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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $6.09B | 9.46% |
15,932,500
-2,865,200
| -15% | -$1.1B |
|
|
2
PUT
Invesco QQQ Trust
QQQ
$453B
| $2.66B | 4.13% |
9,986,900
+2,668,700
| +36% | +$738M |
|
|
3
CALL
Invesco QQQ Trust
QQQ
$453B
| $1.44B | 2.23% |
5,389,600
-134,500
| -2% | -$37.2M |
|
|
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $1.39B | 2.16% |
3,645,700
+618,200
| +20% | +$238M |
|
|
5
PUT
iShares Russell 2000 ETF
IWM
$79.8B
| $1.11B | 1.72% |
6,370,400
-6,810,300
| -52% | -$1.21B |
|
|
6
CALL
iShares Russell 2000 ETF
IWM
$79.8B
| $757M | 1.18% |
4,342,200
-2,352,600
| -35% | -$418M |
|
7
PUT
JPMorgan Chase
JPM
$935B
| $720M | 1.12% |
5,372,200
+3,204,100
| +148% | +$406M |
|
8
CALL
SPDR Gold Trust
GLD
$131B
| $639M | 0.99% |
3,769,500
+506,200
| +16% | +$81.5M |
|
|
9
CALL
JPMorgan Chase
JPM
$935B
| $603M | 0.94% |
4,493,600
+2,359,000
| +111% | +$299M |
|
|
10
CALL
Cigna
CI
$73.7B
| $571M | 0.89% |
1,722,900
-119,400
| -6% | -$37.8M |
|
11
CALL
Tesla
TSLA
$1.23T
| $552M | 0.86% |
4,480,700
+573,000
| +15% | +$108M |
|
|
12
PUT
Booking.com
BKNG
$149B
| $551M | 0.86% |
6,840,000
-37,500
| -0.5% | -$2.85M |
|
|
13
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $495M | 0.77% |
1,295,236
+331,319
| +34% | +$127M |
|
14
CALL
Microsoft
MSFT
$3.45T
| $464M | 0.72% |
1,932,800
-498,400
| -21% | -$120M |
|
15
CALL
Johnson & Johnson
JNJ
$618B
| $462M | 0.72% |
2,616,600
+1,740,800
| +199% | +$301M |
|
|
16
Invesco QQQ Trust
QQQ
$453B
| $442M | 0.69% |
1,659,431
-403,336
| -20% | -$112M |
|
|
17
PUT
SPDR Gold Trust
GLD
$131B
| $422M | 0.66% |
2,488,900
-337,000
| -12% | -$54.3M |
|
18
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $402M | 0.62% |
4,033,200
+1,358,600
| +51% | +$137M |
|
|
19
PUT
Tesla
TSLA
$1.23T
| $390M | 0.61% |
3,169,300
+831,700
| +36% | +$157M |
|
|
20
PUT
Microsoft
MSFT
$3.45T
| $384M | 0.6% |
1,599,200
-293,200
| -15% | -$70.4M |
|
21
PUT
Apple
AAPL
$4.54T
| $363M | 0.56% |
2,793,400
-637,500
| -19% | -$91.1M |
|
22
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $360M | 0.56% |
1,086,200
+44,600
| +4% | +$14.5M |
|
23
CALL
Alibaba
BABA
$293B
| $357M | 0.55% |
4,048,600
+2,024,100
| +100% | +$160M |
|
24
CALL
NVIDIA
NVDA
$4.86T
| $342M | 0.53% |
23,425,000
-10,457,000
| -31% | -$153M |
|
25
CALL
Thermo Fisher Scientific
TMO
$213B
| $330M | 0.51% |
600,100
+192,200
| +47% | +$102M |
|
Similar funds
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.