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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
BRSL
1851
Brightstar Lottery PLC
BRSL
$2.03B
$463K ﹤0.01%
20,427
-35,572
-64% -$771K
CS
1852
DELISTED
Credit Suisse Group
CS
$459K ﹤0.01%
151,117
+91,142
+152% +$355K
XME icon
1853
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.95B
$458K ﹤0.01%
9,200
-34,300
-79% -$1.7M
CRTO icon
1854
Criteo S.A.
CRTO
$857M
$457K ﹤0.01%
17,532
-5,936
-25% -$154K
FSLY icon
1855
CALL
Fastly Inc
FSLY
$3.67B
$456K ﹤0.01%
55,700
-27,100
-33% -$237K
VFC icon
1856
PUT
VF Corp
VFC
$5.14B
$456K ﹤0.01%
16,500
+10,700
+184% +$315K
VMC icon
1857
PUT
Vulcan Materials
VMC
$32.8B
$455K ﹤0.01%
2,600
-8,700
-77% -$1.49M
LNC icon
1858
CALL
Lincoln National
LNC
$8.32B
$455K ﹤0.01%
14,800
-7,500
-34% -$298K
JBHT icon
1859
CALL
JB Hunt Transport Services
JBHT
$25.7B
$453K ﹤0.01%
2,600
+700
+37% +$122K
VLY icon
1860
PUT
Valley National Bancorp
VLY
$7.63B
$452K ﹤0.01%
40,000
– –
BUD icon
1861
AB InBev
BUD
$153B
$451K ﹤0.01%
+7,514
New +$404K
IP icon
1862
PUT
International Paper
IP
$19.2B
$450K ﹤0.01%
13,000
-100
-0.8% -$3.46K
TNDM icon
1863
PUT
Tandem Diabetes Care
TNDM
$1.35B
$450K ﹤0.01%
10,000
– –
WU icon
1864
Western Union
WU
$2.15B
$449K ﹤0.01%
32,610
-32,296
-50% -$446K
MTDR icon
1865
Matador Resources
MTDR
$7.51B
$448K ﹤0.01%
7,830
-10,579
-57% -$667K
FSR
1866
PUT
DELISTED
Fisker Inc.
FSR
$448K ﹤0.01%
61,600
+59,800
+3,322% +$445K
VEEV icon
1867
Veeva Systems
VEEV
$42.5B
$448K ﹤0.01%
2,775
-25,921
-90% -$4.43M
MTDR icon
1868
CALL
Matador Resources
MTDR
$7.51B
$446K ﹤0.01%
7,800
-5,500
-41% -$347K
MAT icon
1869
Mattel
MAT
$4B
$446K ﹤0.01%
25,000
– –
HST icon
1870
Host Hotels & Resorts
HST
$15.1B
$444K ﹤0.01%
+27,647
New +$484K
SABR icon
1871
CALL
Sabre
SABR
$876M
$442K ﹤0.01%
71,600
-425,200
-86% -$2.37M
STM icon
1872
PUT
STMicroelectronics
STM
$46.1B
$441K ﹤0.01%
12,400
+900
+8% +$31.7K
FAST icon
1873
CALL
Fastenal
FAST
$56.3B
$440K ﹤0.01%
18,600
+1,000
+6% +$24.5K
TNA icon
1874
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.23B
$440K ﹤0.01%
13,869
-162
-1% -$5.62K
CG icon
1875
Carlyle Group
CG
$16.2B
$440K ﹤0.01%
14,729
+399
+3% +$11.4K
73 74
75
76 77

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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.