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Parallax Volatility Advisers

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
Cap. Flow
-$1.86B
Cap. Flow %
-2.89%
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$204M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$127M
3
BKNG icon
Booking.com
BKNG
+$60.9M
4
CMCSA icon
Comcast
CMCSA
+$44M
5
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$40.1M

Top Sells

Rank Stock Value
1
CI icon
Cigna
CI
+$463M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$454M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$112M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$83.8M
5
TSM icon
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
VXX icon
3251
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$130M
– –
-2,563
Closed -$870K
VXX icon
3252
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$130M
– –
-119
Closed -$40K
VYX icon
3253
CALL
NCR Voyix
VYX
$1.17B
– –
-1,687,865
Closed -$19.7M
VYX icon
3254
NCR Voyix
VYX
$1.17B
– –
-24,382
Closed -$284K
VYX icon
3255
PUT
NCR Voyix
VYX
$1.17B
– –
-316,220
Closed -$3.69M
W icon
3256
Wayfair
W
$13.7B
– –
-55,582
Closed -$1.94M
WAB icon
3257
Wabtec
WAB
$48B
– –
-463
Closed -$44.3K
WHR icon
3258
Whirlpool
WHR
$2.45B
– –
-4,877
Closed -$693K
WOW
3259
DELISTED
WideOpenWest
WOW
– –
-26,163
Closed -$321K
WPM icon
3260
Wheaton Precious Metals
WPM
$70.4B
– –
-26,134
Closed -$945K
WYNN icon
3261
Wynn Resorts
WYNN
$9.5B
– –
-5,895
Closed -$431K
XEL icon
3262
PUT
Xcel Energy
XEL
$48B
– –
-600
Closed -$38K
XLC icon
3263
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
– –
-900
Closed -$43K
XLC icon
3264
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
– –
-1
Closed –
XLC icon
3265
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
– –
-5,000
Closed -$240K
XOM icon
3266
ExxonMobil
XOM
$661B
– –
-25,289
Closed -$2.71M
XYL icon
3267
CALL
Xylem
XYL
$25.4B
– –
-400
Closed -$35K
XYL icon
3268
Xylem
XYL
$25.4B
– –
-749
Closed -$65K
XYL icon
3269
PUT
Xylem
XYL
$25.4B
– –
-1,200
Closed -$105K
YUM icon
3270
Yum! Brands
YUM
$40.8B
– –
-1,027
Closed -$124K
ZBH icon
3271
CALL
Zimmer Biomet
ZBH
$18B
– –
-100
Closed -$10K
ZBH icon
3272
Zimmer Biomet
ZBH
$18B
– –
-2,742
Closed -$287K
ZBH icon
3273
PUT
Zimmer Biomet
ZBH
$18B
– –
-3,000
Closed -$313K
CERO
3274
DELISTED
CERo Therapeutics
CERO
– –
-17
Closed -$340K
SOC icon
3275
Sable Offshore Corp
SOC
$931M
– –
-18,599
Closed -$183K
129 130
131
132 133

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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'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.