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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 | |
|---|---|---|---|---|---|---|
1426
CALL
Vanguard S&P 500 ETF
VOO
$1.03T
| $1.69M | ﹤0.01% |
4,800
-700
| -13% | -$247K |
|
1427
CALL
Bumble
BMBL
$373M
| $1.67M | ﹤0.01% |
79,100
+35,900
| +83% | +$826K |
|
1428
PUT
Trump Media & Technology Group
DJT
$2.83B
| $1.66M | ﹤0.01% |
110,400
+60,400
| +121% | +$1.18M |
|
|
LTHM
1429
DELISTED
Livent Corporation
LTHM
| $1.66M | ﹤0.01% |
+83,318
| New | +$2.28M |
|
|
RWT
1430
CALL
Redwood Trust
RWT
$594M
| $1.65M | ﹤0.01% |
244,100
+25,000
| +11% | +$175K |
|
|
APLS
1431
DELISTED
Apellis Pharmaceuticals
APLS
| $1.65M | ﹤0.01% |
31,880
-45,273
| -59% | -$2.4M |
|
1432
Toast
TOST
$19.9B
| $1.65M | ﹤0.01% |
91,398
+46,332
| +103% | +$871K |
|
1433
PUT
Ternium
TX
$10.6B
| $1.64M | ﹤0.01% |
53,800
-400
| -0.7% | -$12K |
|
1434
PUT
Kinross Gold
KGC
$32.8B
| $1.64M | ﹤0.01% |
400,500
+380,900
| +1,943% | +$1.51M |
|
1435
CALL
Carvana
CVNA
$77.9B
| $1.63M | ﹤0.01% |
1,720,500
+1,418,000
| +469% | +$2.99M |
|
1436
PUT
Stanley Black & Decker
SWK
$15.7B
| $1.63M | ﹤0.01% |
21,700
+21,000
| +3,000% | +$1.64M |
|
|
BNY
1437
CALL
Bank of New York Mellon
BNY
$107B
| $1.63M | ﹤0.01% |
35,700
+1,100
| +3% | +$47.2K |
|
1438
CALL
Invitation Homes
INVH
$18B
| $1.62M | ﹤0.01% |
54,500
+3,200
| +6% | +$101K |
|
1439
TAL Education Group
TAL
$6.87B
| $1.6M | ﹤0.01% |
226,495
+110,756
| +96% | +$614K |
|
1440
Advance Auto Parts
AAP
$3.49B
| $1.59M | ﹤0.01% |
+10,819
| New | +$1.75M |
|
1441
VICI Properties
VICI
$29.4B
| $1.59M | ﹤0.01% |
49,085
-45,230
| -48% | -$1.45M |
|
1442
Lincoln National
LNC
$8.81B
| $1.59M | ﹤0.01% |
51,737
-5,604
| -10% | -$222K |
|
|
BNY
1443
PUT
Bank of New York Mellon
BNY
$107B
| $1.58M | ﹤0.01% |
34,700
+300
| +0.9% | +$12.9K |
|
|
1444
CALL
Trump Media & Technology Group
DJT
$2.83B
| $1.57M | ﹤0.01% |
104,700
| – | – |
|
1445
PUT
Weyerhaeuser
WY
$18.4B
| $1.56M | ﹤0.01% |
50,400
+1,500
| +3% | +$46.5K |
|
1446
PUT
Corning
GLW
$143B
| $1.56M | ﹤0.01% |
48,800
+2,100
| +4% | +$68.1K |
|
1447
PUT
First Horizon
FHN
$12.1B
| $1.56M | ﹤0.01% |
63,600
+59,600
| +1,490% | +$1.44M |
|
1448
CALL
Aehr Test Systems
AEHR
$3.36B
| $1.56M | ﹤0.01% |
77,500
+64,900
| +515% | +$1.39M |
|
1449
CALL
Applovin
APP
$116B
| $1.55M | ﹤0.01% |
147,400
-20,000
| -12% | -$293K |
|
1450
Harley-Davidson
HOG
$2.71B
| $1.55M | ﹤0.01% |
37,281
+894
| +2% | +$38.1K |
|
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.