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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 | |
|---|---|---|---|---|---|---|
126
PUT
Enphase Energy
ENPH
$5.24B
| $105M | 0.16% |
396,600
+108,000
| +37% | +$31.4M |
|
|
127
PUT
TSMC
TSM
$2.17T
| $105M | 0.16% |
1,408,300
-330,800
| -19% | -$23.9M |
|
128
CALL
MongoDB
MDB
$29.8B
| $104M | 0.16% |
527,800
+268,400
| +103% | +$47.8M |
|
129
PUT
Trade Desk
TTD
$8.31B
| $103M | 0.16% |
2,290,500
+502,900
| +28% | +$25.5M |
|
130
CALL
Las Vegas Sands
LVS
$29.9B
| $102M | 0.16% |
2,127,700
+861,900
| +68% | +$36.6M |
|
131
PUT
Pinduoduo
PDD
$129B
| $102M | 0.16% |
1,252,900
+206,200
| +20% | +$14.4M |
|
132
CALL
General Motors
GM
$76.3B
| $102M | 0.16% |
3,031,000
-914,900
| -23% | -$33.8M |
|
133
CALL
UnitedHealth
UNH
$367B
| $100M | 0.16% |
189,000
+82,200
| +77% | +$43.5M |
|
134
PUT
ServiceNow
NOW
$121B
| $99.4M | 0.15% |
1,280,500
+403,500
| +46% | +$31.5M |
|
135
PUT
Roblox
RBLX
$25.7B
| $99.3M | 0.15% |
3,488,900
+846,800
| +32% | +$29.7M |
|
136
CALL
Honeywell
HON
$76.3B
| $99.3M | 0.15% |
491,561
+16,339
| +3% | +$3.12M |
|
137
CALL
Texas Instruments
TXN
$254B
| $99.2M | 0.15% |
600,600
+18,000
| +3% | +$3M |
|
138
CALL
iShares China Large-Cap ETF
FXI
$4.29B
| $99M | 0.15% |
3,498,000
-123,600
| -3% | -$3.2M |
|
139
PUT
Freeport-McMoran
FCX
$95.5B
| $97.7M | 0.15% |
2,571,500
+426,800
| +20% | +$14.9M |
|
140
CALL
Johnson Controls International
JCI
$93.6B
| $97.3M | 0.15% |
1,520,200
+909,300
| +149% | +$55.6M |
|
141
CALL
Airbnb
ABNB
$90B
| $97M | 0.15% |
1,134,100
+45,800
| +4% | +$4.63M |
|
|
142
CALL
Trade Desk
TTD
$8.31B
| $96.7M | 0.15% |
2,156,700
+326,000
| +18% | +$16.5M |
|
143
PUT
Vanguard FTSE Europe ETF
VGK
$31.1B
| $96.3M | 0.15% |
1,737,300
+1,707,000
| +5,634% | +$90.1M |
|
144
PUT
Ulta Beauty
ULTA
$23.2B
| $95.6M | 0.15% |
203,900
+4,500
| +2% | +$1.94M |
|
145
PUT
American Airlines Group
AAL
$10.6B
| $94.6M | 0.15% |
7,440,600
+808,800
| +12% | +$11M |
|
146
PUT
PepsiCo
PEP
$189B
| $94.4M | 0.15% |
522,500
+278,100
| +114% | +$49.6M |
|
147
CALL
Nike
NKE
$62.3B
| $94M | 0.15% |
803,000
-80,500
| -9% | -$8.11M |
|
148
CALL
Boeing
BA
$184B
| $93M | 0.14% |
488,200
-126,300
| -21% | -$20.7M |
|
149
PUT
Sea Limited
SE
$68B
| $92.9M | 0.14% |
1,785,200
+224,400
| +14% | +$12.1M |
|
150
PUT
MetLife
MET
$64.3B
| $92.1M | 0.14% |
1,272,400
+717,800
| +129% | +$51.4M |
|
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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.