We are live on ! Find out more
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
VEEV icon
526
CALL
Veeva Systems
VEEV
$37.4B
$19.9M 0.03%
123,300
-100
-0.1% -$17.1K
HLT icon
527
PUT
Hilton Worldwide
HLT
$71.5B
$19.7M 0.03%
155,700
+56,600
+57% +$7.46M
TEVA icon
528
PUT
Teva Pharmaceuticals
TEVA
$41.2B
$19.6M 0.03%
2,150,000
+310,200
+17% +$2.71M
CMI icon
529
CALL
Cummins
CMI
$88.7B
$19.6M 0.03%
80,900
+6,400
+9% +$1.52M
INVH icon
530
PUT
Invitation Homes
INVH
$18B
$19.5M 0.03%
658,000
-75,700
-10% -$2.4M
CLX icon
531
PUT
Clorox
CLX
$12.7B
$19.5M 0.03%
138,700
+102,600
+284% +$14.6M
SE icon
532
Sea Limited
SE
$69.5B
$19.4M 0.03%
373,748
+139,340
+59% +$7.51M
FTNT icon
533
PUT
Fortinet
FTNT
$117B
$19.4M 0.03%
396,200
+287,600
+265% +$15M
BURL icon
534
CALL
Burlington
BURL
$23.2B
$19.3M 0.03%
95,300
+41,600
+77% +$6.64M
WFC icon
535
Wells Fargo
WFC
$264B
$19.2M 0.03%
464,839
-479,651
-51% -$21.2M
ABT icon
536
PUT
Abbott
ABT
$187B
$19.2M 0.03%
174,600
+107,900
+162% +$11.2M
PSX icon
537
PUT
Phillips 66
PSX
$81.4B
$19.1M 0.03%
183,600
-212,700
-54% -$21.8M
GDX icon
538
VanEck Gold Miners ETF
GDX
$27.4B
$19.1M 0.03%
664,753
+664,752
+66,475,200% +$17.8M
EDU icon
539
PUT
New Oriental
EDU
$8.98B
$18.9M 0.03%
542,600
+527,400
+3,470% +$14.9M
SNY icon
540
CALL
Sanofi
SNY
$104B
$18.8M 0.03%
388,800
-16,400
-4% -$720K
CPE
541
PUT
DELISTED
Callon Petroleum Company
CPE
$18.5M 0.03%
498,800
-29,800
-6% -$1.22M
JD icon
542
JD.com
JD
$44.5B
$18.4M 0.03%
328,362
-464,879
-59% -$23.4M
LEN icon
543
PUT
Lennar Class A
LEN
$21.2B
$18.3M 0.03%
208,976
+117,349
+128% +$9.5M
CF icon
544
CALL
CF Industries
CF
$17.3B
$18.3M 0.03%
214,700
+29,200
+16% +$2.97M
SGI
545
PUT
Somnigroup International
SGI
$13.7B
$17.9M 0.03%
522,500
– –
EQNR icon
546
CALL
Equinor
EQNR
$92.4B
$17.9M 0.03%
+500,800
New +$18M
CMI icon
547
PUT
Cummins
CMI
$88.7B
$17.9M 0.03%
74,000
-700
-0.9% -$167K
BTU icon
548
PUT
Peabody Energy
BTU
$2.9B
$17.9M 0.03%
678,400
+126,800
+23% +$3.48M
PPL
549
CALL
PPL Corp
PPL
$26.7B
$17.8M 0.03%
+609,900
New +$16.8M
CLX icon
550
CALL
Clorox
CLX
$12.7B
$17.8M 0.03%
126,800
-1,700
-1% -$241K
20 21
22
23 24

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
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
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
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.