We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
351
CALL
MGM Resorts International
MGM
$11.2B
| $36M | 0.06% |
1,074,100
+549,500
| +105% | +$19M |
|
352
PUT
Best Buy
BBY
$17.3B
| $36M | 0.06% |
448,500
+250,600
| +127% | +$18.4M |
|
353
PUT
Academy Sports + Outdoors
ASO
$2.98B
| $35.9M | 0.06% |
684,100
-451,800
| -40% | -$21.6M |
|
354
PUT
Nutrien
NTR
$30.7B
| $35.7M | 0.06% |
489,000
+174,900
| +56% | +$13.8M |
|
355
PUT
US Global Jets ETF
JETS
$800M
| $35.7M | 0.06% |
2,090,600
+873,300
| +72% | +$15.2M |
|
356
CALL
Etsy
ETSY
$7.85B
| $35.6M | 0.06% |
297,500
-129,100
| -30% | -$14.8M |
|
357
CALL
Take-Two Interactive
TTWO
$46.1B
| $35.6M | 0.06% |
341,500
+1,300
| +0.4% | +$141K |
|
358
PUT
Elevance Health
ELV
$85.5B
| $35.5M | 0.06% |
69,200
-4,700
| -6% | -$2.39M |
|
359
PUT
Snowflake
SNOW
$115B
| $35.4M | 0.06% |
246,700
+206,000
| +506% | +$31.4M |
|
360
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $35.3M | 0.05% |
424,800
+69,100
| +19% | +$5.59M |
|
361
CALL
KE Holdings
BEKE
$18.8B
| $35.2M | 0.05% |
2,520,200
+1,734,300
| +221% | +$24.1M |
|
|
362
PUT
Take-Two Interactive
TTWO
$46.1B
| $34.8M | 0.05% |
334,500
-79,900
| -19% | -$8.65M |
|
363
CALL
Hilton Worldwide
HLT
$71.5B
| $34.4M | 0.05% |
271,900
+118,900
| +78% | +$15.7M |
|
364
PUT
Albemarle
ALB
$15.5B
| $34.2M | 0.05% |
157,500
-86,500
| -35% | -$23.1M |
|
365
CALL
ARK Innovation ETF
ARKK
$6.31B
| $33.7M | 0.05% |
1,080,200
+770,600
| +249% | +$27.5M |
|
366
CALL
Intuit
INTU
$89B
| $33.7M | 0.05% |
86,700
-46,600
| -35% | -$18.5M |
|
367
PUT
Ford
F
$55.7B
| $33.6M | 0.05% |
2,892,700
-820,000
| -22% | -$10.5M |
|
368
PUT
Teck Resources
TECK
$32.6B
| $33.6M | 0.05% |
887,300
+356,800
| +67% | +$12.4M |
|
369
CrowdStrike
CRWD
$218B
| $33.5M | 0.05% |
1,273,644
-228,224
| -15% | -$7.81M |
|
370
PUT
EOG Resources
EOG
$70.7B
| $33.5M | 0.05% |
258,600
-375,800
| -59% | -$50M |
|
371
PUT
iShares Silver Trust
SLV
$30.7B
| $33.4M | 0.05% |
1,518,300
-651,000
| -30% | -$12.8M |
|
|
ATVI
372
PUT
DELISTED
Activision Blizzard
ATVI
| $33M | 0.05% |
431,400
+206,700
| +92% | +$15.3M |
|
373
PUT
Analog Devices
ADI
$190B
| $32.8M | 0.05% |
200,200
+40,000
| +25% | +$6.24M |
|
374
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $32.6M | 0.05% |
1,080,400
+281,700
| +35% | +$7.19M |
|
375
CALL
Lennar Class A
LEN
$21.2B
| $32.4M | 0.05% |
370,331
+227,880
| +160% | +$18.5M |
|
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.