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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 | |
|---|---|---|---|---|---|---|
1226
PUT
Invesco Solar ETF
TAN
$1.38B
| $2.82M | ﹤0.01% |
38,700
+17,400
| +82% | +$1.31M |
|
|
PARA
1227
DELISTED
Paramount Global Class B
PARA
| $2.82M | ﹤0.01% |
167,197
-18,125
| -10% | -$333K |
|
|
ARR
1228
CALL
Armour Residential REIT
ARR
$2.36B
| $2.82M | ﹤0.01% |
100,020
| – | – |
|
|
ARR
1229
PUT
Armour Residential REIT
ARR
$2.36B
| $2.81M | ﹤0.01% |
100,000
| – | – |
|
|
VSXY
1230
CALL
Victoria's Secret
VSXY
$7.83B
| $2.8M | ﹤0.01% |
78,200
-1,800
| -2% | -$71.5K |
|
1231
PUT
Restaurant Brands International
QSR
$25.8B
| $2.79M | ﹤0.01% |
43,200
-4,300
| -9% | -$264K |
|
1232
PUT
Avis
CAR
$5.02B
| $2.79M | ﹤0.01% |
+17,000
| New | +$3.41M |
|
1233
CALL
Futu Holdings
FUTU
$15.3B
| $2.78M | ﹤0.01% |
+68,400
| New | +$3.34M |
|
1234
CALL
British American Tobacco
BTI
$128B
| $2.77M | ﹤0.01% |
69,200
-900
| -1% | -$35.4K |
|
1235
CALL
e.l.f. Beauty
ELF
$5.81B
| $2.77M | ﹤0.01% |
+50,000
| New | +$2.45M |
|
1236
PUT
Henry Schein
HSIC
$9.82B
| $2.76M | ﹤0.01% |
+34,600
| New | +$2.62M |
|
1237
Antero Resources
AR
$10.7B
| $2.76M | ﹤0.01% |
88,948
+88,915
| +269,439% | +$3.07M |
|
1238
XPeng
XPEV
$11.6B
| $2.76M | ﹤0.01% |
+277,171
| New | +$2.5M |
|
1239
CALL
Rivian
RIVN
$23.2B
| $2.75M | ﹤0.01% |
149,200
-76,300
| -34% | -$2.25M |
|
1240
PUT
T. Rowe Price
TROW
$24.3B
| $2.75M | ﹤0.01% |
25,200
-400
| -2% | -$45.3K |
|
1241
PUT
Viatris
VTRS
$18.9B
| $2.75M | ﹤0.01% |
246,700
+82,600
| +50% | +$863K |
|
1242
CALL
Stellantis
STLA
$20.8B
| $2.74M | ﹤0.01% |
193,000
| – | – |
|
1243
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $2.71M | ﹤0.01% |
44,916
+44,915
| +4,491,500% | +$2.67M |
|
|
HOLX
1244
PUT
DELISTED
Hologic
HOLX
| $2.71M | ﹤0.01% |
36,200
-2,900
| -7% | -$207K |
|
1245
CALL
Check Point Software Technologies
CHKP
$13.1B
| $2.7M | ﹤0.01% |
+21,400
| New | +$2.67M |
|
1246
CALL
XPO
XPO
$23.7B
| $2.7M | ﹤0.01% |
81,000
-121
| -0.1% | -$4.08K |
|
1247
PUT
Horizon Bancorp
HBNC
$1.04B
| $2.69M | ﹤0.01% |
178,200
| – | – |
|
|
SIX
1248
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $2.67M | ﹤0.01% |
115,000
+50,000
| +77% | +$1.08M |
|
1249
CALL
PTC Therapeutics
PTCT
$6.12B
| $2.67M | ﹤0.01% |
+70,000
| New | +$2.91M |
|
1250
PUT
SentinelOne
S
$7.34B
| $2.67M | ﹤0.01% |
182,900
+25,500
| +16% | +$472K |
|
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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.