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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 | |
|---|---|---|---|---|---|---|
1301
PUT
First Majestic Silver
AG
$9.07B
| $2.39M | ﹤0.01% |
286,400
+140,900
| +97% | +$1.23M |
|
1302
Regal Rexnord
RRX
$11.9B
| $2.37M | ﹤0.01% |
19,758
+18,610
| +1,621% | +$2.44M |
|
1303
Bilibili
BILI
$7.84B
| $2.37M | ﹤0.01% |
+99,987
| New | +$1.59M |
|
1304
CALL
First American
FAF
$7.58B
| $2.37M | ﹤0.01% |
+45,200
| New | +$2.29M |
|
1305
PUT
Travelers Companies
TRV
$80.2B
| $2.36M | ﹤0.01% |
12,600
+6,300
| +100% | +$1.13M |
|
1306
CALL
Ovintiv
OVV
$16.4B
| $2.35M | ﹤0.01% |
46,300
+39,000
| +534% | +$2.04M |
|
1307
CALL
Signet Jewelers
SIG
$3.76B
| $2.35M | ﹤0.01% |
34,500
-28,800
| -45% | -$1.83M |
|
1308
PUT
Realty Income
O
$59.1B
| $2.34M | ﹤0.01% |
36,900
-4,400
| -11% | -$273K |
|
|
DISH
1309
CALL
DELISTED
DISH Network Corp.
DISH
| $2.34M | ﹤0.01% |
166,500
-1,400
| -0.8% | -$20.7K |
|
1310
XPEL
XPEL
$1.38B
| $2.34M | ﹤0.01% |
+38,908
| New | +$2.49M |
|
1311
CALL
Builders FirstSource
BLDR
$8.04B
| $2.34M | ﹤0.01% |
36,000
+19,900
| +124% | +$1.24M |
|
1312
CALL
Griffon
GFF
$4.86B
| $2.33M | ﹤0.01% |
65,100
-13,900
| -18% | -$464K |
|
|
ABST
1313
DELISTED
Absolute Software Corp
ABST
| $2.32M | ﹤0.01% |
222,595
+66,205
| +42% | +$691K |
|
1314
CALL
Goodyear
GT
$1.85B
| $2.32M | ﹤0.01% |
228,700
+1,600
| +0.7% | +$17.5K |
|
|
CALY
1315
Callaway Golf Company
CALY
$3.14B
| $2.31M | ﹤0.01% |
117,187
+117,183
| +2,929,575% | +$2.31M |
|
1316
CALL
Copart
CPRT
$27.5B
| $2.31M | ﹤0.01% |
76,000
-2,800
| -4% | -$83.8K |
|
1317
CALL
Axalta
AXTA
$8.17B
| $2.28M | ﹤0.01% |
89,600
-11,400
| -11% | -$282K |
|
|
MPT
1318
Medical Properties Trust
MPT
$2.81B
| $2.26M | ﹤0.01% |
203,060
+21,853
| +12% | +$254K |
|
1319
PUT
Blackstone Mortgage Trust
BXMT
$2.38B
| $2.25M | ﹤0.01% |
106,400
+86,400
| +432% | +$2.05M |
|
1320
Synchrony
SYF
$25.6B
| $2.24M | ﹤0.01% |
68,316
-88,424
| -56% | -$3.03M |
|
1321
CALL
Stanley Black & Decker
SWK
$15.7B
| $2.2M | ﹤0.01% |
29,300
-71,200
| -71% | -$5.56M |
|
1322
GDS Holdings
GDS
$6.41B
| $2.2M | ﹤0.01% |
106,699
+33,815
| +46% | +$517K |
|
|
FLNA
1323
PUT
Filana Therapeutics
FLNA
$48.1M
| $2.19M | ﹤0.01% |
74,100
| – | – |
|
|
FINV
1324
CALL
FinVolution Group
FINV
$1.15B
| $2.18M | ﹤0.01% |
+439,800
| New | +$2.07M |
|
1325
Vale
VALE
$62.6B
| $2.17M | ﹤0.01% |
128,145
+106,742
| +499% | +$1.6M |
|
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.