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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 | |
|---|---|---|---|---|---|---|
1626
American Airlines Group
AAL
$10.6B
| $954K | ﹤0.01% |
75,000
-75,000
| -50% | -$1.02M |
|
1627
Bath & Body Works
BBWI
$4.1B
| $941K | ﹤0.01% |
22,336
+9,895
| +80% | +$369K |
|
1628
Innoviz Technologies
INVZ
$112M
| $937K | ﹤0.01% |
+238,508
| New | +$1.14M |
|
1629
CALL
iRhythm Holdings
IRTC
$4.2B
| $937K | ﹤0.01% |
+10,000
| New | +$1.09M |
|
1630
PUT
International Money Express
IMXI
$367M
| $936K | ﹤0.01% |
38,400
-18,800
| -33% | -$432K |
|
1631
Weyerhaeuser
WY
$18.4B
| $936K | ﹤0.01% |
30,187
+21,855
| +262% | +$677K |
|
1632
Arcutis Biotherapeutics
ARQT
$3.18B
| $935K | ﹤0.01% |
+63,176
| New | +$1.1M |
|
1633
CALL
Amylyx Pharmaceuticals
AMLX
$2.54B
| $931K | ﹤0.01% |
25,200
-61,600
| -71% | -$2.19M |
|
1634
PUT
Global E Online
GLBE
$7.11B
| $931K | ﹤0.01% |
45,100
-16,800
| -27% | -$381K |
|
|
WRK
1635
PUT
DELISTED
WestRock Company
WRK
| $928K | ﹤0.01% |
26,400
-200
| -0.8% | -$6.97K |
|
1636
PUT
Hershey
HSY
$36.6B
| $926K | ﹤0.01% |
4,000
+800
| +25% | +$184K |
|
1637
CALL
Vaxcyte
PCVX
$8.64B
| $921K | ﹤0.01% |
+19,200
| New | +$753K |
|
1638
PUT
Tower Semiconductor
TSEM
$28.5B
| $920K | ﹤0.01% |
21,300
+17,900
| +526% | +$778K |
|
1639
PUT
HP
HPQ
$27.5B
| $916K | ﹤0.01% |
34,100
-14,600
| -30% | -$404K |
|
|
ARI
1640
Apollo Commercial Real Estate
ARI
$885M
| $912K | ﹤0.01% |
84,752
+34,745
| +69% | +$380K |
|
1641
CALL
TAL Education Group
TAL
$6.87B
| $909K | ﹤0.01% |
128,900
-653,700
| -84% | -$3.62M |
|
|
SUM
1642
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $908K | ﹤0.01% |
+31,976
| New | +$881K |
|
|
PGRE
1643
CALL
DELISTED
Paramount Group
PGRE
| $907K | ﹤0.01% |
152,700
-147,300
| -49% | -$920K |
|
1644
Wolverine World Wide
WWW
$1.55B
| $907K | ﹤0.01% |
+82,976
| New | +$1.1M |
|
1645
PUT
CuriosityStream
CURI
$161M
| $902K | ﹤0.01% |
791,400
-740,200
| -48% | -$961K |
|
1646
PUT
Cognex
CGNX
$11.3B
| $900K | ﹤0.01% |
19,100
-100
| -0.5% | -$4.69K |
|
1647
CALL
Doximity
DOCS
$4.88B
| $899K | ﹤0.01% |
+26,800
| New | +$818K |
|
1648
ON Semiconductor
ON
$31.6B
| $898K | ﹤0.01% |
+14,399
| New | +$960K |
|
1649
Elastic
ESTC
$7.81B
| $898K | ﹤0.01% |
17,430
-15,680
| -47% | -$940K |
|
1650
PUT
Waste Management
WM
$91B
| $894K | ﹤0.01% |
5,700
+1,500
| +36% | +$241K |
|
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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.