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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 | |
|---|---|---|---|---|---|---|
1701
CALL
Invesco DB Agriculture Fund
DBA
$1.23B
| $772K | ﹤0.01% |
38,300
+100
| +0.3% | +$2K |
|
|
OSG
1702
Octave Specialty Group
OSG
$222M
| $768K | ﹤0.01% |
44,029
-42,632
| -49% | -$633K |
|
1703
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $766K | ﹤0.01% |
5,400
-4,800
| -47% | -$682K |
|
1704
CALL
HP
HPQ
$27.5B
| $763K | ﹤0.01% |
28,400
-28,000
| -50% | -$775K |
|
|
FLNA
1705
Filana Therapeutics
FLNA
$48.1M
| $761K | ﹤0.01% |
25,758
-2,687
| -9% | -$96.6K |
|
1706
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
| $759K | ﹤0.01% |
10,315
+10,311
| +257,775% | +$749K |
|
|
1707
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
| $758K | ﹤0.01% |
10,300
+4,600
| +81% | +$334K |
|
|
NKLA
1708
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $758K | ﹤0.01% |
+11,690
| New | +$977K |
|
1709
Netflix
NFLX
$309B
| $755K | ﹤0.01% |
25,600
-50,000
| -66% | -$1.4M |
|
1710
PUT
GameStop
GME
$8.6B
| $751K | ﹤0.01% |
40,700
-4,200
| -9% | -$103K |
|
1711
CALL
Nutanix
NTNX
$16.9B
| $745K | ﹤0.01% |
28,600
-457,700
| -94% | -$12.5M |
|
1712
CALL
Ginkgo Bioworks
DNA
$521M
| $742K | ﹤0.01% |
10,983
-3,650
| -25% | -$336K |
|
1713
PUT
Unilever
UL
$136B
| $740K | ﹤0.01% |
13,067
+12,800
| +4,794% | +$685K |
|
1714
Equinix
EQIX
$103B
| $739K | ﹤0.01% |
+1,128
| New | +$697K |
|
|
BBBY
1715
PUT
Bed Bath & Beyond
BBBY
$442M
| $736K | ﹤0.01% |
41,800
+17,380
| +71% | +$374K |
|
1716
JB Hunt Transport Services
JBHT
$25.2B
| $735K | ﹤0.01% |
4,214
-693
| -14% | -$121K |
|
|
HOLI
1717
CALL
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
| $734K | ﹤0.01% |
+44,700
| New | +$745K |
|
1718
PUT
NetApp
NTAP
$37.2B
| $733K | ﹤0.01% |
12,200
+400
| +3% | +$26.5K |
|
1719
CALL
Merchants Bancorp
MBIN
$2.49B
| $730K | ﹤0.01% |
+30,000
| New | +$730K |
|
|
FSR
1720
CALL
DELISTED
Fisker Inc.
FSR
| $729K | ﹤0.01% |
100,300
+12,700
| +14% | +$94.5K |
|
|
CHX
1721
PUT
DELISTED
ChampionX
CHX
| $725K | ﹤0.01% |
+25,000
| New | +$690K |
|
1722
Ternium
TX
$10.6B
| $724K | ﹤0.01% |
23,687
-9,244
| -28% | -$276K |
|
1723
CALL
Enbridge
ENB
$112B
| $719K | ﹤0.01% |
18,400
-400
| -2% | -$15.6K |
|
1724
PUT
Fiverr
FVRR
$339M
| $717K | ﹤0.01% |
24,600
-4,300
| -15% | -$135K |
|
1725
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$14.7B
| $716K | ﹤0.01% |
14,000
-45,500
| -76% | -$2.36M |
|
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.