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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 | |
|---|---|---|---|---|---|---|
1126
Herbalife
HLF
$1.29B
| $3.63M | 0.01% |
244,120
+68,900
| +39% | +$1.2M |
|
|
1127
TSMC
TSM
$2.18T
| $3.62M | 0.01% |
48,641
-962,658
| -95% | -$69.6M |
|
1128
Royal Bank of Canada
RY
$293B
| $3.61M | 0.01% |
38,377
+14,042
| +58% | +$1.33M |
|
1129
PUT
MP Materials
MP
$9.1B
| $3.61M | 0.01% |
148,500
-32,100
| -18% | -$973K |
|
1130
CALL
Travelers Companies
TRV
$80.2B
| $3.6M | 0.01% |
19,200
+1,500
| +8% | +$270K |
|
1131
Mondelez International
MDLZ
$79.9B
| $3.6M | 0.01% |
53,977
+53,737
| +22,390% | +$3.4M |
|
1132
CALL
Pilgrim's Pride
PPC
$6.54B
| $3.59M | 0.01% |
+151,300
| New | +$3.61M |
|
1133
CALL
ProShares Bitcoin Strategy ETF
BITO
$1.47B
| $3.58M | 0.01% |
343,700
+251,300
| +272% | +$2.81M |
|
1134
PUT
Amplify Blockchain Technology ETF
BLOK
$1.07B
| $3.57M | 0.01% |
236,400
+46,700
| +25% | +$803K |
|
1135
CALL
Hertz
HTZ
$809M
| $3.57M | 0.01% |
232,000
+81,300
| +54% | +$1.37M |
|
1136
PUT
8x8 Inc
EGHT
$332M
| $3.56M | 0.01% |
825,000
| – | – |
|
1137
CALL
Williams Companies
WMB
$86.1B
| $3.56M | 0.01% |
108,300
+85,600
| +377% | +$2.79M |
|
1138
Halliburton
HAL
$26.6B
| $3.56M | 0.01% |
90,488
-578,064
| -86% | -$20.5M |
|
1139
PUT
Automatic Data Processing
ADP
$108B
| $3.56M | 0.01% |
14,900
-14,500
| -49% | -$3.56M |
|
1140
Celsius Holdings
CELH
$7.03B
| $3.55M | 0.01% |
102,501
-59,094
| -37% | -$1.93M |
|
1141
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $3.55M | 0.01% |
43,000
| – | – |
|
1142
PUT
Quadratic Deflation ETF
BNDD
$20.6M
| $3.54M | 0.01% |
+29,375
| New | +$4.84M |
|
|
1143
Vanguard Real Estate ETF
VNQ
$39.1B
| $3.51M | 0.01% |
42,504
+35,936
| +547% | +$2.98M |
|
1144
PUT
ChargePoint
CHPT
$161M
| $3.5M | 0.01% |
18,360
+2,350
| +15% | +$571K |
|
1145
CALL
KeyCorp
KEY
$24.4B
| $3.49M | 0.01% |
200,600
+100,600
| +101% | +$1.77M |
|
|
FLNA
1146
CALL
Filana Therapeutics
FLNA
$48.1M
| $3.47M | 0.01% |
117,400
+90,200
| +332% | +$3.24M |
|
1147
PUT
Datadog
DDOG
$84B
| $3.45M | 0.01% |
47,000
-852,600
| -95% | -$66.6M |
|
1148
PUT
Aon
AON
$76B
| $3.45M | 0.01% |
11,500
-1,300
| -10% | -$380K |
|
1149
CALL
Tyson Foods
TSN
$20.4B
| $3.45M | 0.01% |
55,400
-62,100
| -53% | -$4.04M |
|
1150
New Oriental
EDU
$8.98B
| $3.44M | 0.01% |
+98,767
| New | +$2.79M |
|
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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.