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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
OXY icon
51
PUT
Occidental Petroleum
OXY
$60.6B
$171M 0.27%
2,714,400
-498,900
-16% -$34M
NET icon
52
PUT
Cloudflare
NET
$101B
$171M 0.26%
3,772,600
+2,585,700
+218% +$128M
XLV icon
53
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$170M 0.26%
1,249,700
+228,100
+22% +$30.2M
NET icon
54
CALL
Cloudflare
NET
$101B
$170M 0.26%
3,752,000
+2,630,000
+234% +$130M
KWEB icon
55
CALL
KraneShares CSI China Internet ETF
KWEB
$4.89B
$168M 0.26%
5,551,600
+1,319,400
+31% +$33.7M
CRWD icon
56
PUT
CrowdStrike
CRWD
$215B
$167M 0.26%
6,327,600
+2,351,600
+59% +$80.5M
JD icon
57
PUT
JD.com
JD
$37.4B
$166M 0.26%
2,959,900
+614,700
+26% +$30.9M
OXY icon
58
CALL
Occidental Petroleum
OXY
$60.6B
$163M 0.25%
2,582,200
+285,500
+12% +$19.4M
LRCX icon
59
CALL
Lam Research
LRCX
$401B
$162M 0.25%
3,855,000
+1,989,000
+107% +$83.2M
V icon
60
CALL
Visa
V
$688B
$161M 0.25%
772,800
+186,300
+32% +$37.6M
MRNA icon
61
PUT
Moderna
MRNA
$56B
$160M 0.25%
890,000
-212,500
-19% -$34.7M
JNJ icon
62
PUT
Johnson & Johnson
JNJ
$649B
$160M 0.25%
903,000
+611,300
+210% +$106M
ADBE icon
63
CALL
Adobe
ADBE
$102B
$159M 0.25%
472,400
+130,700
+38% +$41.8M
NFLX icon
64
CALL
Netflix
NFLX
$320B
$158M 0.25%
5,371,000
-4,423,000
-45% -$124M
T icon
65
CALL
AT&T
T
$175B
$157M 0.24%
8,531,900
+4,110,700
+93% +$73.6M
MRK icon
66
CALL
Merck
MRK
$366B
$156M 0.24%
1,406,400
-464,200
-25% -$47.4M
LRCX icon
67
PUT
Lam Research
LRCX
$401B
$153M 0.24%
3,647,000
+2,539,000
+229% +$106M
XLE icon
68
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$152M 0.24%
3,477,200
+1,178,800
+51% +$51.3M
BAC icon
69
PUT
Bank of America
BAC
$436B
$152M 0.24%
4,577,200
+445,800
+11% +$15.4M
PYPL icon
70
CALL
PayPal
PYPL
$45.5B
$147M 0.23%
2,067,800
-5,900
-0.3% -$472K
XOM icon
71
PUT
ExxonMobil
XOM
$661B
$147M 0.23%
1,332,000
-229,100
-15% -$24.5M
XLF icon
72
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$146M 0.23%
4,281,800
+506,200
+13% +$17.1M
AMAT icon
73
CALL
Applied Materials
AMAT
$375B
$146M 0.23%
1,500,300
+823,900
+122% +$79.1M
BAC icon
74
CALL
Bank of America
BAC
$436B
$144M 0.22%
4,350,300
-1,759,700
-29% -$60.6M
V icon
75
PUT
Visa
V
$688B
$143M 0.22%
689,700
+300,000
+77% +$60.5M
1 2
3
4 5

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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.