M | 0.01% |
124,000
-147,100
| -54% | -$8.11M |
|
|
ARI
888
PUT
Apollo Commercial Real Estate
ARI
$885M
| $6.96M | 0.01% |
646,400
+46,400
| +8% | +$507K |
|
889
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $6.95M | 0.01% |
50,100
-75,000
| -60% | -$10.6M |
|
890
BioNTech
BNTX
$23.5B
| $6.93M | 0.01% |
46,116
-976
| -2% | -$150K |
|
891
PUT
VICI Properties
VICI
$29.4B
| $6.92M | 0.01% |
213,700
+200
| +0.1% | +$6.42K |
|
|
KRTX
892
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $6.92M | 0.01% |
35,222
+32,199
| +1,065% | +$6.9M |
|
893
CALL
KKR & Co
KKR
$92.3B
| $6.9M | 0.01% |
148,600
+96,200
| +184% | +$4.69M |
|
894
PUT
Federal Signal
FSS
$7.83B
| $6.9M | 0.01% |
+148,400
| New | +$6.81M |
|
895
CALL
Coupang
CPNG
$29.2B
| $6.88M | 0.01% |
467,400
+351,900
| +305% | +$6.21M |
|
896
PUT
Lumen
LUMN
$6.44B
| $6.84M | 0.01% |
1,310,700
-1,305,900
| -50% | -$8.03M |
|
897
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
| $6.83M | 0.01% |
59,406
+59,405
| +5,940,500% | +$6.81M |
|
898
PUT
GDS Holdings
GDS
$6.41B
| $6.8M | 0.01% |
330,000
+190,000
| +136% | +$2.91M |
|
|
FITB
899
CALL
Fifth Third Bancorp
FITB
$51.8B
| $6.8M | 0.01% |
207,200
+135,300
| +188% | +$4.62M |
|
|
JKS
900
CALL
JinkoSolar
JKS
$891M
| $6.78M | 0.01% |
165,800
-36,600
| -18% | -$1.76M |
|
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.