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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 | |
|---|---|---|---|---|---|---|
826
CALL
Tapestry
TPR
$32.8B
| $8.24M | 0.01% |
216,300
-84,800
| -28% | -$2.9M |
|
|
RXDX
827
CALL
DELISTED
Prometheus Biosciences, Inc. Common Stock
RXDX
| $8.23M | 0.01% |
+74,800
| New | +$4.85M |
|
|
CMA
828
CALL
DELISTED
Comerica
CMA
| $8.22M | 0.01% |
+123,000
| New | +$8.52M |
|
829
CALL
Sun Life Financial
SLF
$45.4B
| $8.21M | 0.01% |
176,900
| – | – |
|
830
NXP Semiconductors
NXPI
$60.4B
| $8.19M | 0.01% |
51,810
+6,007
| +13% | +$953K |
|
831
PUT
Crocs
CROX
$6.55B
| $8.19M | 0.01% |
75,500
-10,600
| -12% | -$937K |
|
832
PUT
Toronto Dominion Bank
TD
$200B
| $8.1M | 0.01% |
125,000
+90,000
| +257% | +$5.81M |
|
833
First Solar
FSLR
$26.9B
| $8.09M | 0.01% |
+53,988
| New | +$8M |
|
834
PUT
GlobalFoundries
GFS
$29.6B
| $8.08M | 0.01% |
+150,000
| New | +$8.77M |
|
835
PUT
Cognizant
CTSH
$26B
| $8.08M | 0.01% |
141,200
+105,400
| +294% | +$6.18M |
|
836
PUT
Toast
TOST
$19.9B
| $8.06M | 0.01% |
447,200
+291,000
| +186% | +$5.47M |
|
837
CALL
Steris
STE
$23.1B
| $8.05M | 0.01% |
+43,600
| New | +$7.67M |
|
838
Cadence Design Systems
CDNS
$93.4B
| $8.02M | 0.01% |
49,954
+27,748
| +125% | +$4.44M |
|
839
CALL
Full Truck Alliance
YMM
$9.99B
| $8M | 0.01% |
+1,000,000
| New | +$6.86M |
|
840
PUT
Domino's
DPZ
$11.6B
| $7.97M | 0.01% |
23,000
-18,300
| -44% | -$6.4M |
|
841
PUT
PENN Entertainment
PENN
$2.71B
| $7.94M | 0.01% |
267,500
-75,700
| -22% | -$2.46M |
|
842
Rivian
RIVN
$23.2B
| $7.91M | 0.01% |
+429,447
| New | +$12.6M |
|
|
843
CALL
Toast
TOST
$19.9B
| $7.88M | 0.01% |
437,000
+316,000
| +261% | +$5.94M |
|
844
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
| $7.88M | 0.01% |
41,200
-200
| -0.5% | -$38.5K |
|
845
US Bancorp
USB
$99.6B
| $7.88M | 0.01% |
180,595
+171,866
| +1,969% | +$7.36M |
|
846
CALL
Bloom Energy
BE
$64.6B
| $7.88M | 0.01% |
411,900
-29,000
| -7% | -$570K |
|
847
CALL
Boston Beer
SAM
$1.92B
| $7.81M | 0.01% |
23,700
-41,200
| -63% | -$14.9M |
|
848
CALL
Quanta Services
PWR
$101B
| $7.78M | 0.01% |
54,600
-53,700
| -50% | -$7.63M |
|
849
CALL
iShares Semiconductor ETF
SOXX
$48.7B
| $7.76M | 0.01% |
66,900
+60,900
| +1,015% | +$7.07M |
|
850
PUT
Peloton Interactive
PTON
$2.49B
| $7.74M | 0.01% |
975,300
+375,000
| +62% | +$3.6M |
|
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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.