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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
MT icon
701
CALL
ArcelorMittal
MT
$55.3B
$11.8M 0.02%
449,900
+151,100
+51% +$3.71M
ISRG icon
702
PUT
Intuitive Surgical
ISRG
$134B
$11.8M 0.02%
44,400
+8,400
+23% +$2.05M
SHEL icon
703
PUT
Shell
SHEL
$245B
$11.8M 0.02%
206,800
+134,700
+187% +$7.43M
NVS icon
704
CALL
Novartis
NVS
$297B
$11.7M 0.02%
129,500
-113,900
-47% -$9.59M
CPE
705
DELISTED
Callon Petroleum Company
CPE
$11.7M 0.02%
316,742
+25,181
+9% +$1.03M
FL
706
CALL
DELISTED
Foot Locker
FL
$11.7M 0.02%
308,500
-125,800
-29% -$4.31M
RGLD icon
707
CALL
Royal Gold
RGLD
$19.5B
$11.7M 0.02%
103,400
+87,600
+554% +$9.03M
XLB icon
708
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$11.6M 0.02%
299,400
-203,400
-40% -$7.81M
GFLU
709
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$11.6M 0.02%
179,398
-125,000
-41% -$7.63M
COF icon
710
CALL
Capital One
COF
$134B
$11.6M 0.02%
124,800
-453,100
-78% -$44.5M
NTES icon
711
PUT
NetEase
NTES
$84.7B
$11.6M 0.02%
159,700
+32,700
+26% +$2.23M
CCJ icon
712
Cameco
CCJ
$42.4B
$11.6M 0.02%
510,035
+331,454
+186% +$7.8M
ABST
713
PUT
DELISTED
Absolute Software Corp
ABST
$11.5M 0.02%
1,100,000
+300,000
+38% +$3.13M
NEWR
714
PUT
DELISTED
New Relic, Inc.
NEWR
$11.5M 0.02%
203,100
-1,600
-0.8% -$90.5K
UNG icon
715
United States Natural Gas Fund
UNG
$455M
$11.4M 0.02%
202,060
+82,325
+69% +$6.54M
ARKK icon
716
PUT
ARK Innovation ETF
ARKK
$6.31B
$11.3M 0.02%
361,000
-155,700
-30% -$5.57M
CNC icon
717
CALL
Centene
CNC
$32.5B
$11.3M 0.02%
137,400
+8,900
+7% +$727K
KR icon
718
PUT
Kroger
KR
$34.8B
$11.2M 0.02%
251,000
+83,700
+50% +$3.85M
WOLF icon
719
CALL
Wolfspeed
WOLF
$1.71B
$11.2M 0.02%
161,900
-239,400
-60% -$21.2M
DECK icon
720
PUT
Deckers Outdoor
DECK
$13.3B
$11.2M 0.02%
168,000
-73,800
-31% -$4.46M
NTES icon
721
CALL
NetEase
NTES
$84.7B
$11.2M 0.02%
153,600
+12,200
+9% +$830K
HCA icon
722
CALL
HCA Healthcare
HCA
$89.5B
$11M 0.02%
46,000
+5,700
+14% +$1.28M
XPEV icon
723
CALL
XPeng
XPEV
$11.6B
$11M 0.02%
1,105,400
+253,700
+30% +$2.29M
MCHP icon
724
CALL
Microchip Technology
MCHP
$46B
$11M 0.02%
156,100
-6,000
-4% -$413K
GPC icon
725
CALL
Genuine Parts
GPC
$18.7B
$10.9M 0.02%
63,000
+42,100
+201% +$7.32M
27 28
29
30 31

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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.