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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 | |
|---|---|---|---|---|---|---|
1201
PUT
Align Technology
ALGN
$12.3B
| $2.99M | ﹤0.01% |
14,200
-20,300
| -59% | -$4.06M |
|
1202
CALL
Levi Strauss
LEVI
$9.39B
| $2.99M | ﹤0.01% |
192,500
-900
| -0.5% | -$14K |
|
1203
PUT
Moody's
MCO
$82.7B
| $2.98M | ﹤0.01% |
10,700
+9,100
| +569% | +$2.49M |
|
1204
CALL
Under Armour
UAA
$2.6B
| $2.98M | ﹤0.01% |
293,100
+263,300
| +884% | +$2.28M |
|
1205
PUT
Archer Daniels Midland
ADM
$36.9B
| $2.96M | ﹤0.01% |
31,900
-3,600
| -10% | -$332K |
|
|
DQ
1206
PUT
Daqo New Energy
DQ
$996M
| $2.96M | ﹤0.01% |
76,600
-138,600
| -64% | -$6.79M |
|
1207
PUT
Entegris
ENTG
$23.2B
| $2.95M | ﹤0.01% |
+45,000
| New | +$3.31M |
|
1208
CALL
Molson Coors Class B
TAP
$8.09B
| $2.94M | ﹤0.01% |
57,100
-258,400
| -82% | -$13.3M |
|
1209
PUT
Canadian Natural Resources
CNQ
$93.8B
| $2.94M | ﹤0.01% |
105,800
+92,200
| +678% | +$2.63M |
|
1210
PUT
Fair Isaac
FICO
$22.5B
| $2.93M | ﹤0.01% |
4,900
+2,900
| +145% | +$1.53M |
|
1211
Dow Inc
DOW
$21.2B
| $2.93M | ﹤0.01% |
58,094
-399,843
| -87% | -$19.5M |
|
1212
Hartford Financial Services
HIG
$39.3B
| $2.92M | ﹤0.01% |
+38,543
| New | +$2.77M |
|
|
DOCU
1213
DocuSign
DOCU
$11.5B
| $2.91M | ﹤0.01% |
52,487
-642,148
| -92% | -$31.3M |
|
1214
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $2.91M | ﹤0.01% |
45,000
-5,000
| -10% | -$349K |
|
1215
Bausch Health
BHC
$2.34B
| $2.91M | ﹤0.01% |
+462,678
| New | +$3.23M |
|
1216
CALL
BWX Technologies
BWXT
$15.6B
| $2.9M | ﹤0.01% |
50,000
| – | – |
|
1217
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $2.9M | ﹤0.01% |
103,500
-112,900
| -52% | -$3.07M |
|
1218
PUT
Palantir
PLTR
$413B
| $2.89M | ﹤0.01% |
449,700
-326,500
| -42% | -$2.47M |
|
1219
CALL
iShares MSCI Japan ETF
EWJ
$22.8B
| $2.87M | ﹤0.01% |
52,800
-549,600
| -91% | -$28.9M |
|
1220
PUT
Federal Agricultural Mortgage
AGM
$2.56B
| $2.87M | ﹤0.01% |
25,500
+8,300
| +48% | +$955K |
|
1221
Home Depot
HD
$355B
| $2.87M | ﹤0.01% |
+9,088
| New | +$2.77M |
|
1222
PUT
iShares Global Clean Energy ETF
ICLN
$2.1B
| $2.84M | ﹤0.01% |
142,900
| – | – |
|
|
SUM
1223
PUT
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $2.83M | ﹤0.01% |
+99,800
| New | +$2.75M |
|
1224
PUT
Paychex
PAYX
$42.7B
| $2.83M | ﹤0.01% |
24,500
-9,800
| -29% | -$1.15M |
|
1225
PUT
United Microelectronic
UMC
$46.9B
| $2.83M | ﹤0.01% |
433,000
+8,000
| +2% | +$53K |
|
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.