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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Fluor
FLR
$7.96B
| $2.17M | ﹤0.01% |
62,700
-3,300
| -5% | -$105K |
|
1327
PUT
US Bancorp
USB
$99.6B
| $2.17M | ﹤0.01% |
49,700
-77,400
| -61% | -$3.31M |
|
1328
Bloom Energy
BE
$64.6B
| $2.16M | ﹤0.01% |
112,860
-103,093
| -48% | -$2.02M |
|
|
MRSH
1329
CALL
Marsh
MRSH
$91.5B
| $2.15M | ﹤0.01% |
13,000
+12,400
| +2,067% | +$2.03M |
|
1330
CALL
Cheniere Energy
LNG
$52.9B
| $2.14M | ﹤0.01% |
14,300
-115,100
| -89% | -$19.3M |
|
1331
CALL
Zions Bancorporation
ZION
$10.3B
| $2.14M | ﹤0.01% |
43,600
+1,600
| +4% | +$80K |
|
1332
Alpha Metallurgical Resources
AMR
$1.93B
| $2.14M | ﹤0.01% |
14,619
+11,605
| +385% | +$1.83M |
|
1333
PUT
Equifax
EFX
$21.4B
| $2.14M | ﹤0.01% |
11,000
+7,700
| +233% | +$1.41M |
|
1334
CALL
Deutsche Bank
DB
$71.5B
| $2.13M | ﹤0.01% |
185,100
| – | – |
|
1335
ProShares Bitcoin Strategy ETF
BITO
$1.47B
| $2.13M | ﹤0.01% |
204,027
+81,424
| +66% | +$909K |
|
1336
PUT
Ball Corp
BALL
$16.8B
| $2.1M | ﹤0.01% |
41,100
-63,500
| -61% | -$3.29M |
|
|
HES
1337
CALL
DELISTED
Hess
HES
| $2.1M | ﹤0.01% |
14,800
-500
| -3% | -$68.7K |
|
1338
CALL
Archer Daniels Midland
ADM
$36.9B
| $2.1M | ﹤0.01% |
22,600
-300
| -1% | -$27.7K |
|
1339
CALL
Edwards Lifesciences
EW
$51.7B
| $2.1M | ﹤0.01% |
28,100
-18,300
| -39% | -$1.41M |
|
|
SPR
1340
CALL
DELISTED
Spirit AeroSystems
SPR
| $2.08M | ﹤0.01% |
70,200
+48,900
| +230% | +$1.27M |
|
1341
CALL
Agilon Health
AGL
$1.6B
| $2.08M | ﹤0.01% |
5,144
+4,568
| +793% | +$2.14M |
|
|
CALY
1342
CALL
Callaway Golf Company
CALY
$3.14B
| $2.06M | ﹤0.01% |
104,500
-33,300
| -24% | -$656K |
|
1343
CALL
General Dynamics
GD
$106B
| $2.06M | ﹤0.01% |
8,300
-1,500
| -15% | -$366K |
|
1344
CALL
GSK
GSK
$106B
| $2.03M | ﹤0.01% |
57,900
-266,200
| -82% | -$8.87M |
|
|
AYX
1345
DELISTED
Alteryx Inc
AYX
| $2.03M | ﹤0.01% |
39,990
+9,990
| +33% | +$477K |
|
1346
PUT
Illumina
ILMN
$28.4B
| $2.02M | ﹤0.01% |
10,280
| – | – |
|
1347
PUT
Paycom
PAYC
$9.69B
| $2.02M | ﹤0.01% |
6,500
+3,900
| +150% | +$1.26M |
|
|
TWO
1348
CALL
Two Harbors Investment
TWO
$1.27B
| $2.02M | ﹤0.01% |
127,900
+95,925
| +300% | +$1.44M |
|
1349
PUT
Werner Enterprises
WERN
$2.25B
| $2.01M | ﹤0.01% |
+50,000
| New | +$2.04M |
|
|
SGEN
1350
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $2M | ﹤0.01% |
15,600
+500
| +3% | +$64.5K |
|
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.