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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
USFD icon
851
CALL
US Foods
USFD
$22.3B
$7.73M 0.01%
227,300
+177,300
+355% +$5.67M
FMX icon
852
CALL
Fomento Económico Mexicano
FMX
$40.8B
$7.71M 0.01%
98,700
-22,500
-19% -$1.65M
GPN icon
853
Global Payments
GPN
$23.7B
$7.7M 0.01%
77,527
-14,920
-16% -$1.56M
CMI icon
854
Cummins
CMI
$77.3B
$7.67M 0.01%
31,667
+18,963
+149% +$4.51M
WOLF icon
855
Wolfspeed
WOLF
$1.5B
$7.62M 0.01%
110,413
-12,254
-10% -$1.09M
VZ icon
856
PUT
Verizon
VZ
$209B
$7.61M 0.01%
193,200
-282,900
-59% -$10.7M
STLD icon
857
CALL
Steel Dynamics
STLD
$34.4B
$7.61M 0.01%
77,900
-139,500
-64% -$13.4M
MELI icon
858
Mercado Libre
MELI
$97.7B
$7.61M 0.01%
+8,992
New +$8.01M
COUP
859
PUT
DELISTED
Coupa Software Incorporated
COUP
$7.59M 0.01%
95,900
+20,100
+27% +$1.2M
EXE
860
PUT
Expand Energy Corp
EXE
$22.7B
$7.59M 0.01%
80,400
– –
IIPR icon
861
PUT
Innovative Industrial Properties
IIPR
$1.58B
$7.58M 0.01%
74,800
+48,100
+180% +$5.12M
PPG icon
862
CALL
PPG Industries
PPG
$24.4B
$7.56M 0.01%
60,100
-7,800
-11% -$955K
TEVA icon
863
CALL
Teva Pharmaceuticals
TEVA
$42.8B
$7.53M 0.01%
825,800
+232,700
+39% +$2.03M
VIPS icon
864
CALL
Vipshop
VIPS
$6.2B
$7.52M 0.01%
551,600
+47,800
+9% +$475K
OHI icon
865
PUT
Omega Healthcare
OHI
$14.3B
$7.51M 0.01%
+268,700
New +$8.1M
STAA icon
866
CALL
STAAR Surgical
STAA
$1.21B
$7.51M 0.01%
154,700
+50,500
+48% +$3.17M
STZ icon
867
PUT
Constellation Brands
STZ
$20.7B
$7.51M 0.01%
32,400
-67,500
-68% -$16.2M
APO icon
868
PUT
Apollo Global Management
APO
$77.8B
$7.44M 0.01%
116,600
+7,000
+6% +$416K
HCA icon
869
PUT
HCA Healthcare
HCA
$87B
$7.39M 0.01%
30,800
-4,800
-13% -$1.08M
LULU icon
870
lululemon athletica
LULU
$11.4B
$7.38M 0.01%
23,041
-97,805
-81% -$32.2M
UNG icon
871
CALL
United States Natural Gas Fund
UNG
$566M
$7.32M 0.01%
129,850
-27,300
-17% -$2.17M
CLF icon
872
Cleveland-Cliffs
CLF
$7.01B
$7.32M 0.01%
454,303
-610,259
-57% -$9.19M
VICI icon
873
CALL
VICI Properties
VICI
$27.8B
$7.32M 0.01%
225,800
-41,100
-15% -$1.32M
XRX icon
874
PUT
Xerox
XRX
$420M
$7.31M 0.01%
500,800
+496,100
+10,555% +$7.48M
WBD icon
875
CALL
Warner Bros
WBD
$70.5B
$7.3M 0.01%
770,400
+626,100
+434% +$7.07M
33 34
35
36 37

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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.