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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 | |
|---|---|---|---|---|---|---|
1776
CALL
LyondellBasell Industries
LYB
$19.8B
| $606K | ﹤0.01% |
7,300
-9,500
| -57% | -$778K |
|
1777
PUT
CRISPR Therapeutics
CRSP
$5.28B
| $606K | ﹤0.01% |
14,900
-1,500
| -9% | -$79.6K |
|
|
CNH
1778
PUT
CNH Industrial
CNH
$17.3B
| $602K | ﹤0.01% |
37,500
| – | – |
|
|
K
1779
CALL
DELISTED
Kellanova
K
| $598K | ﹤0.01% |
8,946
+8,094
| +950% | +$549K |
|
1780
Dominion Energy
D
$59B
| $596K | ﹤0.01% |
+9,712
| New | +$610K |
|
1781
Fair Isaac
FICO
$22.8B
| $595K | ﹤0.01% |
+994
| New | +$523K |
|
1782
PUT
Universal Display
OLED
$4.14B
| $594K | ﹤0.01% |
5,500
-1,400
| -20% | -$147K |
|
1783
CALL
Mondelez International
MDLZ
$78.6B
| $593K | ﹤0.01% |
8,900
-3,500
| -28% | -$221K |
|
1784
CALL
Novavax
NVAX
$1.31B
| $592K | ﹤0.01% |
57,600
-83,100
| -59% | -$1.47M |
|
1785
CALL
Itaú Unibanco
ITUB
$87.5B
| $592K | ﹤0.01% |
142,305
+680
| +0.5% | +$3.09K |
|
1786
Vornado Realty Trust
VNO
$7.23B
| $590K | ﹤0.01% |
28,373
+3,005
| +12% | +$68.8K |
|
1787
CALL
Agios Pharmaceuticals
AGIO
$1.96B
| $590K | ﹤0.01% |
21,000
-42,600
| -67% | -$1.2M |
|
1788
Plug Power
PLUG
$2.96B
| $587K | ﹤0.01% |
47,486
-344,405
| -88% | -$5.48M |
|
1789
AMC Entertainment Holdings
AMC
$2.13B
| $586K | ﹤0.01% |
14,399
+14,396
| +479,867% | +$908K |
|
1790
CALL
Rocket Companies
RKT
$39.3B
| $582K | ﹤0.01% |
83,200
-372,100
| -82% | -$2.72M |
|
|
AKYA
1791
DELISTED
Akoya BioSciences
AKYA
| $579K | ﹤0.01% |
+60,532
| New | +$745K |
|
|
JO
1792
DELISTED
iPath Series B Bloomberg Coffee Subindex Total ReturnSM ETN
JO
| $574K | ﹤0.01% |
12,000
| – | – |
|
1793
Rapid7
RPD
$767M
| $571K | ﹤0.01% |
+16,809
| New | +$601K |
|
1794
CALL
Pitney Bowes
PBI
$2.36B
| $570K | ﹤0.01% |
150,000
| – | – |
|
1795
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $567K | ﹤0.01% |
15,900
-37,200
| -70% | -$1.22M |
|
1796
CALL
Philip Morris
PM
$293B
| $567K | ﹤0.01% |
5,600
-64,100
| -92% | -$6.05M |
|
1797
CALL
Sonos
SONO
$1.87B
| $566K | ﹤0.01% |
33,500
+11,600
| +53% | +$189K |
|
1798
Scorpio Tankers
STNG
$3.78B
| $562K | ﹤0.01% |
+10,445
| New | +$522K |
|
|
CTRA
1799
DELISTED
Coterra Energy
CTRA
| $557K | ﹤0.01% |
22,678
-3,614
| -14% | -$99.7K |
|
|
ANSS
1800
PUT
DELISTED
Ansys
ANSS
| $556K | ﹤0.01% |
2,300
-1,900
| -45% | -$443K |
|
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.