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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 | |
|---|---|---|---|---|---|---|
2126
CALL
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.35B
| $170K | ﹤0.01% |
10,700
+8,900
| +494% | +$144K |
|
|
VMW
2127
DELISTED
VMware, Inc
VMW
| $169K | ﹤0.01% |
+1,374
| New | +$158K |
|
2128
CALL
American Water Works
AWK
$27.9B
| $168K | ﹤0.01% |
1,100
-5,200
| -83% | -$751K |
|
2129
PUT
GXO Logistics
GXO
$5.36B
| $166K | ﹤0.01% |
3,900
+3,300
| +550% | +$132K |
|
2130
PUT
HF Sinclair
DINO
$19.3B
| $166K | ﹤0.01% |
3,200
-10,900
| -77% | -$627K |
|
2131
Avis
CAR
$4.73B
| $166K | ﹤0.01% |
1,011
-12,585
| -93% | -$2.52M |
|
|
SI
2132
PUT
DELISTED
Silvergate Capital Corporation
SI
| $165K | ﹤0.01% |
9,500
-5,000
| -34% | -$198K |
|
2133
Maravai LifeSciences
MRVI
$1.07B
| $165K | ﹤0.01% |
+11,551
| New | +$182K |
|
2134
IAMGOLD
IAG
$11.5B
| $163K | ﹤0.01% |
+63,114
| New | +$110K |
|
2135
PUT
iQIYI
IQ
$949M
| $162K | ﹤0.01% |
30,600
-22,600
| -42% | -$65.9K |
|
2136
PUT
Altimmune
ALT
$654M
| $161K | ﹤0.01% |
9,800
| – | – |
|
|
IMGN
2137
CALL
DELISTED
Immunogen Inc
IMGN
| $161K | ﹤0.01% |
32,500
-17,500
| -35% | -$94.9K |
|
2138
CALL
Gossamer Bio
GOSS
$87.9M
| $159K | ﹤0.01% |
73,500
+43,500
| +145% | +$358K |
|
|
LSXMA
2139
CALL
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $157K | ﹤0.01% |
5,444
| – | – |
|
2140
Edwards Lifesciences
EW
$50B
| $154K | ﹤0.01% |
+2,068
| New | +$159K |
|
2141
PUT
Johnson Controls International
JCI
$88.7B
| $154K | ﹤0.01% |
2,400
| – | – |
|
2142
CALL
Alaska Air
ALK
$4.55B
| $150K | ﹤0.01% |
3,500
+3,400
| +3,400% | +$150K |
|
2143
CALL
Dropbox
DBX
$7.35B
| $150K | ﹤0.01% |
6,700
+5,300
| +379% | +$117K |
|
|
MTTR
2144
CALL
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
| $150K | ﹤0.01% |
53,400
-7,400
| -12% | -$23.7K |
|
2145
CALL
Ventas
VTR
$46.1B
| $149K | ﹤0.01% |
+3,300
| New | +$139K |
|
|
CMA
2146
DELISTED
Comerica
CMA
| $148K | ﹤0.01% |
+2,218
| New | +$154K |
|
2147
PUT
AerCap
AER
$22.6B
| $146K | ﹤0.01% |
2,500
-5,900
| -70% | -$326K |
|
2148
CALL
Texas Roadhouse
TXRH
$12B
| $146K | ﹤0.01% |
1,600
-400
| -20% | -$38.4K |
|
2149
CALL
Bank of Montreal
BMO
$122B
| $145K | ﹤0.01% |
1,600
+1,300
| +433% | +$120K |
|
2150
CALL
Sony
SONY
$137B
| $145K | ﹤0.01% |
+9,500
| New | +$142K |
|
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.