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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
MRTX
1651
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$893K ﹤0.01%
19,718
-12,714
-39% -$823K
AMR icon
1652
CALL
Alpha Metallurgical Resources
AMR
$1.93B
$893K ﹤0.01%
6,100
-10,300
-63% -$1.63M
MFC icon
1653
CALL
Manulife Financial
MFC
$73.5B
$892K ﹤0.01%
+50,000
New +$853K
W icon
1654
CALL
Wayfair
W
$14.6B
$891K ﹤0.01%
27,100
-14,800
-35% -$517K
GOL
1655
PUT
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$884K ﹤0.01%
331,200
+224,200
+210% +$731K
GTM
1656
CALL
ZoomInfo Technologies
GTM
$1.22B
$882K ﹤0.01%
29,300
+9,900
+51% +$342K
SYK icon
1657
PUT
Stryker
SYK
$130B
$880K ﹤0.01%
3,600
+900
+33% +$204K
SOFI icon
1658
CALL
SoFi Technologies
SOFI
$23.7B
$880K ﹤0.01%
190,900
-17,500
-8% -$86.8K
SPCE icon
1659
PUT
Virgin Galactic
SPCE
$398M
$876K ﹤0.01%
12,585
+7,500
+147% +$700K
VMC icon
1660
CALL
Vulcan Materials
VMC
$36.9B
$876K ﹤0.01%
5,000
-21,200
-81% -$3.62M
FMC icon
1661
CALL
FMC
FMC
$1.33B
$874K ﹤0.01%
7,000
-7,600
-52% -$932K
NTLA icon
1662
Intellia Therapeutics
NTLA
$1.67B
$872K ﹤0.01%
25,005
+21,108
+542% +$1M
LSCC icon
1663
Lattice Semiconductor
LSCC
$18.5B
$871K ﹤0.01%
+13,428
New +$810K
CWH icon
1664
CALL
Camping World
CWH
$653M
$868K ﹤0.01%
38,900
+25,500
+190% +$661K
NSTG
1665
DELISTED
NanoString Technologies, Inc.
NSTG
$868K ﹤0.01%
108,869
+3,588
+3% +$31.1K
WERN icon
1666
Werner Enterprises
WERN
$2.25B
$866K ﹤0.01%
+21,520
New +$877K
PSTX
1667
CALL
DELISTED
Poseida Therapeutics, Inc. Common Stock
PSTX
$860K ﹤0.01%
+162,300
New +$742K
PFS icon
1668
CALL
Provident Financial Services
PFS
$3.19B
$854K ﹤0.01%
+40,000
New +$859K
STZ icon
1669
Constellation Brands
STZ
$23.2B
$849K ﹤0.01%
+3,665
New +$877K
AGL icon
1670
PUT
Agilon Health
AGL
$1.6B
$849K ﹤0.01%
2,104
+1,360
+183% +$638K
MTDR icon
1671
PUT
Matador Resources
MTDR
$6.09B
$847K ﹤0.01%
14,800
-16,800
-53% -$1.06M
LAZR
1672
CALL
DELISTED
Luminar Technologies
LAZR
$846K ﹤0.01%
11,400
-15,067
-57% -$1.64M
DBRG icon
1673
DigitalBridge
DBRG
$2.95B
$827K ﹤0.01%
75,608
-9,396
-11% -$122K
ARKK icon
1674
ARK Innovation ETF
ARKK
$6.29B
$825K ﹤0.01%
+26,413
New +$944K
EXE
1675
Expand Energy Corp
EXE
$21.5B
$825K ﹤0.01%
8,743
+8,732
+79,382% +$865K
65 66
67
68 69

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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.