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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 | |
|---|---|---|---|---|---|---|
976
MetLife
MET
$62.1B
| $5.35M | 0.01% |
73,917
-55,993
| -43% | -$4.01M |
|
977
PUT
HSBC
HSBC
$356B
| $5.32M | 0.01% |
170,700
-277,900
| -62% | -$7.89M |
|
|
HIBB
978
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $5.3M | 0.01% |
+77,700
| New | +$4.84M |
|
979
PUT
Tapestry
TPR
$32.8B
| $5.28M | 0.01% |
138,600
-15,100
| -10% | -$517K |
|
980
CALL
Toronto Dominion Bank
TD
$200B
| $5.25M | 0.01% |
81,100
+41,100
| +103% | +$2.65M |
|
981
PUT
Upwork
UPWK
$1.19B
| $5.24M | 0.01% |
502,000
-200
| -0% | -$2.47K |
|
982
CALL
Skyworks Solutions
SWKS
$10.6B
| $5.24M | 0.01% |
57,500
-89,100
| -61% | -$7.98M |
|
983
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $5.21M | 0.01% |
100,100
-76,900
| -43% | -$3.84M |
|
984
Chipotle Mexican Grill
CMG
$41.5B
| $5.21M | 0.01% |
+187,900
| New | +$5.61M |
|
985
PUT
PAR Technology
PAR
$735M
| $5.21M | 0.01% |
+200,000
| New | +$5.15M |
|
|
TRTN
986
CALL
DELISTED
Triton International Limited
TRTN
| $5.21M | 0.01% |
75,800
+5,700
| +8% | +$361K |
|
987
PENN Entertainment
PENN
$2.71B
| $5.2M | 0.01% |
175,067
-29,722
| -15% | -$964K |
|
988
PUT
AdaptHealth
AHCO
$759M
| $5.17M | 0.01% |
268,800
+153,800
| +134% | +$3.25M |
|
989
CALL
Alamos Gold
AGI
$13.9B
| $5.17M | 0.01% |
511,000
+363,000
| +245% | +$3.19M |
|
990
ASML
ASML
$669B
| $5.16M | 0.01% |
9,452
-22,608
| -71% | -$11.8M |
|
991
CALL
AstraZeneca
AZN
$250B
| $5.15M | 0.01% |
38,000
-64,400
| -63% | -$8.08M |
|
992
CALL
ZTO Express
ZTO
$17.9B
| $5.11M | 0.01% |
190,000
+100,000
| +111% | +$2.3M |
|
993
Coinbase
COIN
$40.5B
| $5.08M | 0.01% |
143,516
+111,979
| +355% | +$5.9M |
|
994
PUT
General Dynamics
GD
$106B
| $5.06M | 0.01% |
20,400
+500
| +3% | +$122K |
|
|
LSXMK
995
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $5.04M | 0.01% |
166,242
-44,543
| -21% | -$1.42M |
|
996
NextEra Energy
NEE
$177B
| $5.03M | 0.01% |
+60,121
| New | +$4.86M |
|
997
PUT
Advance Auto Parts
AAP
$3.49B
| $5.01M | 0.01% |
34,100
+21,100
| +162% | +$3.42M |
|
998
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $5.01M | 0.01% |
35,471
-6,146
| -15% | -$859K |
|
999
PUT
Coupang
CPNG
$29.2B
| $5.01M | 0.01% |
340,400
+313,900
| +1,185% | +$5.54M |
|
|
BNY
1000
Bank of New York Mellon
BNY
$107B
| $5M | 0.01% |
109,782
+72,915
| +198% | +$3.13M |
|
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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.