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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 | |
|---|---|---|---|---|---|---|
|
DFS
476
CALL
DELISTED
Discover Financial Services
DFS
| $23.2M | 0.04% |
237,100
-32,200
| -12% | -$3.24M |
|
477
PUT
D.R. Horton
DHI
$42.3B
| $23.2M | 0.04% |
259,900
+197,400
| +316% | +$15.8M |
|
478
CALL
Okta
OKTA
$25.8B
| $23.1M | 0.04% |
338,500
-266,300
| -44% | -$15.2M |
|
479
CALL
Vale
VALE
$62.6B
| $23.1M | 0.04% |
1,361,800
+708,900
| +109% | +$10.7M |
|
480
PUT
Dollar Tree
DLTR
$25.2B
| $23.1M | 0.04% |
163,300
-95,100
| -37% | -$14.2M |
|
481
CALL
Starbucks
SBUX
$120B
| $23M | 0.04% |
232,100
-456,800
| -66% | -$43.1M |
|
482
PUT
ON Semiconductor
ON
$31.6B
| $23M | 0.04% |
368,100
+110,800
| +43% | +$7.39M |
|
483
PUT
Meta Platforms (Facebook)
META
$1.51T
| $22.7M | 0.04% |
188,900
-567,900
| -75% | -$66.7M |
|
|
484
PUT
Okta
OKTA
$25.8B
| $22.7M | 0.04% |
332,000
-157,400
| -32% | -$8.99M |
|
485
PUT
Zillow
Z
$7.56B
| $22.6M | 0.04% |
701,100
+239,700
| +52% | +$7.94M |
|
486
CALL
Trip.com Group
TCOM
$29.1B
| $22.6M | 0.04% |
+655,600
| New | +$18.8M |
|
487
CALL
Madrigal Pharmaceuticals
MDGL
$11.8B
| $22.6M | 0.04% |
+77,700
| New | +$7.6M |
|
488
PUT
S&P Global
SPGI
$120B
| $22.5M | 0.04% |
67,300
-22,600
| -25% | -$7.45M |
|
489
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $22.5M | 0.04% |
267,700
-89,700
| -25% | -$7.53M |
|
490
Boeing
BA
$185B
| $22.5M | 0.03% |
118,119
-55,168
| -32% | -$9.02M |
|
|
EA
491
PUT
DELISTED
Electronic Arts
EA
| $22.5M | 0.03% |
183,800
+55,300
| +43% | +$6.95M |
|
492
PUT
Arbor Realty Trust
ABR
$998M
| $22.4M | 0.03% |
1,696,200
-5,000
| -0.3% | -$67.9K |
|
|
493
CALL
S&P Global
SPGI
$120B
| $22.2M | 0.03% |
66,200
-35,200
| -35% | -$11.6M |
|
494
PUT
Southwest Airlines
LUV
$23B
| $22.1M | 0.03% |
655,200
+430,300
| +191% | +$15.5M |
|
495
PUT
American International
AIG
$41.3B
| $22.1M | 0.03% |
348,700
+99,600
| +40% | +$5.8M |
|
496
CALL
Autodesk
ADSK
$52.6B
| $21.9M | 0.03% |
117,300
+34,600
| +42% | +$6.94M |
|
497
PUT
Bath & Body Works
BBWI
$4.1B
| $21.9M | 0.03% |
520,100
+347,000
| +200% | +$12.9M |
|
498
CALL
Academy Sports + Outdoors
ASO
$2.98B
| $21.8M | 0.03% |
415,000
-1,122,700
| -73% | -$53.6M |
|
499
PUT
Cameco
CCJ
$42.4B
| $21.8M | 0.03% |
960,800
+239,300
| +33% | +$5.63M |
|
500
Expedia Group
EXPE
$37.3B
| $21.6M | 0.03% |
246,656
+100,501
| +69% | +$9.51M |
|
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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.