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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 | |
|---|---|---|---|---|---|---|
1276
CALL
RingCentral
RNG
$5.28B
| $2.52M | ﹤0.01% |
71,100
+11,600
| +19% | +$415K |
|
1277
GE Aerospace
GE
$384B
| $2.51M | ﹤0.01% |
48,177
-424,902
| -90% | -$20.9M |
|
1278
CALL
IMAX
IMAX
$2.66B
| $2.51M | ﹤0.01% |
+171,000
| New | +$2.49M |
|
1279
CALL
NRG Energy
NRG
$24.8B
| $2.5M | ﹤0.01% |
78,700
+77,600
| +7,055% | +$3.07M |
|
1280
Ambarella
AMBA
$3.81B
| $2.5M | ﹤0.01% |
30,416
-8,220
| -21% | -$547K |
|
1281
PUT
CSX Corp
CSX
$93.1B
| $2.49M | ﹤0.01% |
80,400
+9,400
| +13% | +$283K |
|
|
GAP
1282
The Gap Inc
GAP
$7.37B
| $2.49M | ﹤0.01% |
220,802
+194,499
| +739% | +$2.33M |
|
1283
PUT
Vertex Pharmaceuticals
VRTX
$126B
| $2.48M | ﹤0.01% |
8,600
-2,200
| -20% | -$670K |
|
1284
AdvisorShares Pure US Cannabis ETF
MSOS
$880M
| $2.48M | ﹤0.01% |
354,277
-205,363
| -37% | -$2.11M |
|
|
ENV
1285
CALL
DELISTED
ENVESTNET, INC.
ENV
| $2.47M | ﹤0.01% |
40,000
+32,500
| +433% | +$1.73M |
|
1286
PUT
Mondelez International
MDLZ
$79.9B
| $2.47M | ﹤0.01% |
37,000
-11,700
| -24% | -$740K |
|
1287
Pitney Bowes
PBI
$2.39B
| $2.47M | ﹤0.01% |
648,702
+298,619
| +85% | +$1.01M |
|
1288
PUT
Kornit Digital
KRNT
$791M
| $2.43M | ﹤0.01% |
+106,000
| New | +$2.65M |
|
|
DQ
1289
Daqo New Energy
DQ
$996M
| $2.43M | ﹤0.01% |
63,020
-70,826
| -53% | -$3.47M |
|
|
RXDX
1290
PUT
DELISTED
Prometheus Biosciences, Inc. Common Stock
RXDX
| $2.43M | ﹤0.01% |
+22,100
| New | +$1.43M |
|
1291
CALL
Equifax
EFX
$21.4B
| $2.43M | ﹤0.01% |
12,500
+500
| +4% | +$91.4K |
|
1292
PUT
dLocal
DLO
$4.24B
| $2.43M | ﹤0.01% |
+155,900
| New | +$2.74M |
|
1293
CALL
AB InBev
BUD
$165B
| $2.42M | ﹤0.01% |
40,300
+31,900
| +380% | +$1.71M |
|
1294
CALL
Zoetis
ZTS
$30B
| $2.42M | ﹤0.01% |
16,500
+13,800
| +511% | +$2.04M |
|
1295
PUT
PACCAR
PCAR
$70.1B
| $2.4M | ﹤0.01% |
36,450
-1,500
| -4% | -$98K |
|
1296
PUT
Marathon Digital Holdings
MARA
$3.9B
| $2.4M | ﹤0.01% |
703,000
+427,800
| +155% | +$3.59M |
|
1297
Nutanix
NTNX
$16.9B
| $2.4M | ﹤0.01% |
92,001
+17,001
| +23% | +$464K |
|
1298
AutoZone
AZO
$51.1B
| $2.39M | ﹤0.01% |
971
+277
| +40% | +$669K |
|
1299
PUT
Warner Bros
WBD
$67.1B
| $2.39M | ﹤0.01% |
252,600
+55,100
| +28% | +$622K |
|
|
SEE
1300
PUT
DELISTED
Sealed Air
SEE
| $2.39M | ﹤0.01% |
48,000
| – | – |
|
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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.