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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 | |
|---|---|---|---|---|---|---|
1026
PUT
Kinder Morgan
KMI
$68.7B
| $4.66M | 0.01% |
257,600
+72,900
| +39% | +$1.31M |
|
1027
CALL
ADMA Biologics
ADMA
$2.22B
| $4.66M | 0.01% |
1,200,000
+840,000
| +233% | +$2.59M |
|
1028
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $4.65M | 0.01% |
16,100
+2,000
| +14% | +$610K |
|
1029
PUT
FIVE9
FIVN
$2.54B
| $4.63M | 0.01% |
68,200
+26,000
| +62% | +$1.63M |
|
1030
PUT
Duke Energy
DUK
$97.3B
| $4.62M | 0.01% |
44,900
-17,400
| -28% | -$1.67M |
|
1031
PUT
Roper Technologies
ROP
$39.8B
| $4.62M | 0.01% |
+10,700
| New | +$4.41M |
|
1032
PUT
EPAM Systems
EPAM
$5.03B
| $4.62M | 0.01% |
14,100
+4,400
| +45% | +$1.5M |
|
1033
Sunrun
RUN
$2.46B
| $4.62M | 0.01% |
192,156
-85,138
| -31% | -$2.27M |
|
1034
PUT
Pan American Silver
PAAS
$21.6B
| $4.61M | 0.01% |
281,900
+269,500
| +2,173% | +$4.31M |
|
1035
PUT
MSCI
MSCI
$40.9B
| $4.61M | 0.01% |
9,900
+5,000
| +102% | +$2.33M |
|
|
HAYN
1036
PUT
DELISTED
Haynes International, Inc.
HAYN
| $4.57M | 0.01% |
100,000
| – | – |
|
|
COUP
1037
CALL
DELISTED
Coupa Software Incorporated
COUP
| $4.57M | 0.01% |
57,700
-6,700
| -10% | -$401K |
|
1038
PUT
AB InBev
BUD
$165B
| $4.53M | 0.01% |
75,500
+72,400
| +2,335% | +$3.89M |
|
|
DQ
1039
CALL
Daqo New Energy
DQ
$996M
| $4.53M | 0.01% |
117,300
-176,500
| -60% | -$8.64M |
|
1040
CALL
Kimberly-Clark
KMB
$36.5B
| $4.51M | 0.01% |
33,200
-16,000
| -33% | -$2.03M |
|
1041
CALL
Waste Management
WM
$91B
| $4.5M | 0.01% |
28,700
+1,600
| +6% | +$257K |
|
|
1042
Kimberly-Clark
KMB
$36.5B
| $4.49M | 0.01% |
+33,055
| New | +$4.2M |
|
1043
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
| $4.48M | 0.01% |
160,200
-1,502,600
| -90% | -$45.9M |
|
1044
CALL
The GEO Group
GEO
$4.04B
| $4.45M | 0.01% |
406,600
+406,300
| +135,433% | +$3.95M |
|
1045
CALL
Harley-Davidson
HOG
$2.71B
| $4.45M | 0.01% |
107,000
+13,300
| +14% | +$566K |
|
1046
PUT
Dave & Buster's
PLAY
$357M
| $4.43M | 0.01% |
125,100
-238,500
| -66% | -$8.62M |
|
1047
PUT
KKR & Co
KKR
$92.3B
| $4.4M | 0.01% |
94,800
+56,500
| +148% | +$2.75M |
|
1048
Las Vegas Sands
LVS
$29.6B
| $4.39M | 0.01% |
+91,402
| New | +$3.88M |
|
1049
Magna International
MGA
$18.8B
| $4.39M | 0.01% |
78,101
+4,485
| +6% | +$252K |
|
|
DFS
1050
DELISTED
Discover Financial Services
DFS
| $4.36M | 0.01% |
44,591
+26,708
| +149% | +$2.69M |
|
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.