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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 | |
|---|---|---|---|---|---|---|
676
PUT
HubSpot
HUBS
$10.5B
| $13.1M | 0.02% |
45,200
-14,200
| -24% | -$4.03M |
|
677
CALL
Accenture
ACN
$108B
| $13M | 0.02% |
48,700
-36,300
| -43% | -$10M |
|
678
Starbucks
SBUX
$120B
| $12.9M | 0.02% |
130,038
-387,873
| -75% | -$36.6M |
|
679
Cloudflare
NET
$107B
| $12.9M | 0.02% |
285,155
+176,356
| +162% | +$8.72M |
|
|
X
680
CALL
DELISTED
US Steel
X
| $12.9M | 0.02% |
513,700
-263,900
| -34% | -$6.09M |
|
681
PUT
Skyworks Solutions
SWKS
$10.6B
| $12.7M | 0.02% |
139,900
-7,200
| -5% | -$645K |
|
682
CALL
Coinbase
COIN
$40.5B
| $12.7M | 0.02% |
359,600
-35,300
| -9% | -$1.86M |
|
683
PUT
Aflac
AFL
$62.6B
| $12.7M | 0.02% |
176,800
+14,300
| +9% | +$957K |
|
684
CALL
Li Auto
LI
$12.7B
| $12.7M | 0.02% |
623,100
-1,191,700
| -66% | -$22.7M |
|
685
CALL
Invesco Solar ETF
TAN
$1.49B
| $12.6M | 0.02% |
172,800
+152,800
| +764% | +$11.5M |
|
686
CALL
Keurig Dr Pepper
KDP
$40.8B
| $12.5M | 0.02% |
351,200
+168,900
| +93% | +$6.33M |
|
687
Royal Caribbean
RCL
$85.6B
| $12.5M | 0.02% |
252,002
-154,421
| -38% | -$8.1M |
|
688
CALL
Crown Castle
CCI
$32.2B
| $12.4M | 0.02% |
91,400
+88,100
| +2,670% | +$11.9M |
|
|
FYBR
689
CALL
DELISTED
Frontier Communications
FYBR
| $12.3M | 0.02% |
484,600
-174,000
| -26% | -$4.18M |
|
690
CALL
Darden Restaurants
DRI
$24.4B
| $12.3M | 0.02% |
89,000
-174,500
| -66% | -$24.3M |
|
691
PUT
Rivian
RIVN
$23.2B
| $12.3M | 0.02% |
666,300
+406,400
| +156% | +$12M |
|
692
PUT
Boston Scientific
BSX
$71.5B
| $12.3M | 0.02% |
265,000
+110,500
| +72% | +$4.78M |
|
|
EA
693
CALL
DELISTED
Electronic Arts
EA
| $12.2M | 0.02% |
99,700
+46,100
| +86% | +$5.79M |
|
|
694
CALL
HubSpot
HUBS
$10.5B
| $12.2M | 0.02% |
42,100
-22,700
| -35% | -$6.43M |
|
695
PUT
Ferrari
RACE
$72.5B
| $12.1M | 0.02% |
56,700
+30,500
| +116% | +$6.29M |
|
696
CALL
CME Group
CME
$94.8B
| $12.1M | 0.02% |
72,200
+69,800
| +2,908% | +$12.1M |
|
697
PUT
Spotify
SPOT
$100B
| $12.1M | 0.02% |
153,100
+114,900
| +301% | +$9.27M |
|
698
CALL
Antero Resources
AR
$10.7B
| $11.9M | 0.02% |
385,600
+150,200
| +64% | +$5.19M |
|
699
Chewy
CHWY
$9.63B
| $11.9M | 0.02% |
321,510
-108,785
| -25% | -$4.24M |
|
|
HEES
700
CALL
DELISTED
H&E Equipment Services
HEES
| $11.8M | 0.02% |
+260,000
| New | +$10.1M |
|
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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.