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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 | |
|---|---|---|---|---|---|---|
401
PUT
CVS Health
CVS
$122B
| $29.8M | 0.05% |
320,000
+136,100
| +74% | +$13.1M |
|
402
CALL
Nucor
NUE
$62.1B
| $29.6M | 0.05% |
224,800
-209,800
| -48% | -$28.5M |
|
403
Bank of America
BAC
$442B
| $29.6M | 0.05% |
894,081
+833,717
| +1,381% | +$28.7M |
|
|
PXD
404
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $29.5M | 0.05% |
129,000
-96,100
| -43% | -$23.4M |
|
405
Uber
UBER
$153B
| $29.4M | 0.05% |
1,189,952
-407,473
| -26% | -$11.2M |
|
406
Visa
V
$677B
| $29.4M | 0.05% |
+141,586
| New | +$28.6M |
|
407
CALL
Viatris
VTRS
$18.9B
| $29.3M | 0.05% |
2,635,900
+591,300
| +29% | +$6.18M |
|
408
CALL
Southwest Airlines
LUV
$23B
| $29.2M | 0.05% |
867,000
+355,700
| +70% | +$12.8M |
|
409
CALL
American Airlines Group
AAL
$10.6B
| $29.1M | 0.05% |
2,284,800
+250,400
| +12% | +$3.4M |
|
410
PUT
Honeywell
HON
$78B
| $29.1M | 0.05% |
143,872
-53,898
| -27% | -$10.3M |
|
411
CALL
Celsius Holdings
CELH
$7.03B
| $29M | 0.05% |
835,500
-224,700
| -21% | -$7.33M |
|
412
CALL
Biogen
BIIB
$30.7B
| $28.8M | 0.04% |
104,100
-13,100
| -11% | -$3.7M |
|
413
CALL
TJX Companies
TJX
$178B
| $28.8M | 0.04% |
361,600
-143,100
| -28% | -$10.6M |
|
414
CALL
Dell
DELL
$293B
| $28.8M | 0.04% |
715,400
-416,200
| -37% | -$16.5M |
|
415
United Rentals
URI
$72.4B
| $28.8M | 0.04% |
80,900
+18,265
| +29% | +$6M |
|
|
ATVI
416
CALL
DELISTED
Activision Blizzard
ATVI
| $28.5M | 0.04% |
371,700
-44,900
| -11% | -$3.33M |
|
417
CALL
Albemarle
ALB
$15.5B
| $28.3M | 0.04% |
130,600
-96,400
| -42% | -$25.7M |
|
418
PUT
Pfizer
PFE
$153B
| $28.2M | 0.04% |
550,100
-135,200
| -20% | -$6.48M |
|
419
CALL
Royal Caribbean
RCL
$85.6B
| $28M | 0.04% |
567,400
-134,800
| -19% | -$7.07M |
|
420
CALL
Sunrun
RUN
$2.46B
| $27.7M | 0.04% |
1,153,500
-374,800
| -25% | -$10M |
|
421
PUT
Winnebago Industries
WGO
$909M
| $27.5M | 0.04% |
521,700
+200
| +0% | +$11.4K |
|
422
PUT
Live Nation Entertainment
LYV
$42.1B
| $27.4M | 0.04% |
393,000
-135,600
| -26% | -$10M |
|
423
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $27.4M | 0.04% |
465,900
-303,400
| -39% | -$18.7M |
|
424
DoorDash
DASH
$93.7B
| $27.1M | 0.04% |
555,455
+23,892
| +4% | +$1.24M |
|
425
Delta Air Lines
DAL
$60.1B
| $27.1M | 0.04% |
825,170
-53,692
| -6% | -$1.78M |
|
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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.