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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 | |
|---|---|---|---|---|---|---|
1801
Itron
ITRI
$4.52B
| $554K | ﹤0.01% |
+10,945
| New | +$541K |
|
1802
CALL
State Street SPDR S&P Retail ETF
XRT
$655M
| $550K | ﹤0.01% |
9,100
-3,800
| -29% | -$236K |
|
1803
CALL
Amplify Alternative Harvest ETF
MJ
$106M
| $550K | ﹤0.01% |
10,758
-7,100
| -40% | -$439K |
|
|
SEE
1804
CALL
DELISTED
Sealed Air
SEE
| $549K | ﹤0.01% |
+11,000
| New | +$537K |
|
1805
CALL
American Eagle Outfitters
AEO
$3.04B
| $547K | ﹤0.01% |
39,200
-217,100
| -85% | -$2.78M |
|
1806
PUT
Viant Technology
DSP
$284M
| $546K | ﹤0.01% |
135,900
-14,100
| -9% | -$56.8K |
|
|
SBNY
1807
CALL
DELISTED
Signature Bank
SBNY
| $542K | ﹤0.01% |
4,700
-100
| -2% | -$13.7K |
|
1808
Restaurant Brands International
QSR
$25.4B
| $539K | ﹤0.01% |
+8,335
| New | +$512K |
|
1809
CALL
Dutch Bros
BROS
$9B
| $538K | ﹤0.01% |
19,100
-10,600
| -36% | -$351K |
|
1810
PUT
Polestar Automotive Holding UK
PSNY
$1.98B
| $531K | ﹤0.01% |
3,333
| – | – |
|
|
SGFY
1811
DELISTED
Signify Health, Inc.
SGFY
| $531K | ﹤0.01% |
+18,527
| New | +$535K |
|
1812
PUT
Camping World
CWH
$636M
| $529K | ﹤0.01% |
23,700
+12,700
| +115% | +$329K |
|
|
RAD
1813
PUT
DELISTED
Rite Aid Corporation
RAD
| $528K | ﹤0.01% |
158,000
+156,000
| +7,800% | +$741K |
|
1814
Riot Platforms
RIOT
$7.41B
| $527K | ﹤0.01% |
155,481
+103,351
| +198% | +$533K |
|
1815
PUT
Alkermes
ALKS
$8.23B
| $523K | ﹤0.01% |
20,000
| – | – |
|
1816
PUT
AGNC Investment
AGNC
$12.8B
| $518K | ﹤0.01% |
50,000
-2,700
| -5% | -$24.7K |
|
1817
CALL
Perion Network
PERI
$359M
| $516K | ﹤0.01% |
20,400
+100
| +0.5% | +$2.44K |
|
1818
PUT
Pultegroup
PHM
$24.6B
| $514K | ﹤0.01% |
+11,300
| New | +$476K |
|
1819
Vanguard FTSE Europe ETF
VGK
$31.1B
| $514K | ﹤0.01% |
9,268
+9,267
| +926,700% | +$489K |
|
1820
PUT
Host Hotels & Resorts
HST
$15.5B
| $514K | ﹤0.01% |
32,000
+1,800
| +6% | +$31.5K |
|
1821
Ollie's Bargain Outlet
OLLI
$4.84B
| $513K | ﹤0.01% |
10,962
+461
| +4% | +$24.9K |
|
1822
CALL
Keysight
KEYS
$58B
| $513K | ﹤0.01% |
3,000
+1,600
| +114% | +$273K |
|
1823
iShares MBS ETF
MBB
$39B
| $513K | ﹤0.01% |
5,532
-20,622
| -79% | -$1.9M |
|
1824
CALL
Design Therapeutics
DSGN
$889M
| $513K | ﹤0.01% |
+50,000
| New | +$678K |
|
1825
CALL
Elevance Health
ELV
$86.3B
| $513K | ﹤0.01% |
1,000
-800
| -44% | -$406K |
|
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.