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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
NXPI icon
451
PUT
NXP Semiconductors
NXPI
$60.4B
$24.7M 0.04%
156,500
+52,800
+51% +$8.37M
RUN icon
452
PUT
Sunrun
RUN
$2.46B
$24.7M 0.04%
1,028,700
-311,500
-23% -$8.31M
SPG icon
453
PUT
Simon Property Group
SPG
$72.3B
$24.6M 0.04%
209,500
-111,500
-35% -$12.4M
BEKE icon
454
PUT
KE Holdings
BEKE
$18.8B
$24.5M 0.04%
1,757,400
+1,042,000
+146% +$14.5M
XRT icon
455
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
$24.5M 0.04%
405,700
-553,000
-58% -$34.3M
EOG icon
456
CALL
EOG Resources
EOG
$70.7B
$24.3M 0.04%
187,700
-392,400
-68% -$52.2M
IYR icon
457
PUT
iShares US Real Estate ETF
IYR
$4.65B
$24.3M 0.04%
288,400
-370,500
-56% -$31.1M
WIX icon
458
PUT
WIX.com
WIX
$2.52B
$24.2M 0.04%
315,100
+128,400
+69% +$10.4M
BHP icon
459
PUT
BHP
BHP
$230B
$24.1M 0.04%
387,600
+271,100
+233% +$15.2M
XLK icon
460
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
$24M 0.04%
386,400
+161,400
+72% +$10.2M
STX icon
461
PUT
Seagate
STX
$184B
$23.9M 0.04%
455,200
-56,800
-11% -$3.02M
DELL icon
462
PUT
Dell
DELL
$293B
$23.9M 0.04%
594,100
-539,500
-48% -$21.3M
SLB icon
463
CALL
SLB Ltd
SLB
$75B
$23.9M 0.04%
446,300
-543,700
-55% -$27.1M
RH icon
464
CALL
RH
RH
$3.71B
$23.8M 0.04%
89,200
-63,400
-42% -$16.5M
VLO icon
465
CALL
Valero Energy
VLO
$85.9B
$23.8M 0.04%
187,500
-84,000
-31% -$10.5M
NOK icon
466
CALL
Nokia
NOK
$52.3B
$23.8M 0.04%
5,122,000
-1,164,300
-19% -$5.37M
OXY icon
467
Occidental Petroleum
OXY
$55.9B
$23.7M 0.04%
376,837
-605,420
-62% -$41.2M
ILMN icon
468
CALL
Illumina
ILMN
$28.4B
$23.7M 0.04%
+120,584
New +$25M
TMO icon
469
PUT
Thermo Fisher Scientific
TMO
$220B
$23.7M 0.04%
43,000
-5,300
-11% -$2.81M
CZR icon
470
PUT
Caesars Entertainment
CZR
$6.14B
$23.6M 0.04%
568,200
+196,800
+53% +$8.76M
XLK icon
471
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
$23.5M 0.04%
377,800
+302,800
+404% +$19.2M
DXCM icon
472
PUT
DexCom
DXCM
$32B
$23.5M 0.04%
207,300
+69,400
+50% +$7.62M
HSIC icon
473
CALL
Henry Schein
HSIC
$9.82B
$23.4M 0.04%
+292,900
New +$22.2M
MRVL icon
474
PUT
Marvell Technology
MRVL
$196B
$23.3M 0.04%
629,200
+198,300
+46% +$8.09M
GILD icon
475
PUT
Gilead Sciences
GILD
$165B
$23.2M 0.04%
270,200
+25,900
+11% +$2.05M
17 18
19
20 21

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.