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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+6.7%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$64.4B
AUM Growth
-$261M
Cap. Flow
-$4.03B
Cap. Flow %
-6.25%
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 Consumer Discretionary 0.68%
2 Technology 0.62%
3 Industrials 0.36%
4 Financials 0.32%
5 Communication Services 0.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ROOT icon
3151
CALL
Root
ROOT
$798M
– –
-800
Closed -$7K
ROOT icon
3152
Root
ROOT
$798M
– –
-954
Closed -$8K
ROOT icon
3153
PUT
Root
ROOT
$798M
– –
-12,300
Closed -$97K
RRC icon
3154
CALL
Range Resources
RRC
$8.95B
– –
-94,700
Closed -$2.39M
RRC icon
3155
Range Resources
RRC
$8.95B
– –
-8,887
Closed -$224K
RRC icon
3156
PUT
Range Resources
RRC
$8.95B
– –
-39,200
Closed -$990K
RXT icon
3157
Rackspace Technology
RXT
$1.24B
– –
-7,062
Closed -$29.8K
RYTM icon
3158
CALL
Rhythm Pharmaceuticals
RYTM
$7.96B
– –
-45,300
Closed -$1.11M
SAGE
3159
CALL
DELISTED
Sage Therapeutics
SAGE
– –
-200
Closed -$8K
SAGE
3160
DELISTED
Sage Therapeutics
SAGE
– –
-7,386
Closed -$289K
SAND
3161
DELISTED
Sandstorm Gold
SAND
– –
-2,812
Closed -$14.4K
SCHD icon
3162
CALL
Schwab US Dividend Equity ETF
SCHD
$105B
– –
-1,500
Closed -$33K
SCHD icon
3163
Schwab US Dividend Equity ETF
SCHD
$105B
– –
-3,552
Closed -$79K
SCHD icon
3164
PUT
Schwab US Dividend Equity ETF
SCHD
$105B
– –
-4,800
Closed -$106K
SF
3165
CALL
Stifel
SF
$12.6B
– –
-7,500
Closed -$260K
SF
3166
Stifel
SF
$12.6B
– –
-138
Closed -$5K
SHW icon
3167
PUT
Sherwin-Williams
SHW
$89.8B
– –
-100
Closed -$20K
SKIL icon
3168
Skillsoft
SKIL
$81.6M
– –
-5,963
Closed -$218K
SKIL icon
3169
PUT
Skillsoft
SKIL
$81.6M
– –
-7,500
Closed -$275K
SKX
3170
DELISTED
Skechers
SKX
– –
-102,068
Closed -$3.91M
SLB icon
3171
SLB Ltd
SLB
$75B
– –
-80,706
Closed -$4.02M
SLF icon
3172
PUT
Sun Life Financial
SLF
$45.4B
– –
-300
Closed -$12K
SM icon
3173
CALL
SM Energy
SM
$6.87B
– –
-6,100
Closed -$229K
SM icon
3174
SM Energy
SM
$6.87B
– –
-3,442
Closed -$129K
SM icon
3175
PUT
SM Energy
SM
$6.87B
– –
-7,400
Closed -$278K
125 126
127
128 129

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Carson Wealth (CWM LLC)
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HF
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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 withdrew a net $4.03B in Q4 2022, closing 708 positions and reducing 1,143 holdings. Its most notable exit was Cigna, an estimated $463M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.68% of assets, down from 0.7% a quarter earlier, followed by Technology and Industrials.

Against the trend, Parallax Volatility Advisers opened a new position in Visa worth $29.4M.

  • 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.