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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$1.86B
Cap. Flow
% of AUM
-2.89%
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 | Miscellaneous | 97.06% |
| 2 | Consumer Discretionary | 0.68% |
| 3 | Technology | 0.62% |
| 4 | Industrials | 0.37% |
| 5 | Financials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TRTN
1151
PUT
DELISTED
Triton International Limited
TRTN
| $3.44M | 0.01% |
50,000
-40,200
| -45% | -$2.54M |
|
1152
CALL
Cenovus Energy
CVE
$61.2B
| $3.43M | 0.01% |
176,900
+28,400
| +19% | +$545K |
|
1153
Generac Holdings
GNRC
$11.2B
| $3.41M | 0.01% |
+33,908
| New | +$3.84M |
|
1154
Futu Holdings
FUTU
$16.5B
| $3.41M | 0.01% |
+83,927
| New | +$4.1M |
|
1155
PUT
Synchrony
SYF
$25.6B
| $3.41M | 0.01% |
103,700
-99,600
| -49% | -$3.41M |
|
1156
CALL
Regions Financial
RF
$25.6B
| $3.4M | 0.01% |
157,600
-139,600
| -47% | -$3.03M |
|
1157
McKesson
MCK
$104B
| $3.39M | 0.01% |
9,033
-29,939
| -77% | -$11.2M |
|
1158
Dollar Tree
DLTR
$23.3B
| $3.39M | 0.01% |
23,950
-14,413
| -38% | -$2.14M |
|
|
VTLE
1159
PUT
DELISTED
Vital Energy
VTLE
| $3.36M | 0.01% |
65,300
-141,500
| -68% | -$8.73M |
|
1160
Li Auto
LI
$12.2B
| $3.35M | 0.01% |
164,157
-325,528
| -66% | -$6.19M |
|
1161
Fortinet
FTNT
$116B
| $3.33M | 0.01% |
68,177
+68,012
| +41,219% | +$3.54M |
|
1162
RB Global
RBA
$15.2B
| $3.33M | 0.01% |
+57,511
| New | +$3.35M |
|
|
HZNP
1163
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $3.31M | 0.01% |
29,100
-6,800
| -19% | -$565K |
|
1164
TripAdvisor
TRIP
$1.07B
| $3.3M | 0.01% |
183,512
+127,386
| +227% | +$2.66M |
|
|
RWT
1165
PUT
Redwood Trust
RWT
$554M
| $3.29M | 0.01% |
487,300
+260,900
| +115% | +$1.82M |
|
1166
CALL
Albertsons Companies
ACI
$5.89B
| $3.29M | 0.01% |
158,400
-13,600
| -8% | -$299K |
|
1167
PUT
Digital Turbine
APPS
$1.37B
| $3.28M | 0.01% |
215,400
+180,600
| +519% | +$2.78M |
|
1168
Toronto Dominion Bank
TD
$197B
| $3.28M | 0.01% |
+50,629
| New | +$3.27M |
|
1169
CALL
FNB Corp
FNB
$6.52B
| $3.26M | 0.01% |
+250,000
| New | +$3.35M |
|
1170
PUT
Cars.com
CARS
$602M
| $3.26M | 0.01% |
236,600
-150,000
| -39% | -$2.03M |
|
|
1171
CALL
TripAdvisor
TRIP
$1.07B
| $3.25M | 0.01% |
180,500
+29,700
| +20% | +$620K |
|
1172
PUT
Teradyne
TER
$58.2B
| $3.23M | 0.01% |
37,000
+3,100
| +9% | +$266K |
|
1173
CALL
Otis Worldwide
OTIS
$26.7B
| $3.22M | 0.01% |
41,100
+39,600
| +2,640% | +$2.92M |
|
1174
CALL
FIVE9
FIVN
$2.33B
| $3.22M | 0.01% |
47,400
+43,700
| +1,181% | +$2.74M |
|
|
AEL
1175
PUT
DELISTED
American Equity Investment Life Holding Company
AEL
| $3.2M | 0.01% |
+70,200
| New | +$2.83M |
|
Similar funds
TI
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's Q4 2022 filing shows 439 new, 964 increased, 1,143 reduced and 708 closed positions. Its largest new stake was Visa: 141,586 shares worth $29.4M. The largest sale was Cigna, an estimated $463M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.