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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 | |
|---|---|---|---|---|---|---|
276
PUT
Twilio
TWLO
$36.6B
| $50.2M | 0.08% |
1,024,700
+872,500
| +573% | +$49.7M |
|
277
PUT
Mercado Libre
MELI
$92.3B
| $49.3M | 0.08% |
58,200
-72,100
| -55% | -$64.2M |
|
278
PUT
Cisco
CSCO
$479B
| $48.9M | 0.08% |
1,026,900
-251,100
| -20% | -$11.4M |
|
|
279
CALL
TSMC
TSM
$2.18T
| $48.2M | 0.07% |
646,900
-353,500
| -35% | -$25.6M |
|
280
CALL
American Express
AXP
$230B
| $47.9M | 0.07% |
324,000
-96,400
| -23% | -$14.3M |
|
281
PUT
Zoom
ZM
$30.6B
| $47.8M | 0.07% |
706,200
-104,100
| -13% | -$7.91M |
|
282
PUT
Dollar General
DG
$27.9B
| $46.7M | 0.07% |
189,800
+123,900
| +188% | +$30.6M |
|
|
283
Comcast
CMCSA
$90B
| $46.5M | 0.07% |
1,329,794
+1,329,134
| +201,384% | +$44M |
|
284
CALL
Uber
UBER
$153B
| $46.4M | 0.07% |
1,877,000
-892,200
| -32% | -$24.4M |
|
285
PUT
GE Aerospace
GE
$384B
| $46.2M | 0.07% |
884,727
-289,720
| -25% | -$14.2M |
|
286
PUT
SolarEdge
SEDG
$1.95B
| $46.1M | 0.07% |
162,800
-37,200
| -19% | -$9.87M |
|
287
CALL
Devon Energy
DVN
$47.3B
| $46M | 0.07% |
748,100
-932,100
| -55% | -$63.5M |
|
288
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $46M | 0.07% |
1,625,000
-797,500
| -33% | -$20.6M |
|
289
CALL
Blackrock
BLK
$176B
| $45.6M | 0.07% |
64,400
-2,900
| -4% | -$1.94M |
|
290
CALL
United Airlines
UAL
$42.1B
| $45.2M | 0.07% |
1,199,600
+445,700
| +59% | +$18.1M |
|
291
PUT
Charter Communications
CHTR
$18.2B
| $45.2M | 0.07% |
133,300
+37,800
| +40% | +$13.3M |
|
292
CALL
BILL Holdings
BILL
$4.78B
| $45.2M | 0.07% |
414,800
+131,500
| +46% | +$15.8M |
|
293
PUT
Newmont
NEM
$119B
| $45.1M | 0.07% |
954,500
-681,000
| -42% | -$30.4M |
|
294
PUT
iShares Core S&P 500 ETF
IVV
$902B
| $44.7M | 0.07% |
116,400
-21,700
| -16% | -$8.37M |
|
295
PUT
Lowe's Companies
LOW
$125B
| $44.6M | 0.07% |
223,800
-127,600
| -36% | -$25.5M |
|
|
296
CALL
Mercado Libre
MELI
$92.3B
| $44.4M | 0.07% |
52,500
-81,900
| -61% | -$72.9M |
|
297
PUT
Atlassian
TEAM
$37.8B
| $44.4M | 0.07% |
344,700
+86,700
| +34% | +$13.8M |
|
298
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
| $44.2M | 0.07% |
672,900
-432,500
| -39% | -$27.1M |
|
299
CALL
KLA
KLAC
$259B
| $44.1M | 0.07% |
1,170,000
+463,000
| +65% | +$16.1M |
|
300
CALL
Dow Inc
DOW
$21.2B
| $44M | 0.07% |
872,700
-603,400
| -41% | -$29.5M |
|
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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.