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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 | |
|---|---|---|---|---|---|---|
951
CALL
Pultegroup
PHM
$25.3B
| $5.72M | 0.01% |
+125,700
| New | +$5.3M |
|
952
CALL
BioNTech
BNTX
$23.5B
| $5.71M | 0.01% |
38,000
+7,800
| +26% | +$1.2M |
|
953
CALL
Tilray
TLRY
$622M
| $5.7M | 0.01% |
212,000
+93,410
| +79% | +$3.27M |
|
954
PUT
Bloom Energy
BE
$64.6B
| $5.69M | 0.01% |
297,700
-151,200
| -34% | -$2.97M |
|
955
PUT
NIO
NIO
$11.9B
| $5.68M | 0.01% |
582,800
+248,800
| +74% | +$2.87M |
|
956
CALL
Coty
COTY
$2.48B
| $5.63M | 0.01% |
657,400
-80,900
| -11% | -$594K |
|
957
PUT
Magna International
MGA
$18.8B
| $5.62M | 0.01% |
100,000
| – | – |
|
958
CALL
United Therapeutics
UTHR
$23.1B
| $5.62M | 0.01% |
20,200
-105,100
| -84% | -$26.5M |
|
959
CALL
Weyerhaeuser
WY
$18.4B
| $5.61M | 0.01% |
181,100
+80,300
| +80% | +$2.49M |
|
960
PUT
Nasdaq
NDAQ
$52.9B
| $5.56M | 0.01% |
90,600
+47,500
| +110% | +$2.96M |
|
|
JWN
961
DELISTED
Nordstrom
JWN
| $5.56M | 0.01% |
344,258
+55,639
| +19% | +$1.06M |
|
962
Eaton
ETN
$174B
| $5.53M | 0.01% |
+35,249
| New | +$5.4M |
|
963
BJs Wholesale Club
BJ
$12.3B
| $5.52M | 0.01% |
83,464
+71,217
| +582% | +$5.16M |
|
964
CALL
Yeti Holdings
YETI
$3.95B
| $5.48M | 0.01% |
132,600
+11,800
| +10% | +$443K |
|
965
PUT
Transocean
RIG
$5.82B
| $5.47M | 0.01% |
1,200,000
| – | – |
|
966
Autodesk
ADSK
$52.6B
| $5.47M | 0.01% |
+29,271
| New | +$5.87M |
|
967
CALL
AngloGold Ashanti
AU
$48.7B
| $5.45M | 0.01% |
+280,500
| New | +$4.6M |
|
968
PUT
Norfolk Southern
NSC
$75.1B
| $5.45M | 0.01% |
22,100
-7,600
| -26% | -$1.8M |
|
969
Southern Company
SO
$107B
| $5.44M | 0.01% |
76,165
+62,389
| +453% | +$4.17M |
|
970
PUT
Air Products & Chemicals
APD
$67.6B
| $5.43M | 0.01% |
17,600
-16,000
| -48% | -$4.51M |
|
971
CVS Health
CVS
$122B
| $5.42M | 0.01% |
+58,152
| New | +$5.61M |
|
972
PUT
Annaly Capital Management
NLY
$17.4B
| $5.41M | 0.01% |
256,800
+56,300
| +28% | +$1.11M |
|
|
GAP
973
PUT
The Gap Inc
GAP
$7.37B
| $5.41M | 0.01% |
479,700
+353,200
| +279% | +$4.23M |
|
|
IRBT
974
PUT
DELISTED
iRobot
IRBT
| $5.4M | 0.01% |
112,300
+22,100
| +25% | +$1.17M |
|
975
PUT
JetBlue
JBLU
$2.29B
| $5.4M | 0.01% |
832,700
+200,000
| +32% | +$1.46M |
|
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.