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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 | |
|---|---|---|---|---|---|---|
1176
American International
AIG
$41.3B
| $3.2M | 0.01% |
+50,574
| New | +$2.94M |
|
1177
PUT
Quanta Services
PWR
$101B
| $3.19M | 0.01% |
22,400
-80,600
| -78% | -$11.4M |
|
1178
CALL
Planet Fitness
PLNT
$3.78B
| $3.18M | ﹤0.01% |
40,300
-7,700
| -16% | -$537K |
|
1179
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $3.17M | ﹤0.01% |
7,151
+5,761
| +414% | +$2.55M |
|
1180
PUT
Northrop Grumman
NOC
$81.2B
| $3.16M | ﹤0.01% |
5,800
+5,500
| +1,833% | +$2.87M |
|
1181
CALL
Chegg
CHGG
$102M
| $3.16M | ﹤0.01% |
125,100
-29,400
| -19% | -$747K |
|
1182
CALL
Alnylam Pharmaceuticals
ALNY
$29.3B
| $3.16M | ﹤0.01% |
+13,300
| New | +$2.84M |
|
|
MRTX
1183
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $3.16M | ﹤0.01% |
69,700
+52,600
| +308% | +$3.4M |
|
1184
PUT
Bumble
BMBL
$373M
| $3.16M | ﹤0.01% |
150,000
-104,000
| -41% | -$2.39M |
|
1185
Darden Restaurants
DRI
$24.4B
| $3.16M | ﹤0.01% |
+22,815
| New | +$3.18M |
|
|
IRBT
1186
DELISTED
iRobot
IRBT
| $3.15M | ﹤0.01% |
65,520
+39,667
| +153% | +$2.1M |
|
|
PARA
1187
CALL
DELISTED
Paramount Global Class B
PARA
| $3.15M | ﹤0.01% |
186,500
+8,600
| +5% | +$158K |
|
1188
CALL
Advance Auto Parts
AAP
$3.49B
| $3.12M | ﹤0.01% |
21,200
+8,000
| +61% | +$1.3M |
|
1189
CALL
Incyte
INCY
$24.4B
| $3.1M | ﹤0.01% |
38,600
| – | – |
|
1190
CALL
DraftKings
DKNG
$11.9B
| $3.1M | ﹤0.01% |
271,900
-449,300
| -62% | -$6.25M |
|
1191
Nasdaq
NDAQ
$52.9B
| $3.07M | ﹤0.01% |
50,111
+18,441
| +58% | +$1.15M |
|
1192
CF Industries
CF
$17.3B
| $3.07M | ﹤0.01% |
+35,996
| New | +$3.66M |
|
|
SIVB
1193
CALL
DELISTED
SVB Financial Group
SIVB
| $3.06M | ﹤0.01% |
13,300
-13,500
| -50% | -$3.35M |
|
1194
PUT
uniQure
QURE
$3.22B
| $3.06M | ﹤0.01% |
+135,000
| New | +$2.91M |
|
1195
Aptiv
APTV
$10.3B
| $3.04M | ﹤0.01% |
32,670
+4,357
| +15% | +$414K |
|
1196
PUT
Service Corp International
SCI
$11.6B
| $3.01M | ﹤0.01% |
43,600
+23,100
| +113% | +$1.54M |
|
|
MRSH
1197
PUT
Marsh
MRSH
$91.5B
| $3.01M | ﹤0.01% |
18,200
-2,400
| -12% | -$392K |
|
1198
PUT
American Eagle Outfitters
AEO
$3.01B
| $3.01M | ﹤0.01% |
215,400
+183,100
| +567% | +$2.35M |
|
1199
CALL
Dave & Buster's
PLAY
$357M
| $3.01M | ﹤0.01% |
84,800
-70,700
| -45% | -$2.56M |
|
1200
CALL
Thor Industries
THO
$4.14B
| $3M | ﹤0.01% |
39,700
+18,400
| +86% | +$1.48M |
|
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.