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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 | |
|---|---|---|---|---|---|---|
1076
CALL
Asana
ASAN
$2.13B
| $4.08M | 0.01% |
296,000
-50,900
| -15% | -$923K |
|
1077
CALL
Realty Income
O
$59.1B
| $4.05M | 0.01% |
63,900
+600
| +0.9% | +$37.3K |
|
|
CMA
1078
PUT
DELISTED
Comerica
CMA
| $4.05M | 0.01% |
+60,600
| New | +$4.2M |
|
1079
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $4.04M | 0.01% |
47,800
-3,600
| -7% | -$298K |
|
1080
PUT
Thor Industries
THO
$4.14B
| $4.04M | 0.01% |
53,500
+29,900
| +127% | +$2.4M |
|
1081
CALL
Vistra
VST
$47.4B
| $4.03M | 0.01% |
173,700
-100
| -0.1% | -$2.31K |
|
1082
PUT
Tenet Healthcare
THC
$21.1B
| $4.02M | 0.01% |
82,400
+81,400
| +8,140% | +$3.76M |
|
1083
CALL
CenterPoint Energy
CNP
$26.8B
| $4.02M | 0.01% |
+134,000
| New | +$3.9M |
|
1084
CALL
C.H. Robinson
CHRW
$17.5B
| $4.01M | 0.01% |
43,800
+31,100
| +245% | +$2.96M |
|
1085
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $4M | 0.01% |
80,400
-20,900
| -21% | -$1.04M |
|
|
BRSL
1086
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $4M | 0.01% |
176,500
-99,300
| -36% | -$2.15M |
|
1087
CALL
eBay
EBAY
$49.8B
| $3.99M | 0.01% |
96,200
-172,300
| -64% | -$7.14M |
|
1088
PUT
Planet Fitness
PLNT
$3.78B
| $3.96M | 0.01% |
50,200
-37,800
| -43% | -$2.64M |
|
1089
TJX Companies
TJX
$178B
| $3.94M | 0.01% |
+49,548
| New | +$3.66M |
|
1090
CALL
Digital Turbine
APPS
$1.74B
| $3.94M | 0.01% |
258,600
+122,200
| +90% | +$1.88M |
|
1091
PUT
United States Oil Fund
USO
$1.67B
| $3.93M | 0.01% |
56,100
+28,500
| +103% | +$1.99M |
|
|
COOP
1092
PUT
DELISTED
Mr. Cooper
COOP
| $3.93M | 0.01% |
97,900
-30,900
| -24% | -$1.3M |
|
1093
CALL
Kinder Morgan
KMI
$68.7B
| $3.93M | 0.01% |
217,200
-427,800
| -66% | -$7.69M |
|
|
BRSL
1094
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $3.91M | 0.01% |
172,600
+60,400
| +54% | +$1.31M |
|
1095
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $3.91M | 0.01% |
109,800
+2,600
| +2% | +$85.6K |
|
|
1096
PUT
eBay
EBAY
$49.8B
| $3.89M | 0.01% |
93,900
-19,500
| -17% | -$808K |
|
|
APLS
1097
PUT
DELISTED
Apellis Pharmaceuticals
APLS
| $3.88M | 0.01% |
+75,000
| New | +$3.98M |
|
1098
CALL
EPAM Systems
EPAM
$5.03B
| $3.87M | 0.01% |
11,800
+900
| +8% | +$306K |
|
|
X
1099
DELISTED
US Steel
X
| $3.87M | 0.01% |
+154,330
| New | +$3.56M |
|
1100
PUT
Regal Rexnord
RRX
$11.9B
| $3.84M | 0.01% |
32,000
+26,900
| +527% | +$3.53M |
|
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.