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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
NCLH icon
801
Norwegian Cruise Line
NCLH
$7.07B
$8.71M 0.01%
711,408
+557,866
+363% +$8.4M
JPM icon
802
JPMorgan Chase
JPM
$940B
$8.7M 0.01%
64,906
+41,744
+180% +$5.29M
KSS icon
803
CALL
Kohl's
KSS
$2.11B
$8.7M 0.01%
344,400
+141,600
+70% +$4.01M
CPRI icon
804
CALL
Capri Holdings
CPRI
$1.49B
$8.68M 0.01%
151,500
-133,700
-47% -$6.75M
GPN icon
805
PUT
Global Payments
GPN
$23.7B
$8.68M 0.01%
87,400
-148,600
-63% -$15.5M
IBB icon
806
PUT
iShares Biotechnology ETF
IBB
$10.5B
$8.61M 0.01%
65,600
-11,000
-14% -$1.42M
WMB icon
807
PUT
Williams Companies
WMB
$92.8B
$8.61M 0.01%
261,600
+253,100
+2,978% +$8.24M
MUR icon
808
CALL
Murphy Oil
MUR
$5.39B
$8.6M 0.01%
200,000
-100
-0% -$4.51K
WWE
809
CALL
DELISTED
World Wrestling Entertainment
WWE
$8.59M 0.01%
125,300
+104,200
+494% +$7.87M
PENN icon
810
CALL
PENN Entertainment
PENN
$2.27B
$8.57M 0.01%
288,500
-63,800
-18% -$2.07M
CPRI icon
811
PUT
Capri Holdings
CPRI
$1.49B
$8.49M 0.01%
148,200
-80,500
-35% -$4.07M
IVV icon
812
iShares Core S&P 500 ETF
IVV
$870B
$8.48M 0.01%
22,068
-21,468
-49% -$8.28M
CDNS icon
813
CALL
Cadence Design Systems
CDNS
$78.2B
$8.43M 0.01%
52,500
+17,600
+50% +$2.81M
OIH icon
814
CALL
VanEck Oil Services ETF
OIH
$2.1B
$8.4M 0.01%
27,600
-3,300
-11% -$945K
WFRD icon
815
CALL
Weatherford International
WFRD
$6.7B
$8.4M 0.01%
165,000
+140,000
+560% +$5.77M
RLX icon
816
CALL
RLX Technology
RLX
$2.19B
$8.4M 0.01%
+3,651,600
New +$6.48M
LCID icon
817
PUT
Lucid Motors
LCID
$1.82B
$8.39M 0.01%
122,770
-42,250
-26% -$4.65M
ABBV icon
818
AbbVie
ABBV
$440B
$8.36M 0.01%
51,752
-31,754
-38% -$4.87M
WDC icon
819
PUT
Western Digital
WDC
$172B
$8.36M 0.01%
350,595
-243,564
-41% -$6.43M
CROX icon
820
CALL
Crocs
CROX
$5.48B
$8.35M 0.01%
77,000
-45,900
-37% -$4.06M
BNTX icon
821
PUT
BioNTech
BNTX
$24.8B
$8.34M 0.01%
55,500
-1,400
-2% -$215K
BILL icon
822
BILL Holdings
BILL
$4.06B
$8.32M 0.01%
76,358
+34,808
+84% +$4.18M
CRUS icon
823
PUT
Cirrus Logic
CRUS
$5.55B
$8.3M 0.01%
111,400
+109,800
+6,863% +$7.9M
LYFT icon
824
CALL
Lyft
LYFT
$6.15B
$8.3M 0.01%
752,900
-436,300
-37% -$5.26M
SPWR
825
DELISTED
SunPower Corporation Common Stock
SPWR
$8.24M 0.01%
457,068
+456,793
+166,107% +$9.36M
31 32
33
34 35

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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.