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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
DLR icon
651
CALL
Digital Realty Trust
DLR
$70.3B
$13.9M 0.02%
138,200
+136,600
+8,538% +$13.9M
SNAP icon
652
Snap
SNAP
$9.18B
$13.8M 0.02%
1,544,848
+948,883
+159% +$9.36M
APA icon
653
CALL
APA Corp
APA
$15.3B
$13.8M 0.02%
295,400
-152,700
-34% -$6.83M
FISV
654
PUT
Fiserv Inc
FISV
$27B
$13.8M 0.02%
136,300
-99,500
-42% -$9.91M
NIO icon
655
CALL
NIO
NIO
$9.5B
$13.8M 0.02%
1,412,300
+535,900
+61% +$6.18M
SPWR
656
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$13.8M 0.02%
763,700
-512,900
-40% -$10.5M
HES
657
PUT
DELISTED
Hess
HES
$13.8M 0.02%
97,000
-72,600
-43% -$9.97M
INTU icon
658
Intuit
INTU
$87.2B
$13.7M 0.02%
35,324
+35,250
+47,635% +$14M
BDX icon
659
CALL
Becton Dickinson
BDX
$48.8B
$13.7M 0.02%
54,000
-8,700
-14% -$2.05M
U icon
660
CALL
Unity
U
$18.8B
$13.6M 0.02%
476,100
-476,700
-50% -$14.9M
FISV
661
CALL
Fiserv Inc
FISV
$27B
$13.6M 0.02%
134,500
-102,900
-43% -$10.2M
BMO icon
662
PUT
Bank of Montreal
BMO
$122B
$13.6M 0.02%
150,000
– –
GES
663
PUT
DELISTED
Guess Inc
GES
$13.5M 0.02%
652,500
– –
WSC icon
664
CALL
WillScot Mobile Mini Holdings
WSC
$3.6B
$13.5M 0.02%
298,800
+229,900
+334% +$10.3M
AFRM icon
665
PUT
Affirm
AFRM
$24.3B
$13.5M 0.02%
1,392,000
+351,900
+34% +$5.3M
AES icon
666
CALL
AES
AES
$10.6B
$13.4M 0.02%
467,500
-7,000
-1% -$189K
XOP icon
667
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$13.4M 0.02%
98,900
-32,500
-25% -$4.71M
BDX icon
668
PUT
Becton Dickinson
BDX
$48.8B
$13.4M 0.02%
52,600
+36,200
+221% +$8.55M
DLTR icon
669
CALL
Dollar Tree
DLTR
$23.3B
$13.3M 0.02%
94,100
-184,100
-66% -$27.4M
EXC icon
670
CALL
Exelon
EXC
$45.3B
$13.3M 0.02%
307,600
+24,300
+9% +$960K
AMT icon
671
CALL
American Tower
AMT
$81.9B
$13.3M 0.02%
62,600
-134,100
-68% -$27.9M
MT icon
672
PUT
ArcelorMittal
MT
$58.1B
$13.3M 0.02%
505,500
+153,700
+44% +$3.77M
HAL icon
673
CALL
Halliburton
HAL
$30.7B
$13.2M 0.02%
336,100
-686,500
-67% -$24.3M
CNC icon
674
PUT
Centene
CNC
$31.9B
$13.2M 0.02%
161,100
+20,400
+14% +$1.67M
FL
675
PUT
DELISTED
Foot Locker
FL
$13.2M 0.02%
348,100
+35,200
+11% +$1.21M
25 26
27
28 29

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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.