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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
AAPL icon
26
CALL
Apple
AAPL
$4.46T
$324M 0.5%
2,494,300
-588,800
-19% -$84.1M
BMY icon
27
CALL
Bristol-Myers Squibb
BMY
$134B
$315M 0.49%
4,383,100
+2,172,600
+98% +$164M
PDD icon
28
CALL
Pinduoduo
PDD
$128B
$315M 0.49%
3,857,300
+1,622,300
+73% +$113M
PANW icon
29
PUT
Palo Alto Networks
PANW
$283B
$305M 0.47%
4,368,200
-153,000
-3% -$12.3M
MRNA icon
30
CALL
Moderna
MRNA
$21.9B
$298M 0.46%
1,660,000
+292,100
+21% +$47.8M
PANW icon
31
CALL
Palo Alto Networks
PANW
$283B
$294M 0.46%
4,213,800
+939,200
+29% +$75.4M
NVDA icon
32
PUT
NVIDIA
NVDA
$5.01T
$246M 0.38%
16,809,000
-3,385,000
-17% -$49.6M
CI icon
33
PUT
Cigna
CI
$74.5B
$243M 0.38%
732,900
-44,700
-6% -$14.1M
SLV icon
34
CALL
iShares Silver Trust
SLV
$28B
$223M 0.35%
10,133,700
+178,300
+2% +$3.49M
TLT icon
35
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$216M 0.34%
2,167,900
-255,900
-11% -$25.8M
HYG icon
36
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$209M 0.32%
2,835,400
-6,168,500
-69% -$455M
XLE icon
37
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
$205M 0.32%
4,686,922
+4,686,920
+234,346,000% +$204M
XLF icon
38
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58B
$202M 0.31%
5,904,800
+2,302,300
+64% +$77.9M
AMZN icon
39
CALL
Amazon
AMZN
$3.06T
$199M 0.31%
2,369,200
-1,286,300
-35% -$127M
BABA icon
40
PUT
Alibaba
BABA
$305B
$198M 0.31%
2,249,200
+504,800
+29% +$39.8M
KO icon
41
CALL
Coca-Cola
KO
$374B
$195M 0.3%
3,071,600
+2,302,000
+299% +$139M
CRWD icon
42
CALL
CrowdStrike
CRWD
$206B
$193M 0.3%
7,316,800
+3,711,200
+103% +$127M
AMD icon
43
PUT
Advanced Micro Devices
AMD
$790B
$192M 0.3%
2,963,600
+102,400
+4% +$6.76M
RCL icon
44
PUT
Royal Caribbean
RCL
$86.7B
$191M 0.3%
3,865,000
+1,211,900
+46% +$63.5M
AMZN icon
45
PUT
Amazon
AMZN
$3.06T
$191M 0.3%
2,272,200
-397,900
-15% -$39.3M
NFLX icon
46
PUT
Netflix
NFLX
$305B
$186M 0.29%
6,319,000
-2,541,000
-29% -$71.3M
META icon
47
CALL
Meta Platforms (Facebook)
META
$1.5T
$183M 0.28%
1,518,100
-301,900
-17% -$35.5M
GOOGL icon
48
CALL
Alphabet (Google) Class A
GOOGL
$4.57T
$180M 0.28%
2,041,000
-1,447,900
-42% -$138M
AMD icon
49
CALL
Advanced Micro Devices
AMD
$790B
$178M 0.28%
2,750,200
-785,100
-22% -$51.8M
KRE icon
50
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$172M 0.27%
2,926,500
+1,048,300
+56% +$64.5M
1
2
3 4 5

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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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KBC Group
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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.