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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 | |
|---|---|---|---|---|---|---|
251
PUT
AT&T
T
$163B
| $56.2M | 0.09% |
3,052,000
+2,273,900
| +292% | +$40.7M |
|
252
CALL
McDonald's
MCD
$195B
| $56.2M | 0.09% |
213,200
-134,800
| -39% | -$35.6M |
|
253
CALL
Simon Property Group
SPG
$72.3B
| $55.8M | 0.09% |
474,900
-226,200
| -32% | -$25.1M |
|
254
CALL
SolarEdge
SEDG
$1.95B
| $55M | 0.09% |
194,200
-20,100
| -9% | -$5.33M |
|
255
PUT
Citigroup
C
$226B
| $54.9M | 0.09% |
1,214,600
-1,682,000
| -58% | -$76.4M |
|
256
CALL
Eli Lilly
LLY
$1.06T
| $54.9M | 0.09% |
150,000
+54,600
| +57% | +$19.4M |
|
257
PUT
Dow Inc
DOW
$21.2B
| $54.8M | 0.09% |
1,088,500
-225,800
| -17% | -$11M |
|
258
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $54.4M | 0.08% |
1,960,000
+840,000
| +75% | +$25.1M |
|
259
PUT
Macy's
M
$6.68B
| $54.3M | 0.08% |
2,631,100
+2,073,500
| +372% | +$42.5M |
|
260
PUT
Bilibili
BILI
$7.84B
| $54.3M | 0.08% |
2,293,300
+2,127,400
| +1,282% | +$33.8M |
|
261
CALL
Ulta Beauty
ULTA
$24.3B
| $54.3M | 0.08% |
115,800
-45,400
| -28% | -$19.6M |
|
262
CALL
Verizon
VZ
$196B
| $54.2M | 0.08% |
1,374,500
+284,700
| +26% | +$10.7M |
|
263
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $53.9M | 0.08% |
649,500
-3,300
| -0.5% | -$267K |
|
264
CALL
PNC Financial Services
PNC
$101B
| $53.8M | 0.08% |
340,700
-45,500
| -12% | -$7.16M |
|
265
PUT
Etsy
ETSY
$7.85B
| $53.8M | 0.08% |
448,800
-125,300
| -22% | -$14.3M |
|
266
CALL
Union Pacific
UNP
$174B
| $53.3M | 0.08% |
257,300
-199,700
| -44% | -$41M |
|
|
267
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $53.3M | 0.08% |
392,149
+302,542
| +338% | +$40.1M |
|
268
PUT
General Motors
GM
$76.8B
| $52.8M | 0.08% |
1,570,200
-746,500
| -32% | -$27.6M |
|
|
269
CALL
Chipotle Mexican Grill
CMG
$41.5B
| $52.4M | 0.08% |
1,890,000
+640,000
| +51% | +$19.1M |
|
270
PUT
RTX Corp
RTX
$301B
| $52M | 0.08% |
515,500
+238,900
| +86% | +$22.5M |
|
271
PUT
VanEck Semiconductor ETF
SMH
$73.2B
| $51.6M | 0.08% |
508,400
-456,800
| -47% | -$46.4M |
|
272
PUT
Pinterest
PINS
$13.4B
| $51.5M | 0.08% |
2,121,000
-625,000
| -23% | -$14.9M |
|
273
PUT
KLA
KLAC
$259B
| $51M | 0.08% |
1,354,000
+965,000
| +248% | +$33.6M |
|
274
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $50.9M | 0.08% |
374,700
-49,100
| -12% | -$7.12M |
|
|
275
CALL
Macy's
M
$6.68B
| $50.2M | 0.08% |
2,431,600
+1,394,400
| +134% | +$28.6M |
|
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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.