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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 | |
|---|---|---|---|---|---|---|
751
PUT
SLB Ltd
SLB
$75B
| $10.1M | 0.02% |
188,100
-436,800
| -70% | -$21.8M |
|
752
CALL
Bausch Health
BHC
$2.34B
| $10M | 0.02% |
1,597,200
+275,900
| +21% | +$1.93M |
|
753
CALL
Spectrum Brands
SPB
$2.07B
| $9.98M | 0.02% |
163,900
+145,900
| +811% | +$7.35M |
|
754
CALL
Agnico Eagle Mines
AEM
$90.5B
| $9.92M | 0.02% |
190,800
-117,400
| -38% | -$5.54M |
|
755
CALL
Bloomin' Brands
BLMN
$938M
| $9.87M | 0.02% |
490,700
-2,400
| -0.5% | -$52K |
|
756
S&P Global
SPGI
$120B
| $9.85M | 0.02% |
29,411
-39,277
| -57% | -$12.9M |
|
757
Colgate-Palmolive
CL
$74.4B
| $9.81M | 0.02% |
124,529
-47,822
| -28% | -$3.59M |
|
758
KLA
KLAC
$259B
| $9.8M | 0.02% |
259,990
+259,250
| +35,034% | +$9.04M |
|
759
CALL
Chubb
CB
$135B
| $9.79M | 0.02% |
44,400
-37,700
| -46% | -$7.84M |
|
760
PUT
Li Auto
LI
$12.7B
| $9.79M | 0.02% |
480,100
-1,264,100
| -72% | -$24M |
|
761
CALL
Gilead Sciences
GILD
$165B
| $9.78M | 0.02% |
113,900
-151,400
| -57% | -$12M |
|
762
CALL
Xcel Energy
XEL
$48.8B
| $9.72M | 0.02% |
138,600
+42,600
| +44% | +$2.83M |
|
763
CALL
Paychex
PAYX
$42.7B
| $9.71M | 0.02% |
84,000
+77,400
| +1,173% | +$9.06M |
|
764
Oracle
ORCL
$423B
| $9.69M | 0.02% |
118,508
+118,473
| +338,494% | +$9M |
|
765
CALL
DigitalOcean
DOCN
$14.6B
| $9.68M | 0.02% |
380,100
-65,200
| -15% | -$2.04M |
|
766
CALL
ICF International
ICFI
$1.72B
| $9.67M | 0.02% |
+97,600
| New | +$10.6M |
|
767
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $9.67M | 0.02% |
74,600
+37,700
| +102% | +$4.37M |
|
768
CALL
Scotiabank
BNS
$108B
| $9.56M | 0.01% |
195,200
+3,000
| +2% | +$148K |
|
769
PUT
Generac Holdings
GNRC
$12.5B
| $9.51M | 0.01% |
94,500
-3,400
| -3% | -$385K |
|
770
The Mosaic Company
MOS
$7.33B
| $9.51M | 0.01% |
216,675
+39,054
| +22% | +$1.93M |
|
|
771
Agnico Eagle Mines
AEM
$90.5B
| $9.49M | 0.01% |
182,620
+51,005
| +39% | +$2.41M |
|
|
772
CALL
The Mosaic Company
MOS
$7.33B
| $9.48M | 0.01% |
216,200
-498,600
| -70% | -$24.7M |
|
773
Unity
U
$18.9B
| $9.46M | 0.01% |
331,010
+9,296
| +3% | +$291K |
|
774
PUT
Wayfair
W
$14.6B
| $9.43M | 0.01% |
286,700
+57,900
| +25% | +$2.02M |
|
775
PUT
Biogen
BIIB
$30.7B
| $9.42M | 0.01% |
34,000
-28,000
| -45% | -$7.91M |
|
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HF
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.