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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 | |
|---|---|---|---|---|---|---|
726
CALL
Apollo Global Management
APO
$73.4B
| $10.9M | 0.02% |
170,100
-6,800
| -4% | -$404K |
|
727
Zscaler
ZS
$27.3B
| $10.8M | 0.02% |
96,373
-117,371
| -55% | -$15.9M |
|
728
CALL
ASML
ASML
$669B
| $10.7M | 0.02% |
19,500
-4,100
| -17% | -$2.15M |
|
729
CALL
Ambarella
AMBA
$3.81B
| $10.6M | 0.02% |
129,300
+42,800
| +49% | +$2.85M |
|
730
Kohl's
KSS
$2.19B
| $10.6M | 0.02% |
+419,890
| New | +$11.9M |
|
731
PUT
Sarepta Therapeutics
SRPT
$1.77B
| $10.6M | 0.02% |
81,800
+63,300
| +342% | +$7.34M |
|
732
PUT
Cheniere Energy
LNG
$52.9B
| $10.6M | 0.02% |
70,600
-72,200
| -51% | -$12.1M |
|
733
PUT
Aptiv
APTV
$10.3B
| $10.6M | 0.02% |
113,400
+38,200
| +51% | +$3.63M |
|
734
CALL
BioMarin Pharmaceuticals
BMRN
$12.4B
| $10.5M | 0.02% |
101,900
+4,800
| +5% | +$451K |
|
735
CALL
Stryker
SYK
$130B
| $10.5M | 0.02% |
43,100
+41,300
| +2,294% | +$9.37M |
|
736
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $10.5M | 0.02% |
1,304,400
+902,200
| +224% | +$7.78M |
|
737
PUT
Parker-Hannifin
PH
$135B
| $10.4M | 0.02% |
35,900
+13,200
| +58% | +$3.78M |
|
738
PUT
BJs Wholesale Club
BJ
$12.3B
| $10.4M | 0.02% |
157,800
+139,600
| +767% | +$10.1M |
|
739
CALL
Cboe Global Markets
CBOE
$29.9B
| $10.4M | 0.02% |
83,200
-5,800
| -7% | -$716K |
|
740
CALL
Iron Mountain
IRM
$36.1B
| $10.4M | 0.02% |
209,100
+112,400
| +116% | +$5.67M |
|
741
CALL
Constellation Brands
STZ
$23.2B
| $10.4M | 0.02% |
44,900
-4,600
| -9% | -$1.1M |
|
|
742
CALL
Aptiv
APTV
$10.3B
| $10.4M | 0.02% |
111,700
+46,800
| +72% | +$4.45M |
|
743
Caesars Entertainment
CZR
$6.14B
| $10.4M | 0.02% |
249,741
+243,129
| +3,677% | +$10.8M |
|
|
744
PUT
Kohl's
KSS
$2.19B
| $10.4M | 0.02% |
410,700
+318,300
| +344% | +$9.02M |
|
|
SGI
745
Somnigroup International
SGI
$13.7B
| $10.3M | 0.02% |
301,034
-172,239
| -36% | -$5.18M |
|
746
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $10.3M | 0.02% |
500,000
-233,300
| -32% | -$4.84M |
|
747
CALL
Palantir
PLTR
$413B
| $10.2M | 0.02% |
1,595,800
-2,900
| -0.2% | -$22K |
|
748
CALL
monday.com
MNDY
$3.94B
| $10.2M | 0.02% |
83,900
-66,900
| -44% | -$6.96M |
|
749
PUT
Emerson Electric
EMR
$88.3B
| $10.1M | 0.02% |
105,500
+58,300
| +124% | +$5.24M |
|
750
CALL
Kinross Gold
KGC
$32.8B
| $10.1M | 0.02% |
2,474,200
+1,237,000
| +100% | +$4.89M |
|
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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.