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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 | |
|---|---|---|---|---|---|---|
551
CALL
DuPont de Nemours
DD
$17.7B
| $17.7M | 0.03% |
205,620
+171,602
| +504% | +$13.7M |
|
552
CALL
Generac Holdings
GNRC
$11.2B
| $17.7M | 0.03% |
175,500
-78,500
| -31% | -$8.88M |
|
553
PUT
Five Below
FIVE
$14B
| $17.6M | 0.03% |
99,700
-91,100
| -48% | -$14.3M |
|
554
PUT
Merck
MRK
$366B
| $17.6M | 0.03% |
158,300
-296,800
| -65% | -$30.3M |
|
555
CALL
Dick's Sporting Goods
DKS
$11.8B
| $17.6M | 0.03% |
145,900
-253,100
| -63% | -$28.5M |
|
556
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $17.5M | 0.03% |
495,400
-1,012,600
| -67% | -$34.4M |
|
557
CALL
Datadog
DDOG
$75.5B
| $17.4M | 0.03% |
237,200
-1,609,700
| -87% | -$126M |
|
558
PUT
Eli Lilly
LLY
$1T
| $17.4M | 0.03% |
47,600
-12,200
| -20% | -$4.33M |
|
559
PUT
Ambarella
AMBA
$2.8B
| $17.4M | 0.03% |
211,700
+101,900
| +93% | +$6.78M |
|
|
560
PUT
Comcast
CMCSA
$93.4B
| $17.4M | 0.03% |
497,200
+205,500
| +70% | +$6.8M |
|
|
JWN
561
CALL
DELISTED
Nordstrom
JWN
| $17.3M | 0.03% |
1,070,500
+57,400
| +6% | +$1.1M |
|
562
PUT
HUB Group
HUBG
$2.21B
| $17.2M | 0.03% |
432,600
+392,600
| +982% | +$15.3M |
|
563
PUT
Scotiabank
BNS
$113B
| $17.1M | 0.03% |
350,000
| – | – |
|
564
CALL
Altria Group
MO
$114B
| $17.1M | 0.03% |
374,600
+71,400
| +24% | +$3.23M |
|
565
CALL
Ross Stores
ROST
$73.3B
| $17.1M | 0.03% |
147,000
-167,400
| -53% | -$17.1M |
|
566
PUT
Darden Restaurants
DRI
$24.2B
| $17M | 0.03% |
123,000
-79,500
| -39% | -$11.1M |
|
567
Berkshire Hathaway Class B
BRK.B
$1.08T
| $16.9M | 0.03% |
+54,870
| New | +$16.3M |
|
568
CALL
Prologis
PLD
$132B
| $16.9M | 0.03% |
150,200
-69,700
| -32% | -$7.72M |
|
|
SPWR
569
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $16.9M | 0.03% |
937,700
-394,500
| -30% | -$8.08M |
|
570
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
| $16.8M | 0.03% |
260,800
+229,000
| +720% | +$16M |
|
571
CALL
Caesars Entertainment
CZR
$6.04B
| $16.8M | 0.03% |
402,900
+188,300
| +88% | +$8.38M |
|
572
PUT
State Street SPDR S&P Bank ETF
KBE
$1.59B
| $16.7M | 0.03% |
370,100
+300,000
| +428% | +$14.1M |
|
573
Williams-Sonoma
WSM
$26.8B
| $16.6M | 0.03% |
289,520
+63,536
| +28% | +$3.81M |
|
574
PUT
Gen Digital
GEN
$17.8B
| $16.6M | 0.03% |
776,200
-1,400
| -0.2% | -$30.9K |
|
575
PUT
Regeneron Pharmaceuticals
REGN
$83.4B
| $16.6M | 0.03% |
23,000
-7,900
| -26% | -$5.83M |
|
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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.