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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 | |
|---|---|---|---|---|---|---|
|
WW
2101
DELISTED
WW International
WW
| $192K | ﹤0.01% |
+49,827
| New | +$200K |
|
2102
CALL
Polaris
PII
$3.97B
| $192K | ﹤0.01% |
1,900
-2,000
| -51% | -$208K |
|
2103
PUT
Fastenal
FAST
$59.8B
| $189K | ﹤0.01% |
8,000
-3,400
| -30% | -$83.1K |
|
2104
PUT
Ventas
VTR
$47.2B
| $189K | ﹤0.01% |
+4,200
| New | +$177K |
|
2105
CALL
Fortuna Silver Mines
FSM
$3.18B
| $187K | ﹤0.01% |
+49,900
| New | +$165K |
|
2106
Ecopetrol
EC
$35.1B
| $187K | ﹤0.01% |
+17,826
| New | +$174K |
|
2107
PUT
Boyd Gaming
BYD
$5.92B
| $185K | ﹤0.01% |
3,400
-3,100
| -48% | -$175K |
|
2108
Ginkgo Bioworks
DNA
$500M
| $184K | ﹤0.01% |
+2,724
| New | +$251K |
|
2109
Check Point Software Technologies
CHKP
$13.4B
| $184K | ﹤0.01% |
+1,455
| New | +$182K |
|
2110
CALL
Knight Transportation
KNX
$11.2B
| $183K | ﹤0.01% |
+3,500
| New | +$181K |
|
|
AZUL
2111
DELISTED
Azul
AZUL
| $183K | ﹤0.01% |
29,932
+17,972
| +150% | +$140K |
|
2112
Unilever
UL
$135B
| $183K | ﹤0.01% |
+3,225
| New | +$173K |
|
|
LAC
2113
PUT
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $182K | ﹤0.01% |
9,600
-10,200
| -52% | -$248K |
|
2114
CALL
Kosmos Energy
KOS
$1.49B
| $181K | ﹤0.01% |
28,500
+10,300
| +57% | +$64.3K |
|
2115
Resideo Technologies
REZI
$3.67B
| $180K | ﹤0.01% |
10,970
+72
| +0.7% | +$1.3K |
|
2116
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$238M
| $180K | ﹤0.01% |
2,700
-600
| -18% | -$39.8K |
|
2117
Wingstop
WING
$3.2B
| $176K | ﹤0.01% |
+1,279
| New | +$189K |
|
2118
Yeti Holdings
YETI
$3.99B
| $176K | ﹤0.01% |
4,259
-13,450
| -76% | -$505K |
|
2119
PUT
Ciena
CIEN
$54.9B
| $173K | ﹤0.01% |
3,400
+800
| +31% | +$36.2K |
|
|
WE
2120
CALL
DELISTED
WeWork Inc.
WE
| $173K | ﹤0.01% |
+3,028
| New | +$284K |
|
2121
Progyny
PGNY
$2.18B
| $173K | ﹤0.01% |
5,557
-7,833
| -58% | -$283K |
|
|
2122
PUT
Knight Transportation
KNX
$11.2B
| $173K | ﹤0.01% |
+3,300
| New | +$171K |
|
2123
PUT
F5
FFIV
$23.2B
| $172K | ﹤0.01% |
1,200
-100
| -8% | -$14.6K |
|
2124
iShares Silver Trust
SLV
$32B
| $171K | ﹤0.01% |
7,745
+7,744
| +774,400% | +$152K |
|
2125
Blue Owl Capital
OWL
$18.2B
| $170K | ﹤0.01% |
16,061
+827
| +5% | +$8.73K |
|
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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.