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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 | |
|---|---|---|---|---|---|---|
901
CALL
Spotify
SPOT
$100B
| $6.75M | 0.01% |
85,500
+33,500
| +64% | +$2.7M |
|
902
CALL
American Electric Power
AEP
$68.4B
| $6.73M | 0.01% |
70,900
+52,700
| +290% | +$4.8M |
|
903
CALL
WIX.com
WIX
$2.52B
| $6.71M | 0.01% |
87,400
+43,200
| +98% | +$3.49M |
|
904
CALL
Canadian Imperial Bank of Commerce
CM
$108B
| $6.69M | 0.01% |
+165,300
| New | +$7.29M |
|
905
PUT
Madrigal Pharmaceuticals
MDGL
$11.8B
| $6.68M | 0.01% |
+23,000
| New | +$2.25M |
|
906
Robinhood
HOOD
$83.9B
| $6.63M | 0.01% |
+815,088
| New | +$7.99M |
|
907
PUT
Strategy Inc
MSTR
$38.4B
| $6.58M | 0.01% |
465,000
+105,000
| +29% | +$2.15M |
|
908
PUT
DigitalBridge
DBRG
$2.95B
| $6.56M | 0.01% |
600,000
| – | – |
|
909
CALL
Ferrari
RACE
$72.5B
| $6.53M | 0.01% |
30,500
+900
| +3% | +$185K |
|
910
CALL
Rockwell Automation
ROK
$49B
| $6.47M | 0.01% |
25,100
-800
| -3% | -$201K |
|
911
Macy's
M
$6.68B
| $6.43M | 0.01% |
311,293
+131,737
| +73% | +$2.7M |
|
912
PUT
PennyMac Financial
PFSI
$4.02B
| $6.39M | 0.01% |
112,800
-11,900
| -10% | -$630K |
|
913
CALL
Elanco Animal Health
ELAN
$11.1B
| $6.38M | 0.01% |
521,900
+191,700
| +58% | +$2.39M |
|
914
PUT
Patrick Industries
PATK
$2.85B
| $6.36M | 0.01% |
157,500
| – | – |
|
|
VTLE
915
CALL
DELISTED
Vital Energy
VTLE
| $6.36M | 0.01% |
123,700
-146,800
| -54% | -$9.06M |
|
916
PUT
American Tower
AMT
$80.4B
| $6.31M | 0.01% |
29,800
-28,300
| -49% | -$5.89M |
|
|
WBA
917
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $6.28M | 0.01% |
168,000
-59,800
| -26% | -$2.25M |
|
918
PepsiCo
PEP
$190B
| $6.26M | 0.01% |
34,678
+34,498
| +19,166% | +$6.15M |
|
919
CALL
PROG Holdings
PRG
$1.71B
| $6.23M | 0.01% |
369,000
+150,000
| +68% | +$2.56M |
|
|
KRTX
920
CALL
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $6.21M | 0.01% |
31,600
+30,800
| +3,850% | +$6.6M |
|
|
UNVR
921
CALL
DELISTED
Univar Solutions Inc.
UNVR
| $6.2M | 0.01% |
+195,000
| New | +$5.6M |
|
|
922
WIX.com
WIX
$2.52B
| $6.2M | 0.01% |
80,635
+79,232
| +5,647% | +$6.4M |
|
923
PUT
Boston Beer
SAM
$1.92B
| $6.19M | 0.01% |
18,800
-32,600
| -63% | -$11.8M |
|
924
CALL
Aflac
AFL
$62.6B
| $6.17M | 0.01% |
85,800
+46,500
| +118% | +$3.11M |
|
925
CALL
Tencent Music
TME
$15.6B
| $6.16M | 0.01% |
743,800
+632,000
| +565% | +$3.55M |
|
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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.