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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 | |
|---|---|---|---|---|---|---|
1576
MSCI
MSCI
$40.9B
| $1.1M | ﹤0.01% |
2,354
-4,870
| -67% | -$2.27M |
|
1577
Occidental Petroleum Corp Warrants
OXY.WS
$32B
| $1.09M | ﹤0.01% |
26,549
| – | – |
|
1578
PUT
Target Hospitality
TH
$1.64B
| $1.09M | ﹤0.01% |
+72,100
| New | +$971K |
|
|
AMRN
1579
CALL
Amarin Corp
AMRN
$303M
| $1.09M | ﹤0.01% |
+45,000
| New | +$1.08M |
|
1580
CALL
FIGS
FIGS
$2.37B
| $1.09M | ﹤0.01% |
161,300
+156,100
| +3,002% | +$1.12M |
|
1581
Aurinia Pharmaceuticals
AUPH
$2.11B
| $1.08M | ﹤0.01% |
250,179
+3,616
| +1% | +$21K |
|
1582
CALL
Global E Online
GLBE
$7.11B
| $1.08M | ﹤0.01% |
52,300
-41,900
| -44% | -$951K |
|
1583
PUT
Teladoc Health
TDOC
$1.3B
| $1.08M | ﹤0.01% |
45,500
-36,700
| -45% | -$990K |
|
1584
Palantir
PLTR
$413B
| $1.07M | ﹤0.01% |
+167,264
| New | +$1.27M |
|
1585
CALL
PVH
PVH
$4.04B
| $1.07M | ﹤0.01% |
15,100
-7,500
| -33% | -$447K |
|
1586
Dave & Buster's
PLAY
$357M
| $1.06M | ﹤0.01% |
30,043
-123,141
| -80% | -$4.45M |
|
1587
RXO
RXO
$3.58B
| $1.05M | ﹤0.01% |
+61,291
| New | +$1.09M |
|
1588
PUT
Tilray
TLRY
$622M
| $1.05M | ﹤0.01% |
39,010
| – | – |
|
1589
Microsoft
MSFT
$3.71T
| $1.05M | ﹤0.01% |
4,358
+3,329
| +324% | +$799K |
|
1590
PUT
Crown Castle
CCI
$32.2B
| $1.04M | ﹤0.01% |
7,700
+4,400
| +133% | +$595K |
|
1591
Lumen
LUMN
$6.44B
| $1.04M | ﹤0.01% |
200,000
+75,000
| +60% | +$461K |
|
1592
PUT
Dillards
DDS
$9.56B
| $1.03M | ﹤0.01% |
3,200
-1,300
| -29% | -$423K |
|
|
COOP
1593
DELISTED
Mr. Cooper
COOP
| $1.03M | ﹤0.01% |
25,756
-14,668
| -36% | -$619K |
|
1594
CALL
Virtu Financial
VIRT
$4.93B
| $1.03M | ﹤0.01% |
50,400
+400
| +0.8% | +$8.69K |
|
1595
PUT
Comstock Resources
CRK
$3.94B
| $1.03M | ﹤0.01% |
+75,000
| New | +$1.28M |
|
1596
PUT
Super Micro Computer
SMCI
$20.1B
| $1.03M | ﹤0.01% |
+125,000
| New | +$952K |
|
1597
CALL
Ball Corp
BALL
$16.8B
| $1.02M | ﹤0.01% |
20,000
-12,300
| -38% | -$637K |
|
|
FYBR
1598
DELISTED
Frontier Communications
FYBR
| $1.02M | ﹤0.01% |
+40,087
| New | +$963K |
|
1599
Hecla Mining
HL
$11.3B
| $1.02M | ﹤0.01% |
183,488
+113,110
| +161% | +$562K |
|
1600
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $1.02M | ﹤0.01% |
16,900
+2,700
| +19% | +$160K |
|
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.