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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Elastic
ESTC
$7.81B
| $3.84M | 0.01% |
74,500
-27,500
| -27% | -$1.65M |
|
1102
General Dynamics
GD
$106B
| $3.81M | 0.01% |
15,340
+11,519
| +301% | +$2.81M |
|
1103
Williams Companies
WMB
$86.1B
| $3.79M | 0.01% |
+115,254
| New | +$3.75M |
|
1104
PUT
Edwards Lifesciences
EW
$51.7B
| $3.78M | 0.01% |
50,600
+49,000
| +3,063% | +$3.78M |
|
1105
CALL
Magnite
MGNI
$3.55B
| $3.77M | 0.01% |
356,400
+347,300
| +3,816% | +$3.17M |
|
1106
Live Nation Entertainment
LYV
$42.1B
| $3.77M | 0.01% |
53,989
-17,444
| -24% | -$1.29M |
|
1107
Roblox
RBLX
$27B
| $3.76M | 0.01% |
132,090
-24,482
| -16% | -$860K |
|
1108
PUT
Ovintiv
OVV
$16.4B
| $3.75M | 0.01% |
74,000
+48,400
| +189% | +$2.53M |
|
1109
CALL
Envista
NVST
$4.52B
| $3.74M | 0.01% |
111,200
+11,200
| +11% | +$383K |
|
1110
CALL
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $3.74M | 0.01% |
82,900
+48,500
| +141% | +$2.28M |
|
1111
PUT
Progressive
PGR
$125B
| $3.74M | 0.01% |
28,800
+20,100
| +231% | +$2.55M |
|
1112
Lowe's Companies
LOW
$125B
| $3.73M | 0.01% |
+18,737
| New | +$3.75M |
|
1113
CALL
Match Group
MTCH
$8.55B
| $3.73M | 0.01% |
89,900
-117,200
| -57% | -$5.3M |
|
|
TGH
1114
PUT
DELISTED
Textainer Group Holdings limited
TGH
| $3.72M | 0.01% |
120,000
+83,200
| +226% | +$2.47M |
|
1115
CALL
International Paper
IP
$22B
| $3.72M | 0.01% |
107,400
+90,200
| +524% | +$3.12M |
|
1116
Coupang
CPNG
$29.2B
| $3.72M | 0.01% |
+252,643
| New | +$4.46M |
|
1117
CALL
ProShares UltraPro Short QQQ
SQQQ
$1.74B
| $3.72M | 0.01% |
2,752
+1,688
| +159% | +$2.18M |
|
1118
CALL
Northrop Grumman
NOC
$81.2B
| $3.71M | 0.01% |
+6,800
| New | +$3.55M |
|
1119
Azenta
AZTA
$1.48B
| $3.71M | 0.01% |
+63,685
| New | +$3.26M |
|
1120
PUT
Ally Financial
ALLY
$13.3B
| $3.67M | 0.01% |
150,200
+54,400
| +57% | +$1.45M |
|
1121
Valmont Industries
VMI
$9.53B
| $3.67M | 0.01% |
11,104
+4,829
| +77% | +$1.53M |
|
1122
CALL
GDS Holdings
GDS
$6.41B
| $3.67M | 0.01% |
177,900
-48,700
| -21% | -$745K |
|
1123
CALL
Whirlpool
WHR
$2.82B
| $3.66M | 0.01% |
25,900
-19,500
| -43% | -$2.77M |
|
1124
Philip Morris
PM
$295B
| $3.66M | 0.01% |
+36,170
| New | +$3.41M |
|
|
JKS
1125
PUT
JinkoSolar
JKS
$891M
| $3.63M | 0.01% |
88,900
-496,300
| -85% | -$23.9M |
|
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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.