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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 | |
|---|---|---|---|---|---|---|
1451
CALL
United Natural Foods
UNFI
$2.85B
| $1.55M | ﹤0.01% |
+40,000
| New | +$1.65M |
|
1452
PUT
Western Union
WU
$2.21B
| $1.54M | ﹤0.01% |
112,000
-52,600
| -32% | -$726K |
|
1453
Affirm
AFRM
$25.2B
| $1.54M | ﹤0.01% |
159,110
+72,986
| +85% | +$1.1M |
|
|
VSXY
1454
PUT
Victoria's Secret
VSXY
$7.83B
| $1.52M | ﹤0.01% |
42,600
-17,600
| -29% | -$699K |
|
1455
CALL
Lantheus
LNTH
$6.59B
| $1.52M | ﹤0.01% |
+29,900
| New | +$1.84M |
|
1456
CALL
Arcutis Biotherapeutics
ARQT
$3.18B
| $1.52M | ﹤0.01% |
+102,800
| New | +$1.8M |
|
1457
Lyft
LYFT
$6.63B
| $1.52M | ﹤0.01% |
137,720
-815,682
| -86% | -$9.84M |
|
1458
8x8 Inc
EGHT
$332M
| $1.51M | ﹤0.01% |
350,209
+100,052
| +40% | +$402K |
|
1459
AngloGold Ashanti
AU
$48.7B
| $1.51M | ﹤0.01% |
+77,889
| New | +$1.28M |
|
1460
Illumina
ILMN
$28.4B
| $1.51M | ﹤0.01% |
7,669
-1,771
| -19% | -$367K |
|
1461
Crocs
CROX
$6.55B
| $1.51M | ﹤0.01% |
13,908
| – | – |
|
1462
PUT
QuantumScape Corp
QS
$3.74B
| $1.51M | ﹤0.01% |
265,500
+241,600
| +1,011% | +$1.79M |
|
1463
CALL
Associated Banc-Corp
ASB
$5.91B
| $1.5M | ﹤0.01% |
65,100
| – | – |
|
1464
CALL
Enovix
ENVX
$1.03B
| $1.5M | ﹤0.01% |
137,943
+137,029
| +14,992% | +$1.69M |
|
1465
Deutsche Bank
DB
$71.5B
| $1.5M | ﹤0.01% |
130,161
+28,097
| +28% | +$277K |
|
1466
CALL
ATI
ATI
$31B
| $1.49M | ﹤0.01% |
+50,000
| New | +$1.46M |
|
1467
CALL
Cinemark Holdings
CNK
$4.32B
| $1.49M | ﹤0.01% |
+171,700
| New | +$1.93M |
|
|
VTLE
1468
DELISTED
Vital Energy
VTLE
| $1.49M | ﹤0.01% |
28,897
-46,012
| -61% | -$2.84M |
|
|
VISN
1469
CALL
Vistance Networks Inc
VISN
$2.52B
| $1.48M | ﹤0.01% |
+201,800
| New | +$1.95M |
|
1470
CALL
Lumen
LUMN
$6.44B
| $1.48M | ﹤0.01% |
283,400
-288,400
| -50% | -$1.77M |
|
1471
PUT
Veeva Systems
VEEV
$37.4B
| $1.47M | ﹤0.01% |
9,100
-43,600
| -83% | -$7.45M |
|
1472
BlackBerry
BB
$5.26B
| $1.47M | ﹤0.01% |
449,716
-628,953
| -58% | -$2.79M |
|
1473
PUT
PagSeguro Digital
PAGS
$2.55B
| $1.46M | ﹤0.01% |
167,600
| – | – |
|
1474
HSBC
HSBC
$356B
| $1.46M | ﹤0.01% |
46,975
-244,228
| -84% | -$6.93M |
|
1475
Haleon
HLN
$44.2B
| $1.46M | ﹤0.01% |
182,179
| – | – |
|
Similar funds
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.