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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$1.86B
Cap. Flow
% of AUM
-2.89%
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 | Miscellaneous | 97.06% |
| 2 | Consumer Discretionary | 0.68% |
| 3 | Technology | 0.62% |
| 4 | Industrials | 0.37% |
| 5 | Financials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
PUT
NXP Semiconductors
NXPI
$56.5B
| $24.7M | 0.04% |
156,500
+52,800
| +51% | +$8.37M |
|
452
PUT
Sunrun
RUN
$2.22B
| $24.7M | 0.04% |
1,028,700
-311,500
| -23% | -$8.31M |
|
453
PUT
Simon Property Group
SPG
$68.6B
| $24.6M | 0.04% |
209,500
-111,500
| -35% | -$12.4M |
|
454
PUT
KE Holdings
BEKE
$19B
| $24.5M | 0.04% |
1,757,400
+1,042,000
| +146% | +$14.5M |
|
455
PUT
State Street SPDR S&P Retail ETF
XRT
$279M
| $24.5M | 0.04% |
405,700
-553,000
| -58% | -$34.3M |
|
456
CALL
EOG Resources
EOG
$76.2B
| $24.3M | 0.04% |
187,700
-392,400
| -68% | -$52.2M |
|
457
PUT
iShares US Real Estate ETF
IYR
$4.32B
| $24.3M | 0.04% |
288,400
-370,500
| -56% | -$31.1M |
|
458
PUT
WIX.com
WIX
$3.04B
| $24.2M | 0.04% |
315,100
+128,400
| +69% | +$10.4M |
|
459
PUT
BHP
BHP
$234B
| $24.1M | 0.04% |
387,600
+271,100
| +233% | +$15.2M |
|
460
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $24M | 0.04% |
386,400
+161,400
| +72% | +$10.2M |
|
461
PUT
Seagate
STX
$205B
| $23.9M | 0.04% |
455,200
-56,800
| -11% | -$3.02M |
|
462
PUT
Dell
DELL
$345B
| $23.9M | 0.04% |
594,100
-539,500
| -48% | -$21.3M |
|
463
CALL
SLB Ltd
SLB
$84.7B
| $23.9M | 0.04% |
446,300
-543,700
| -55% | -$27.1M |
|
464
CALL
RH
RH
$2.7B
| $23.8M | 0.04% |
89,200
-63,400
| -42% | -$16.5M |
|
465
CALL
Valero Energy
VLO
$110B
| $23.8M | 0.04% |
187,500
-84,000
| -31% | -$10.5M |
|
466
CALL
Nokia
NOK
$59.6B
| $23.8M | 0.04% |
5,122,000
-1,164,300
| -19% | -$5.37M |
|
467
Occidental Petroleum
OXY
$60.6B
| $23.7M | 0.04% |
376,837
-605,420
| -62% | -$41.2M |
|
468
CALL
Illumina
ILMN
$31.9B
| $23.7M | 0.04% |
+120,584
| New | +$25M |
|
469
PUT
Thermo Fisher Scientific
TMO
$223B
| $23.7M | 0.04% |
43,000
-5,300
| -11% | -$2.81M |
|
470
PUT
Caesars Entertainment
CZR
$6.04B
| $23.6M | 0.04% |
568,200
+196,800
| +53% | +$8.76M |
|
|
471
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $23.5M | 0.04% |
377,800
+302,800
| +404% | +$19.2M |
|
472
PUT
DexCom
DXCM
$31.9B
| $23.5M | 0.04% |
207,300
+69,400
| +50% | +$7.62M |
|
473
CALL
Henry Schein
HSIC
$9.9B
| $23.4M | 0.04% |
+292,900
| New | +$22.2M |
|
474
PUT
Marvell Technology
MRVL
$203B
| $23.3M | 0.04% |
629,200
+198,300
| +46% | +$8.09M |
|
475
PUT
Gilead Sciences
GILD
$182B
| $23.2M | 0.04% |
270,200
+25,900
| +11% | +$2.05M |
|
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TI
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's Q4 2022 filing shows 439 new, 964 increased, 1,143 reduced and 708 closed positions. Its largest new stake was Visa: 141,586 shares worth $29.4M. The largest sale was Cigna, an estimated $463M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.