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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$1.86B
Cap. Flow
% of AUM
-2.89%
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 | Miscellaneous | 97.06% |
| 2 | Consumer Discretionary | 0.68% |
| 3 | Technology | 0.62% |
| 4 | Industrials | 0.37% |
| 5 | Financials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
701
CALL
ArcelorMittal
MT
$58.1B
| $11.8M | 0.02% |
449,900
+151,100
| +51% | +$3.71M |
|
702
PUT
Intuitive Surgical
ISRG
$124B
| $11.8M | 0.02% |
44,400
+8,400
| +23% | +$2.05M |
|
703
PUT
Shell
SHEL
$273B
| $11.8M | 0.02% |
206,800
+134,700
| +187% | +$7.43M |
|
704
CALL
Novartis
NVS
$262B
| $11.7M | 0.02% |
129,500
-113,900
| -47% | -$9.59M |
|
|
CPE
705
DELISTED
Callon Petroleum Company
CPE
| $11.7M | 0.02% |
316,742
+25,181
| +9% | +$1.03M |
|
|
FL
706
CALL
DELISTED
Foot Locker
FL
| $11.7M | 0.02% |
308,500
-125,800
| -29% | -$4.31M |
|
707
CALL
Royal Gold
RGLD
$22.1B
| $11.7M | 0.02% |
103,400
+87,600
| +554% | +$9.03M |
|
708
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.56B
| $11.6M | 0.02% |
299,400
-203,400
| -40% | -$7.81M |
|
|
GFLU
709
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
| $11.6M | 0.02% |
179,398
-125,000
| -41% | -$7.63M |
|
710
CALL
Capital One
COF
$131B
| $11.6M | 0.02% |
124,800
-453,100
| -78% | -$44.5M |
|
711
PUT
NetEase
NTES
$76.5B
| $11.6M | 0.02% |
159,700
+32,700
| +26% | +$2.23M |
|
712
Cameco
CCJ
$44.4B
| $11.6M | 0.02% |
510,035
+331,454
| +186% | +$7.8M |
|
|
ABST
713
PUT
DELISTED
Absolute Software Corp
ABST
| $11.5M | 0.02% |
1,100,000
+300,000
| +38% | +$3.13M |
|
|
NEWR
714
PUT
DELISTED
New Relic, Inc.
NEWR
| $11.5M | 0.02% |
203,100
-1,600
| -0.8% | -$90.5K |
|
715
United States Natural Gas Fund
UNG
$566M
| $11.4M | 0.02% |
202,060
+82,325
| +69% | +$6.54M |
|
716
PUT
ARK Innovation ETF
ARKK
$6.43B
| $11.3M | 0.02% |
361,000
-155,700
| -30% | -$5.57M |
|
717
CALL
Centene
CNC
$31.9B
| $11.3M | 0.02% |
137,400
+8,900
| +7% | +$727K |
|
718
PUT
Kroger
KR
$35B
| $11.2M | 0.02% |
251,000
+83,700
| +50% | +$3.85M |
|
719
CALL
Wolfspeed
WOLF
$1.5B
| $11.2M | 0.02% |
161,900
-239,400
| -60% | -$21.2M |
|
720
PUT
Deckers Outdoor
DECK
$11.2B
| $11.2M | 0.02% |
168,000
-73,800
| -31% | -$4.46M |
|
|
721
CALL
NetEase
NTES
$76.5B
| $11.2M | 0.02% |
153,600
+12,200
| +9% | +$830K |
|
722
CALL
HCA Healthcare
HCA
$87B
| $11M | 0.02% |
46,000
+5,700
| +14% | +$1.28M |
|
723
CALL
XPeng
XPEV
$10.5B
| $11M | 0.02% |
1,105,400
+253,700
| +30% | +$2.29M |
|
724
CALL
Microchip Technology
MCHP
$39.8B
| $11M | 0.02% |
156,100
-6,000
| -4% | -$413K |
|
725
CALL
Genuine Parts
GPC
$18.5B
| $10.9M | 0.02% |
63,000
+42,100
| +201% | +$7.32M |
|
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TI
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's Q4 2022 filing shows 439 new, 964 increased, 1,143 reduced and 708 closed positions. Its largest new stake was Visa: 141,586 shares worth $29.4M. The largest sale was Cigna, an estimated $463M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.