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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
MGNI icon
301
PUT
Magnite
MGNI
$3.55B
$43.9M 0.07%
4,142,900
+903,500
+28% +$8.25M
BX icon
302
PUT
Blackstone
BX
$110B
$43.8M 0.07%
590,900
+61,900
+12% +$5.35M
MAR icon
303
PUT
Marriott International
MAR
$92.3B
$43.6M 0.07%
293,100
+35,400
+14% +$5.45M
SBUX icon
304
PUT
Starbucks
SBUX
$120B
$43.6M 0.07%
439,800
-145,500
-25% -$13.7M
NCLH icon
305
PUT
Norwegian Cruise Line
NCLH
$8.84B
$43.6M 0.07%
3,561,300
+556,800
+19% +$8.38M
COST icon
306
PUT
Costco
COST
$420B
$43.6M 0.07%
95,400
+57,900
+154% +$28.3M
DISH
307
PUT
DELISTED
DISH Network Corp.
DISH
$43.5M 0.07%
3,096,800
-5,800
-0.2% -$85.6K
TWLO icon
308
CALL
Twilio
TWLO
$36.6B
$43.4M 0.07%
886,600
+733,700
+480% +$41.8M
SNOW icon
309
CALL
Snowflake
SNOW
$115B
$43.4M 0.07%
302,200
+215,700
+249% +$32.9M
IWO icon
310
PUT
iShares Russell 2000 Growth ETF
IWO
$15.1B
$43.1M 0.07%
201,000
+1,000
+0.5% +$219K
UPS icon
311
CALL
United Parcel Service
UPS
$88.9B
$42.8M 0.07%
246,200
-538,000
-69% -$93.1M
BBY icon
312
CALL
Best Buy
BBY
$17.3B
$42.7M 0.07%
532,700
+222,400
+72% +$16.4M
VOO icon
313
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
$42.7M 0.07%
121,400
+3,600
+3% +$1.27M
TMUS icon
314
PUT
T-Mobile US
TMUS
$190B
$42.6M 0.07%
304,600
-62,100
-17% -$8.92M
GOOG icon
315
PUT
Alphabet (Google) Class C
GOOG
$4.32T
$41.9M 0.07%
471,900
-289,400
-38% -$27.6M
CMCSA icon
316
CALL
Comcast
CMCSA
$90B
$41.8M 0.06%
1,195,600
+633,100
+113% +$20.9M
MGM icon
317
PUT
MGM Resorts International
MGM
$11.2B
$41.4M 0.06%
1,234,500
+277,500
+29% +$9.61M
NSC icon
318
CALL
Norfolk Southern
NSC
$75.1B
$41.4M 0.06%
167,900
+38,000
+29% +$8.99M
FIS icon
319
CALL
Fidelity National Information Services
FIS
$22.1B
$41.1M 0.06%
606,400
+9,100
+2% +$646K
BILI icon
320
CALL
Bilibili
BILI
$7.84B
$40.8M 0.06%
1,720,300
+700,600
+69% +$11.1M
JETS icon
321
CALL
US Global Jets ETF
JETS
$800M
$40.6M 0.06%
2,377,400
+1,735,000
+270% +$30.2M
TXN icon
322
PUT
Texas Instruments
TXN
$261B
$40.5M 0.06%
245,000
-367,600
-60% -$61.3M
DVN icon
323
PUT
Devon Energy
DVN
$47.3B
$40.1M 0.06%
652,000
-905,400
-58% -$61.7M
CAT icon
324
Caterpillar
CAT
$387B
$40.1M 0.06%
167,290
+32,422
+24% +$7.06M
STX icon
325
CALL
Seagate
STX
$184B
$40.1M 0.06%
761,400
-378,200
-33% -$20.1M
11 12
13
14 15

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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.