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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 | |
|---|---|---|---|---|---|---|
2026
PubMatic
PUBM
$742M
| $249K | ﹤0.01% |
19,476
-3,745
| -16% | -$58.7K |
|
|
AXON
2027
PUT
Axon Enterprise
AXON
$41.1B
| $249K | ﹤0.01% |
+1,500
| New | +$237K |
|
2028
Global E Online
GLBE
$6.2B
| $248K | ﹤0.01% |
12,028
+18
| +0.1% | +$408 |
|
|
CYBR
2029
PUT
DELISTED
CyberArk
CYBR
| $246K | ﹤0.01% |
1,900
-300
| -14% | -$43.4K |
|
2030
Beyond Meat
BYND
$193M
| $246K | ﹤0.01% |
667
| – | – |
|
2031
CALL
Arthur J. Gallagher & Co
AJG
$64.5B
| $245K | ﹤0.01% |
1,300
| – | – |
|
2032
PUT
Hasbro
HAS
$12.7B
| $244K | ﹤0.01% |
4,000
-25,300
| -86% | -$1.58M |
|
2033
PUT
Murphy Oil
MUR
$5.39B
| $241K | ﹤0.01% |
5,600
-600
| -10% | -$27K |
|
2034
PUT
Rackspace Technology
RXT
$823M
| $239K | ﹤0.01% |
81,000
+21,800
| +37% | +$92.1K |
|
2035
CALL
First Horizon
FHN
$11.7B
| $238K | ﹤0.01% |
9,700
+4,900
| +102% | +$119K |
|
2036
Zymeworks
ZYME
$2.01B
| $236K | ﹤0.01% |
30,000
| – | – |
|
2037
PUT
Labcorp
LH
$26.3B
| $235K | ﹤0.01% |
1,164
-349
| -23% | -$68.2K |
|
2038
CALL
Toll Brothers
TOL
$12.6B
| $235K | ﹤0.01% |
4,700
+2,000
| +74% | +$92K |
|
2039
Moog Inc Class A
MOG.A
$11.7B
| $234K | ﹤0.01% |
+2,663
| New | +$223K |
|
2040
CALL
ProShares UltraPro S&P 500
UPRO
$5.47B
| $233K | ﹤0.01% |
7,100
-800
| -10% | -$27.3K |
|
2041
PUT
Ralph Lauren
RL
$20.7B
| $232K | ﹤0.01% |
2,200
-1,400
| -39% | -$140K |
|
2042
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.28B
| $232K | ﹤0.01% |
6,729
+236
| +4% | +$7.15K |
|
|
NKLA
2043
DELISTED
Nikola Corporation Common Stock
NKLA
| $231K | ﹤0.01% |
3,559
+2,184
| +159% | +$183K |
|
2044
CALL
JetBlue
JBLU
$1.71B
| $230K | ﹤0.01% |
35,500
| – | – |
|
2045
PUT
Akamai
AKAM
$15.2B
| $228K | ﹤0.01% |
2,700
-3,000
| -53% | -$261K |
|
2046
Upwork
UPWK
$1.04B
| $227K | ﹤0.01% |
21,767
+1,767
| +9% | +$21.8K |
|
2047
CALL
CarGurus
CARG
$2.92B
| $227K | ﹤0.01% |
16,200
-5,300
| -25% | -$72.6K |
|
2048
Southern Copper
SCCO
$176B
| $226K | ﹤0.01% |
4,093
-66,895
| -94% | -$3.37M |
|
2049
CALL
3D Systems Corp
DDD
$562M
| $224K | ﹤0.01% |
30,300
-4,100
| -12% | -$36K |
|
2050
PUT
Shift4
FOUR
$3.34B
| $224K | ﹤0.01% |
4,000
+1,800
| +82% | +$85.1K |
|
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.