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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 | |
|---|---|---|---|---|---|---|
501
PUT
The Mosaic Company
MOS
$7.33B
| $21.6M | 0.03% |
492,400
+9,200
| +2% | +$455K |
|
502
CALL
Peabody Energy
BTU
$2.9B
| $21.5M | 0.03% |
814,100
-60,800
| -7% | -$1.67M |
|
503
CALL
Marathon Petroleum
MPC
$83.7B
| $21.4M | 0.03% |
184,200
-46,400
| -20% | -$5.29M |
|
504
CALL
Crown Holdings
CCK
$13.1B
| $21.4M | 0.03% |
+259,900
| New | +$20.7M |
|
505
CALL
Teladoc Health
TDOC
$1.3B
| $21.3M | 0.03% |
902,600
+300,500
| +50% | +$8.1M |
|
|
SGI
506
CALL
Somnigroup International
SGI
$13.7B
| $21.3M | 0.03% |
621,500
+1,300
| +0.2% | +$39.1K |
|
507
PUT
Tyson Foods
TSN
$20.4B
| $21.3M | 0.03% |
342,700
+134,200
| +64% | +$8.73M |
|
508
PUT
NextEra Energy
NEE
$177B
| $21.1M | 0.03% |
252,400
-399,800
| -61% | -$32.3M |
|
509
PUT
APA Corp
APA
$13.2B
| $21M | 0.03% |
449,900
-203,300
| -31% | -$9.1M |
|
510
CALL
Duke Energy
DUK
$97.3B
| $20.9M | 0.03% |
203,300
+140,300
| +223% | +$13.5M |
|
511
CALL
DigitalBridge
DBRG
$2.95B
| $20.9M | 0.03% |
1,911,700
-100
| -0% | -$1.3K |
|
512
PUT
Wheaton Precious Metals
WPM
$60.9B
| $20.9M | 0.03% |
534,200
+370,200
| +226% | +$13.4M |
|
513
CALL
Cameco
CCJ
$42.4B
| $20.9M | 0.03% |
920,500
+139,000
| +18% | +$3.27M |
|
514
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $20.9M | 0.03% |
212,400
+134,200
| +172% | +$12.8M |
|
515
CALL
Western Digital
WDC
$150B
| $20.8M | 0.03% |
871,460
+196,333
| +29% | +$5.18M |
|
516
PUT
Altria Group
MO
$114B
| $20.8M | 0.03% |
454,300
-96,100
| -17% | -$4.35M |
|
|
AYX
517
PUT
DELISTED
Alteryx Inc
AYX
| $20.7M | 0.03% |
409,500
+7,100
| +2% | +$339K |
|
518
CALL
Fortinet
FTNT
$117B
| $20.6M | 0.03% |
422,200
+245,500
| +139% | +$12.8M |
|
519
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $20.6M | 0.03% |
681,049
+681,048
| +68,104,800% | +$17.4M |
|
520
CALL
Linde
LIN
$226B
| $20.4M | 0.03% |
62,600
+13,200
| +27% | +$4.14M |
|
521
CALL
Five Below
FIVE
$13.5B
| $20.4M | 0.03% |
115,100
-101,900
| -47% | -$16M |
|
522
CALL
D.R. Horton
DHI
$42.3B
| $20.2M | 0.03% |
226,500
-6,200
| -3% | -$497K |
|
523
Walmart Inc
WMT
$890B
| $20.1M | 0.03% |
425,781
-657,855
| -61% | -$31.2M |
|
524
CALL
iShares Global Clean Energy ETF
ICLN
$2.4B
| $20.1M | 0.03% |
1,013,700
+131,100
| +15% | +$2.58M |
|
525
CALL
Cognizant
CTSH
$26B
| $19.9M | 0.03% |
348,800
+302,100
| +647% | +$17.7M |
|
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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.