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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 | |
|---|---|---|---|---|---|---|
2051
PUT
Alaska Air
ALK
$5.27B
| $223K | ﹤0.01% |
5,200
| – | – |
|
2052
CALL
Herbalife
HLF
$1.21B
| $223K | ﹤0.01% |
15,000
-67,000
| -82% | -$1.17M |
|
|
TELL
2053
PUT
DELISTED
Tellurian Inc.
TELL
| $222K | ﹤0.01% |
132,300
-111,300
| -46% | -$279K |
|
2054
Boston Beer
SAM
$1.86B
| $221K | ﹤0.01% |
671
-5,160
| -88% | -$1.87M |
|
2055
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $220K | ﹤0.01% |
7,869
-72,964
| -90% | -$1.99M |
|
|
GOEV
2056
PUT
DELISTED
Canoo Inc. Class A Common Stock
GOEV
| $220K | ﹤0.01% |
+389
| New | +$239K |
|
2057
PUT
PBF Energy
PBF
$7.86B
| $220K | ﹤0.01% |
5,400
+3,600
| +200% | +$150K |
|
|
ONC
2058
CALL
BeOne Medicines Ltd
ONC
$40.6B
| $220K | ﹤0.01% |
+1,000
| New | +$183K |
|
2059
CALL
Exelixis
EXEL
$13.1B
| $218K | ﹤0.01% |
+13,600
| New | +$222K |
|
|
CYBR
2060
DELISTED
CyberArk
CYBR
| $218K | ﹤0.01% |
1,678
-3,174
| -65% | -$459K |
|
|
2061
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $216K | ﹤0.01% |
7,700
-93,500
| -92% | -$2.55M |
|
|
AZUL
2062
PUT
DELISTED
Azul
AZUL
| $216K | ﹤0.01% |
35,300
| – | – |
|
2063
PUT
Dropbox
DBX
$8.07B
| $215K | ﹤0.01% |
9,600
-43,100
| -82% | -$948K |
|
2064
PUT
AutoNation
AN
$6.88B
| $215K | ﹤0.01% |
+2,000
| New | +$221K |
|
2065
PUT
Lamb Weston
LW
$7.12B
| $214K | ﹤0.01% |
+2,400
| New | +$204K |
|
2066
Cue Biopharma
CUE
$110M
| $214K | ﹤0.01% |
2,500
| – | – |
|
2067
PUT
American Water Works
AWK
$26.9B
| $213K | ﹤0.01% |
1,400
+300
| +27% | +$43.3K |
|
2068
PUT
Alerian MLP ETF
AMLP
$13.3B
| $213K | ﹤0.01% |
+5,600
| New | +$220K |
|
2069
Revolve Group
RVLV
$1.73B
| $211K | ﹤0.01% |
9,474
-3,340
| -26% | -$80.2K |
|
2070
CALL
Stratasys
SSYS
$769M
| $210K | ﹤0.01% |
17,700
-3,000
| -14% | -$40K |
|
2071
Chubb
CB
$134B
| $210K | ﹤0.01% |
+951
| New | +$198K |
|
|
CRON
2072
Cronos Group
CRON
$1.11B
| $210K | ﹤0.01% |
82,560
-19,983
| -19% | -$58.6K |
|
2073
CALL
SkinHealth Systems
SKIN
$82.9M
| $208K | ﹤0.01% |
22,900
+12,100
| +112% | +$131K |
|
2074
CALL
Appian
APPN
$2.55B
| $208K | ﹤0.01% |
6,400
+2,700
| +73% | +$106K |
|
2075
CALL
Geron
GERN
$949M
| $208K | ﹤0.01% |
+86,100
| New | +$193K |
|
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.