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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
HAL icon
776
PUT
Halliburton
HAL
$30.7B
$9.4M 0.01%
239,000
-857,900
-78% -$30.4M
XPEV icon
777
PUT
XPeng
XPEV
$10.5B
$9.37M 0.01%
942,800
+826,400
+710% +$7.45M
WDAY icon
778
Workday
WDAY
$44.9B
$9.3M 0.01%
55,594
-22,072
-28% -$3.44M
BSX icon
779
CALL
Boston Scientific
BSX
$65.2B
$9.28M 0.01%
200,500
-39,000
-16% -$1.69M
PNC icon
780
PUT
PNC Financial Services
PNC
$96.9B
$9.27M 0.01%
58,700
-37,900
-39% -$5.96M
SEDG icon
781
SolarEdge
SEDG
$2.24B
$9.21M 0.01%
32,522
+21,650
+199% +$5.74M
NRG icon
782
PUT
NRG Energy
NRG
$25.1B
$9.16M 0.01%
287,900
-12,400
-4% -$490K
WELL icon
783
PUT
Welltower
WELL
$171B
$9.16M 0.01%
139,700
+78,900
+130% +$5.07M
AHCO icon
784
CALL
AdaptHealth
AHCO
$826M
$9.14M 0.01%
475,400
+140,400
+42% +$2.97M
AGG icon
785
iShares Core US Aggregate Bond ETF
AGG
$138B
$9.1M 0.01%
93,817
+100
+0.1% +$9.67K
PYPL icon
786
PayPal
PYPL
$45.5B
$9.05M 0.01%
127,108
-328,863
-72% -$26.3M
HSY icon
787
Hershey
HSY
$34.8B
$9.03M 0.01%
39,003
+9,010
+30% +$2.08M
FANG icon
788
Diamondback Energy
FANG
$55.9B
$9M 0.01%
65,810
+13,299
+25% +$1.94M
KRTX
789
PUT
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$8.96M 0.01%
45,600
+37,800
+485% +$8.11M
TCOM icon
790
PUT
Trip.com Group
TCOM
$25.5B
$8.95M 0.01%
+260,200
New +$7.47M
MAT icon
791
PUT
Mattel
MAT
$4.04B
$8.94M 0.01%
501,300
+400
+0.1% +$7.25K
ALB icon
792
Albemarle
ALB
$15.3B
$8.94M 0.01%
41,222
+34,687
+531% +$9.25M
TEVA icon
793
Teva Pharmaceuticals
TEVA
$42.8B
$8.91M 0.01%
976,529
-218,101
-18% -$1.9M
MRO
794
PUT
DELISTED
Marathon Oil Corporation
MRO
$8.9M 0.01%
328,700
-220,500
-40% -$6.4M
CPE
795
CALL
DELISTED
Callon Petroleum Company
CPE
$8.88M 0.01%
239,400
-178,200
-43% -$7.32M
CB icon
796
PUT
Chubb
CB
$130B
$8.85M 0.01%
40,100
+26,600
+197% +$5.53M
FUTU icon
797
PUT
Futu Holdings
FUTU
$16.5B
$8.84M 0.01%
+217,500
New +$10.6M
DECK icon
798
CALL
Deckers Outdoor
DECK
$11.2B
$8.78M 0.01%
132,000
-103,200
-44% -$6.24M
CME icon
799
PUT
CME Group
CME
$100B
$8.78M 0.01%
52,200
+49,200
+1,640% +$8.55M
MNDY icon
800
PUT
monday.com
MNDY
$3.54B
$8.76M 0.01%
71,800
-73,400
-51% -$7.63M
30 31
32
33 34

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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.