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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 | |
|---|---|---|---|---|---|---|
|
SKX
1351
PUT
DELISTED
Skechers
SKX
| $2M | ﹤0.01% |
47,600
+41,900
| +735% | +$1.6M |
|
1352
CALL
Tenet Healthcare
THC
$21.1B
| $2M | ﹤0.01% |
40,900
+5,000
| +14% | +$231K |
|
1353
Aon
AON
$76B
| $1.99M | ﹤0.01% |
+6,645
| New | +$1.94M |
|
1354
PUT
Signet Jewelers
SIG
$3.76B
| $1.99M | ﹤0.01% |
29,300
-26,700
| -48% | -$1.7M |
|
1355
CALL
InMode
INMD
$880M
| $1.99M | ﹤0.01% |
+55,800
| New | +$1.94M |
|
1356
CALL
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $1.99M | ﹤0.01% |
80,800
| – | – |
|
1357
CALL
Jazz Pharmaceuticals
JAZZ
$16.7B
| $1.99M | ﹤0.01% |
+12,500
| New | +$1.83M |
|
1358
VF Corp
VFC
$5.89B
| $1.99M | ﹤0.01% |
71,999
+69,486
| +2,765% | +$2.04M |
|
|
CTRA
1359
PUT
DELISTED
Coterra Energy
CTRA
| $1.97M | ﹤0.01% |
80,200
+1,600
| +2% | +$44.1K |
|
1360
Shell
SHEL
$245B
| $1.96M | ﹤0.01% |
34,424
+12,132
| +54% | +$669K |
|
1361
PUT
Oneok
OKE
$54.5B
| $1.96M | ﹤0.01% |
29,800
-127,000
| -81% | -$7.8M |
|
1362
CALL
Criteo S.A. Ordinary Shares
CRTO
$923M
| $1.95M | ﹤0.01% |
75,000
-11,000
| -13% | -$285K |
|
1363
PUT
Elastic
ESTC
$7.81B
| $1.95M | ﹤0.01% |
37,900
-62,600
| -62% | -$3.75M |
|
1364
PUT
Monster Beverage
MNST
$88.5B
| $1.95M | ﹤0.01% |
38,400
-16,600
| -30% | -$804K |
|
1365
PUT
Aehr Test Systems
AEHR
$3.36B
| $1.95M | ﹤0.01% |
96,900
+91,600
| +1,728% | +$1.96M |
|
1366
CALL
Teradyne
TER
$59.3B
| $1.94M | ﹤0.01% |
22,200
+4,700
| +27% | +$403K |
|
1367
CALL
Illinois Tool Works
ITW
$84.5B
| $1.94M | ﹤0.01% |
+8,800
| New | +$1.87M |
|
1368
Conagra Brands
CAG
$7.23B
| $1.94M | ﹤0.01% |
50,088
+50,024
| +78,163% | +$1.81M |
|
1369
CALL
AGNC Investment
AGNC
$12.9B
| $1.94M | ﹤0.01% |
187,100
-23,900
| -11% | -$218K |
|
1370
CALL
Gen Digital
GEN
$17.5B
| $1.93M | ﹤0.01% |
90,000
-900
| -1% | -$19.9K |
|
1371
PUT
KB Home
KBH
$3.59B
| $1.92M | ﹤0.01% |
60,400
+59,800
| +9,967% | +$1.78M |
|
1372
PUT
Carvana
CVNA
$77.9B
| $1.92M | ﹤0.01% |
2,025,500
+879,000
| +77% | +$1.86M |
|
1373
CALL
T. Rowe Price
TROW
$24.3B
| $1.92M | ﹤0.01% |
17,600
+400
| +2% | +$45.3K |
|
1374
PUT
Grand Canyon Education
LOPE
$3.98B
| $1.9M | ﹤0.01% |
+18,000
| New | +$1.8M |
|
1375
APA Corp
APA
$13.2B
| $1.9M | ﹤0.01% |
40,597
-161,470
| -80% | -$7.23M |
|
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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.