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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 | |
|---|---|---|---|---|---|---|
1251
CALL
Wabtec
WAB
$49.3B
| $2.66M | ﹤0.01% |
26,700
-27,800
| -51% | -$2.66M |
|
1252
Asana
ASAN
$2.13B
| $2.65M | ﹤0.01% |
192,479
+154,854
| +412% | +$2.81M |
|
1253
Strategy Inc
MSTR
$38.4B
| $2.64M | ﹤0.01% |
186,240
+158,290
| +566% | +$3.24M |
|
1254
PUT
Hecla Mining
HL
$11.3B
| $2.63M | ﹤0.01% |
473,200
+382,600
| +422% | +$1.9M |
|
1255
PUT
Deutsche Bank
DB
$71.5B
| $2.63M | ﹤0.01% |
+228,300
| New | +$2.25M |
|
1256
CenterPoint Energy
CNP
$26.8B
| $2.63M | ﹤0.01% |
+87,628
| New | +$2.55M |
|
|
SIVB
1257
PUT
DELISTED
SVB Financial Group
SIVB
| $2.62M | ﹤0.01% |
11,400
-10,800
| -49% | -$2.68M |
|
1258
CALL
Floor & Decor
FND
$6.68B
| $2.62M | ﹤0.01% |
37,600
-42,700
| -53% | -$3.11M |
|
|
LSXMA
1259
PUT
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $2.62M | ﹤0.01% |
90,643
-453,757
| -83% | -$13.8M |
|
1260
PUT
O'Reilly Automotive
ORLY
$76.3B
| $2.62M | ﹤0.01% |
46,500
+45,000
| +3,000% | +$2.42M |
|
1261
CALL
Innovative Industrial Properties
IIPR
$1.72B
| $2.6M | ﹤0.01% |
25,700
+13,400
| +109% | +$1.43M |
|
|
AYX
1262
CALL
DELISTED
Alteryx Inc
AYX
| $2.6M | ﹤0.01% |
51,400
-900
| -2% | -$42.9K |
|
|
SPLK
1263
DELISTED
Splunk Inc
SPLK
| $2.59M | ﹤0.01% |
30,118
-4,896
| -14% | -$395K |
|
1264
CALL
Cytokinetics
CYTK
$10.4B
| $2.59M | ﹤0.01% |
56,500
-5,000
| -8% | -$215K |
|
1265
PUT
BioMarin Pharmaceuticals
BMRN
$12.4B
| $2.59M | ﹤0.01% |
25,000
| – | – |
|
1266
PUT
Everest Group
EG
$14.4B
| $2.58M | ﹤0.01% |
+7,800
| New | +$2.43M |
|
1267
CALL
Nasdaq
NDAQ
$52.9B
| $2.58M | ﹤0.01% |
42,100
-5,700
| -12% | -$355K |
|
1268
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $2.58M | ﹤0.01% |
18,200
+13,000
| +250% | +$1.85M |
|
1269
Arbor Realty Trust
ABR
$998M
| $2.58M | ﹤0.01% |
195,235
-54,869
| -22% | -$745K |
|
1270
CALL
AvalonBay Communities
AVB
$26.8B
| $2.57M | ﹤0.01% |
15,900
+4,000
| +34% | +$681K |
|
1271
Warner Bros
WBD
$67.1B
| $2.56M | ﹤0.01% |
270,199
+257,143
| +1,970% | +$2.9M |
|
1272
State Street SPDR S&P Regional Banking ETF
KRE
$4.57B
| $2.55M | ﹤0.01% |
43,331
+29,012
| +203% | +$1.79M |
|
|
LTHM
1273
PUT
DELISTED
Livent Corporation
LTHM
| $2.53M | ﹤0.01% |
127,400
-280,200
| -69% | -$7.67M |
|
1274
PUT
Valvoline
VVV
$4.51B
| $2.52M | ﹤0.01% |
+77,300
| New | +$2.34M |
|
1275
CALL
Applied Industrial Technologies
AIT
$13.3B
| $2.52M | ﹤0.01% |
+20,000
| New | +$2.45M |
|
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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.