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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$6.09B 9.46%
15,932,500
-2,865,200
-15% -$1.1B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$490B
$2.66B 4.13%
9,986,900
+2,668,700
+36% +$738M
QQQ icon
3
CALL
Invesco QQQ Trust
QQQ
$490B
$1.44B 2.23%
5,389,600
-134,500
-2% -$37.2M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$1.39B 2.16%
3,645,700
+618,200
+20% +$238M
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$1.11B 1.72%
6,370,400
-6,810,300
-52% -$1.21B
IWM icon
6
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$757M 1.18%
4,342,200
-2,352,600
-35% -$418M
JPM icon
7
PUT
JPMorgan Chase
JPM
$940B
$720M 1.12%
5,372,200
+3,204,100
+148% +$406M
GLD icon
8
CALL
SPDR Gold Trust
GLD
$148B
$639M 0.99%
3,769,500
+506,200
+16% +$81.5M
JPM icon
9
CALL
JPMorgan Chase
JPM
$940B
$603M 0.94%
4,493,600
+2,359,000
+111% +$299M
CI icon
10
CALL
Cigna
CI
$72.9B
$571M 0.89%
1,722,900
-119,400
-6% -$37.8M
TSLA icon
11
CALL
Tesla
TSLA
$1.45T
$552M 0.86%
4,480,700
+573,000
+15% +$108M
BKNG icon
12
PUT
Booking.com
BKNG
$135B
$551M 0.86%
6,840,000
-37,500
-0.5% -$2.85M
SPY icon
13
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$495M 0.77%
1,295,236
+331,319
+34% +$127M
MSFT icon
14
CALL
Microsoft
MSFT
$3.67T
$464M 0.72%
1,932,800
-498,400
-21% -$120M
JNJ icon
15
CALL
Johnson & Johnson
JNJ
$649B
$462M 0.72%
2,616,600
+1,740,800
+199% +$301M
QQQ icon
16
Invesco QQQ Trust
QQQ
$490B
$442M 0.69%
1,659,431
-403,336
-20% -$112M
GLD icon
17
PUT
SPDR Gold Trust
GLD
$148B
$422M 0.66%
2,488,900
-337,000
-12% -$54.3M
TLT icon
18
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$402M 0.62%
4,033,200
+1,358,600
+51% +$137M
TSLA icon
19
PUT
Tesla
TSLA
$1.45T
$390M 0.61%
3,169,300
+831,700
+36% +$157M
MSFT icon
20
PUT
Microsoft
MSFT
$3.67T
$384M 0.6%
1,599,200
-293,200
-15% -$70.4M
AAPL icon
21
PUT
Apple
AAPL
$4.61T
$363M 0.56%
2,793,400
-637,500
-19% -$91.1M
DIA icon
22
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$360M 0.56%
1,086,200
+44,600
+4% +$14.5M
BABA icon
23
CALL
Alibaba
BABA
$280B
$357M 0.55%
4,048,600
+2,024,100
+100% +$160M
NVDA icon
24
CALL
NVIDIA
NVDA
$5.45T
$342M 0.53%
23,425,000
-10,457,000
-31% -$153M
TMO icon
25
CALL
Thermo Fisher Scientific
TMO
$223B
$330M 0.51%
600,100
+192,200
+47% +$102M
1
2 3 4 5

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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.