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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
PG icon
176
CALL
Procter & Gamble
PG
$338B
$80.8M 0.13%
533,300
+273,200
+105% +$38.3M
HUM icon
177
PUT
Humana
HUM
$48.4B
$80.8M 0.13%
157,700
+139,500
+766% +$73.3M
UBER icon
178
PUT
Uber
UBER
$149B
$80.3M 0.12%
3,248,600
-1,567,500
-33% -$42.9M
FSLR icon
179
CALL
First Solar
FSLR
$22.9B
$80.3M 0.12%
536,300
-613,800
-53% -$90.9M
FSLR icon
180
PUT
First Solar
FSLR
$22.9B
$79.8M 0.12%
533,000
+66,800
+14% +$9.9M
AMAT icon
181
PUT
Applied Materials
AMAT
$375B
$79.7M 0.12%
818,700
-388,900
-32% -$37.3M
CRM icon
182
PUT
Salesforce
CRM
$205B
$79.6M 0.12%
600,100
+138,000
+30% +$20.1M
GE icon
183
CALL
GE Aerospace
GE
$347B
$79.2M 0.12%
1,517,936
+174,794
+13% +$8.59M
WDAY icon
184
PUT
Workday
WDAY
$44.9B
$79M 0.12%
471,900
-174,500
-27% -$27.2M
ENPH icon
185
CALL
Enphase Energy
ENPH
$5.13B
$78.9M 0.12%
297,800
+6,900
+2% +$2.01M
FDX icon
186
CALL
FedEx
FDX
$74.3B
$78.7M 0.12%
454,600
-76,900
-14% -$12.8M
GS icon
187
CALL
Goldman Sachs
GS
$302B
$78.7M 0.12%
229,200
-139,700
-38% -$48.6M
C icon
188
CALL
Citigroup
C
$229B
$78.4M 0.12%
1,733,100
-1,182,300
-41% -$53.7M
BP icon
189
PUT
BP
BP
$116B
$77.9M 0.12%
2,228,900
-1,384,800
-38% -$46.1M
WFC icon
190
CALL
Wells Fargo
WFC
$266B
$77.8M 0.12%
1,883,600
-788,200
-30% -$34.9M
MCD icon
191
PUT
McDonald's
MCD
$181B
$77.4M 0.12%
293,700
-160,000
-35% -$42.2M
NEE icon
192
CALL
NextEra Energy
NEE
$175B
$77.2M 0.12%
924,000
+86,300
+10% +$6.97M
WDAY icon
193
CALL
Workday
WDAY
$44.9B
$75.9M 0.12%
453,500
-48,600
-10% -$7.58M
IBB icon
194
CALL
iShares Biotechnology ETF
IBB
$10.5B
$75.9M 0.12%
577,900
+59,000
+11% +$7.62M
BRK.B icon
195
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$75.4M 0.12%
244,200
-9,400
-4% -$2.79M
DAL icon
196
PUT
Delta Air Lines
DAL
$51.9B
$75.3M 0.12%
2,290,700
+543,700
+31% +$18M
SCHW
197
PUT
Charles Schwab
SCHW
$185B
$75.1M 0.12%
901,500
+363,300
+68% +$28.2M
DIA icon
198
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$74.5M 0.12%
225,000
-10,800
-5% -$3.51M
LMT icon
199
CALL
Lockheed Martin
LMT
$124B
$74.2M 0.12%
152,500
-315,300
-67% -$147M
LMT icon
200
PUT
Lockheed Martin
LMT
$124B
$73.3M 0.11%
150,700
-49,700
-25% -$23.1M
6 7
8
9 10

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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.