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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 | |
|---|---|---|---|---|---|---|
1001
Cencora
COR
$61.2B
| $5M | 0.01% |
30,155
+20,341
| +207% | +$3.21M |
|
1002
PUT
Yeti Holdings
YETI
$3.95B
| $4.98M | 0.01% |
120,500
+16,900
| +16% | +$634K |
|
1003
US Global Jets ETF
JETS
$800M
| $4.97M | 0.01% |
290,857
-248,987
| -46% | -$4.34M |
|
1004
Alcoa
AA
$13.2B
| $4.97M | 0.01% |
109,223
-318,836
| -74% | -$13.9M |
|
1005
CALL
MP Materials
MP
$9.1B
| $4.95M | 0.01% |
203,900
-67,200
| -25% | -$2.04M |
|
|
DISH
1006
DELISTED
DISH Network Corp.
DISH
| $4.91M | 0.01% |
350,000
+137,000
| +64% | +$2.02M |
|
1007
CALL
AMC Entertainment Holdings
AMC
$2.31B
| $4.9M | 0.01% |
+120,300
| New | +$7.58M |
|
1008
PUT
Match Group
MTCH
$8.55B
| $4.89M | 0.01% |
117,800
-171,400
| -59% | -$7.75M |
|
1009
PUT
C.H. Robinson
CHRW
$17.5B
| $4.86M | 0.01% |
53,100
+23,800
| +81% | +$2.27M |
|
|
CFLT
1010
PUT
DELISTED
Confluent
CFLT
| $4.85M | 0.01% |
218,100
-294,800
| -57% | -$6.83M |
|
1011
CALL
Grab
GRAB
$14.9B
| $4.84M | 0.01% |
+1,502,300
| New | +$4.31M |
|
1012
CALL
Akamai
AKAM
$15.9B
| $4.81M | 0.01% |
57,100
-200
| -0.3% | -$17.4K |
|
1013
PUT
Fidelity National Information Services
FIS
$22.1B
| $4.81M | 0.01% |
70,900
+24,500
| +53% | +$1.74M |
|
1014
PUT
XPEL
XPEL
$1.38B
| $4.8M | 0.01% |
+80,000
| New | +$5.11M |
|
|
PARA
1015
PUT
DELISTED
Paramount Global Class B
PARA
| $4.79M | 0.01% |
283,500
-1,200
| -0.4% | -$22.1K |
|
1016
PUT
AstraZeneca
AZN
$250B
| $4.78M | 0.01% |
35,250
-38,800
| -52% | -$4.87M |
|
1017
DigitalOcean
DOCN
$14.6B
| $4.78M | 0.01% |
187,531
-2,541
| -1% | -$79.5K |
|
1018
PUT
Asana
ASAN
$2.13B
| $4.76M | 0.01% |
345,800
+53,500
| +18% | +$971K |
|
1019
American Tower
AMT
$80.4B
| $4.76M | 0.01% |
+22,475
| New | +$4.68M |
|
1020
CALL
Tractor Supply
TSCO
$18B
| $4.72M | 0.01% |
105,000
+82,500
| +367% | +$3.5M |
|
|
XYZ
1021
Block Inc
XYZ
$47.5B
| $4.71M | 0.01% |
75,000
-65,488
| -47% | -$4.04M |
|
1022
PUT
Ollie's Bargain Outlet
OLLI
$4.94B
| $4.69M | 0.01% |
100,200
+57,800
| +136% | +$3.12M |
|
1023
CALL
PG&E
PCG
$38.5B
| $4.69M | 0.01% |
288,600
+1,700
| +0.6% | +$25.7K |
|
1024
CALL
Dominion Energy
D
$59.3B
| $4.68M | 0.01% |
76,400
-8,800
| -10% | -$553K |
|
1025
CALL
Canadian Natural Resources
CNQ
$93.8B
| $4.67M | 0.01% |
168,200
+106,400
| +172% | +$3.04M |
|
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.