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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 | |
|---|---|---|---|---|---|---|
926
CALL
Plug Power
PLUG
$3.16B
| $6.15M | 0.01% |
497,500
-1,064,400
| -68% | -$16.9M |
|
927
Cisco
CSCO
$430B
| $6.12M | 0.01% |
128,426
+127,565
| +14,816% | +$5.81M |
|
928
CALL
TotalEnergies
TTE
$199B
| $6.11M | 0.01% |
98,400
+97,900
| +19,580% | +$5.59M |
|
929
CALL
Southern Copper
SCCO
$176B
| $6.05M | 0.01% |
109,384
+218
| +0.2% | +$11K |
|
|
930
PUT
Southern Copper
SCCO
$176B
| $6.04M | 0.01% |
109,166
| – | – |
|
931
CALL
GameStop
GME
$8.48B
| $6.03M | 0.01% |
326,600
+29,100
| +10% | +$714K |
|
932
PUT
Bausch Health
BHC
$2.4B
| $6.03M | 0.01% |
959,900
+744,600
| +346% | +$5.2M |
|
|
SWN
933
PUT
DELISTED
Southwestern Energy Company
SWN
| $6.02M | 0.01% |
1,029,200
+944,900
| +1,121% | +$6.21M |
|
|
LTHM
934
CALL
DELISTED
Livent Corporation
LTHM
| $6.02M | 0.01% |
303,000
-164,200
| -35% | -$4.49M |
|
935
CALL
BJs Wholesale Club
BJ
$11.3B
| $5.99M | 0.01% |
90,600
+82,800
| +1,062% | +$6M |
|
936
PUT
Cenovus Energy
CVE
$61.2B
| $5.97M | 0.01% |
307,800
+162,200
| +111% | +$3.11M |
|
937
PUT
Microchip Technology
MCHP
$39.8B
| $5.97M | 0.01% |
85,000
-1,500
| -2% | -$103K |
|
938
PUT
PPG Industries
PPG
$24.4B
| $5.96M | 0.01% |
47,400
-17,200
| -27% | -$2.11M |
|
939
CALL
Public Service Enterprise Group
PEG
$37B
| $5.96M | 0.01% |
+97,200
| New | +$5.64M |
|
940
PUT
Ross Stores
ROST
$73.3B
| $5.93M | 0.01% |
51,100
+18,800
| +58% | +$1.92M |
|
941
PUT
Alpha Metallurgical Resources
AMR
$2.84B
| $5.88M | 0.01% |
40,200
+3,600
| +10% | +$568K |
|
|
CFLT
942
CALL
DELISTED
Confluent
CFLT
| $5.88M | 0.01% |
264,600
-41,400
| -14% | -$959K |
|
943
Chevron
CVX
$412B
| $5.87M | 0.01% |
32,704
+2,930
| +10% | +$511K |
|
944
CALL
Huntington Bancshares
HBAN
$33.9B
| $5.81M | 0.01% |
412,000
+307,200
| +293% | +$4.45M |
|
945
PUT
CarMax
KMX
$8.6B
| $5.8M | 0.01% |
95,300
-130,300
| -58% | -$8.36M |
|
946
Ambev
ABEV
$46.9B
| $5.79M | 0.01% |
2,129,303
+1,793,854
| +535% | +$5.23M |
|
947
PUT
Estee Lauder
EL
$36.8B
| $5.78M | 0.01% |
23,300
-78,300
| -77% | -$17.5M |
|
948
CALL
Quest Diagnostics
DGX
$26B
| $5.77M | 0.01% |
+36,900
| New | +$5.3M |
|
949
CALL
Prudential Financial
PRU
$41.2B
| $5.75M | 0.01% |
57,800
-34,600
| -37% | -$3.5M |
|
950
PUT
DigitalOcean
DOCN
$14.9B
| $5.74M | 0.01% |
225,200
-258,200
| -53% | -$8.08M |
|
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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.