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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 | |
|---|---|---|---|---|---|---|
1676
CALL
STMicroelectronics
STM
$49.8B
| $822K | ﹤0.01% |
23,100
-146,900
| -86% | -$5.18M |
|
1677
AdaptHealth
AHCO
$714M
| $821K | ﹤0.01% |
+42,731
| New | +$903K |
|
1678
PUT
BlackBerry
BB
$5.29B
| $815K | ﹤0.01% |
249,900
-750,000
| -75% | -$3.33M |
|
1679
VanEck Junior Gold Miners ETF
GDXJ
$8.29B
| $814K | ﹤0.01% |
22,827
+22,826
| +2,282,600% | +$751K |
|
1680
Zions Bancorporation
ZION
$10.3B
| $806K | ﹤0.01% |
+16,390
| New | +$820K |
|
1681
PUT
Colgate-Palmolive
CL
$73.8B
| $804K | ﹤0.01% |
10,200
-225,500
| -96% | -$16.9M |
|
1682
Hertz
HTZ
$795M
| $802K | ﹤0.01% |
+52,118
| New | +$878K |
|
1683
Thor Industries
THO
$4.12B
| $799K | ﹤0.01% |
10,587
+4,497
| +74% | +$361K |
|
1684
CALL
Liquidia Corp
LQDA
$7.98B
| $799K | ﹤0.01% |
125,400
+700
| +0.6% | +$3.76K |
|
|
NSTG
1685
CALL
DELISTED
NanoString Technologies, Inc.
NSTG
| $797K | ﹤0.01% |
+100,000
| New | +$867K |
|
1686
Invitation Homes
INVH
$17.8B
| $794K | ﹤0.01% |
26,794
+527
| +2% | +$16.7K |
|
1687
PUT
Southern Company
SO
$105B
| $793K | ﹤0.01% |
11,100
-36,200
| -77% | -$2.42M |
|
1688
T-Mobile US
TMUS
$188B
| $792K | ﹤0.01% |
5,656
-84,730
| -94% | -$12.2M |
|
1689
CALL
Royalty Pharma
RPRX
$25.6B
| $790K | ﹤0.01% |
20,000
| – | – |
|
1690
CALL
Commerce Bancshares
CBSH
$8.53B
| $790K | ﹤0.01% |
+13,428
| New | +$782K |
|
1691
Quadratic Deflation ETF
BNDD
$20.6M
| $788K | ﹤0.01% |
+6,544
| New | +$1.08M |
|
1692
PUT
Goodyear
GT
$1.79B
| $785K | ﹤0.01% |
77,300
-61,500
| -44% | -$672K |
|
1693
Boston Scientific
BSX
$73.3B
| $780K | ﹤0.01% |
16,865
-10,559
| -39% | -$457K |
|
1694
PUT
Progyny
PGNY
$2.25B
| $779K | ﹤0.01% |
25,000
-17,200
| -41% | -$622K |
|
1695
CALL
Fair Isaac
FICO
$22.6B
| $778K | ﹤0.01% |
1,300
-1,600
| -55% | -$842K |
|
1696
Legend Biotech
LEGN
$3.99B
| $777K | ﹤0.01% |
15,556
-3,968
| -20% | -$192K |
|
|
SWN
1697
DELISTED
Southwestern Energy Company
SWN
| $776K | ﹤0.01% |
132,687
+93,771
| +241% | +$616K |
|
1698
CALL
Oneok
OKE
$55.5B
| $775K | ﹤0.01% |
11,800
-50,500
| -81% | -$3.1M |
|
|
1699
PUT
Liquidia Corp
LQDA
$7.98B
| $775K | ﹤0.01% |
121,600
| – | – |
|
1700
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.54B
| $774K | ﹤0.01% |
20,000
| – | – |
|
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.