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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 | |
|---|---|---|---|---|---|---|
1601
PUT
Riot Platforms
RIOT
$7.76B
| $1.02M | ﹤0.01% |
300,100
+249,900
| +498% | +$1.29M |
|
1602
CALL
Itron
ITRI
$4.54B
| $1.01M | ﹤0.01% |
+20,000
| New | +$988K |
|
|
1603
PUT
Itron
ITRI
$4.54B
| $1.01M | ﹤0.01% |
+20,000
| New | +$988K |
|
1604
Roper Technologies
ROP
$39.8B
| $1.01M | ﹤0.01% |
+2,340
| New | +$964K |
|
|
VMW
1605
CALL
DELISTED
VMware, Inc
VMW
| $1.01M | ﹤0.01% |
8,200
-3,200
| -28% | -$369K |
|
|
AMRS
1606
CALL
DELISTED
Amyris Inc.
AMRS
| $1M | ﹤0.01% |
654,900
+245,500
| +60% | +$548K |
|
1607
CALL
Dillards
DDS
$9.56B
| $1M | ﹤0.01% |
3,100
| – | – |
|
1608
CALL
Universal Display
OLED
$4.19B
| $994K | ﹤0.01% |
9,200
-2,900
| -24% | -$304K |
|
1609
Peloton Interactive
PTON
$2.49B
| $993K | ﹤0.01% |
125,000
+25,351
| +25% | +$243K |
|
1610
PUT
Stem
STEM
$52.7M
| $990K | ﹤0.01% |
5,535
-2,125
| -28% | -$511K |
|
1611
CALL
Sonoco
SON
$5.74B
| $990K | ﹤0.01% |
+16,300
| New | +$979K |
|
|
FITB
1612
PUT
Fifth Third Bancorp
FITB
$51.8B
| $984K | ﹤0.01% |
30,000
-16,900
| -36% | -$577K |
|
1613
CALL
Voya Financial
VOYA
$9.19B
| $984K | ﹤0.01% |
+16,000
| New | +$1.03M |
|
|
MAG
1614
CALL
DELISTED
MAG Silver
MAG
| $978K | ﹤0.01% |
62,600
| – | – |
|
1615
PUT
AMC Entertainment Holdings
AMC
$2.31B
| $977K | ﹤0.01% |
24,000
+12,500
| +109% | +$788K |
|
1616
Suncor Energy
SU
$70.3B
| $976K | ﹤0.01% |
30,752
-182,583
| -86% | -$6M |
|
|
RDFN
1617
DELISTED
Redfin
RDFN
| $975K | ﹤0.01% |
230,003
+151,512
| +193% | +$713K |
|
1618
CALL
Upstart Holdings
UPST
$3.03B
| $972K | ﹤0.01% |
73,500
-55,900
| -43% | -$1.08M |
|
1619
CALL
J.M. Smucker
SJM
$12.8B
| $967K | ﹤0.01% |
6,100
-7,200
| -54% | -$1.07M |
|
1620
Federal Agricultural Mortgage
AGM
$2.56B
| $965K | ﹤0.01% |
8,558
+4,629
| +118% | +$533K |
|
|
SEE
1621
DELISTED
Sealed Air
SEE
| $964K | ﹤0.01% |
19,334
-13,004
| -40% | -$634K |
|
1622
PUT
Medtronic
MDT
$112B
| $964K | ﹤0.01% |
12,400
-122,300
| -91% | -$9.91M |
|
1623
uniQure
QURE
$3.22B
| $963K | ﹤0.01% |
42,459
-67,457
| -61% | -$1.46M |
|
1624
PUT
Cencora
COR
$61.2B
| $961K | ﹤0.01% |
5,800
+4,200
| +263% | +$664K |
|
1625
United Microelectronic
UMC
$46.9B
| $958K | ﹤0.01% |
146,757
-41,490
| -22% | -$275K |
|
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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.