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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 | |
|---|---|---|---|---|---|---|
326
PUT
RH
RH
$3.71B
| $39.9M | 0.06% |
149,200
-84,700
| -36% | -$22.1M |
|
327
PUT
American Express
AXP
$230B
| $39.8M | 0.06% |
269,600
-27,200
| -9% | -$4.03M |
|
328
CALL
Marvell Technology
MRVL
$196B
| $39.7M | 0.06% |
1,071,000
+315,300
| +42% | +$12.9M |
|
329
CALL
United Rentals
URI
$72.4B
| $39.6M | 0.06% |
111,500
-64,300
| -37% | -$21.1M |
|
330
PUT
Amgen
AMGN
$222B
| $39.3M | 0.06% |
149,800
-275,200
| -65% | -$73.8M |
|
331
PUT
Bristol-Myers Squibb
BMY
$132B
| $39.3M | 0.06% |
546,800
+110,600
| +25% | +$8.34M |
|
332
PUT
ASML
ASML
$669B
| $39.2M | 0.06% |
71,800
-14,200
| -17% | -$7.44M |
|
333
CALL
Delta Air Lines
DAL
$60.1B
| $39.1M | 0.06% |
1,189,300
-928,400
| -44% | -$30.8M |
|
|
B
334
PUT
Barrick Mining
B
$73.2B
| $39M | 0.06% |
2,272,500
+1,055,300
| +87% | +$16.8M |
|
335
CALL
Rio Tinto
RIO
$164B
| $39M | 0.06% |
547,700
-148,700
| -21% | -$9.34M |
|
336
CALL
ServiceNow
NOW
$129B
| $38.9M | 0.06% |
501,500
-71,000
| -12% | -$5.55M |
|
337
PUT
ConocoPhillips
COP
$141B
| $38.7M | 0.06% |
327,900
+155,900
| +91% | +$18.9M |
|
338
CALL
Kraft Heinz
KHC
$30B
| $38.6M | 0.06% |
949,200
+169,800
| +22% | +$6.45M |
|
339
CALL
Phillips 66
PSX
$81.4B
| $38.5M | 0.06% |
369,500
-210,500
| -36% | -$21.5M |
|
340
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $38.4M | 0.06% |
401,300
| – | – |
|
341
CALL
DoorDash
DASH
$93.7B
| $38.2M | 0.06% |
782,700
-228,800
| -23% | -$11.9M |
|
342
CALL
Domino's
DPZ
$11.6B
| $38.2M | 0.06% |
110,300
-3,000
| -3% | -$1.05M |
|
343
PUT
Expedia Group
EXPE
$37.3B
| $38.1M | 0.06% |
435,500
-40,100
| -8% | -$3.79M |
|
344
United Airlines
UAL
$42.1B
| $37.6M | 0.06% |
998,234
+871,438
| +687% | +$35.4M |
|
345
PUT
Herbalife
HLF
$1.29B
| $37.2M | 0.06% |
2,502,700
+1,431,900
| +134% | +$24.9M |
|
346
PUT
Cleveland-Cliffs
CLF
$6.99B
| $36.7M | 0.06% |
2,276,200
+622,600
| +38% | +$9.38M |
|
347
CALL
Baidu
BIDU
$37.2B
| $36.6M | 0.06% |
319,700
+225,400
| +239% | +$23M |
|
|
348
PUT
Baidu
BIDU
$37.2B
| $36.5M | 0.06% |
319,500
-193,300
| -38% | -$19.7M |
|
|
PXD
349
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $36.3M | 0.06% |
158,800
-125,500
| -44% | -$30.5M |
|
350
PUT
BILL Holdings
BILL
$4.78B
| $36M | 0.06% |
330,700
-39,300
| -11% | -$4.72M |
|
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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.