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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
HIG icon
2176
PUT
Hartford Financial Services
HIG
$38.7B
$121K ﹤0.01%
+1,600
New +$115K
STKL
2177
DELISTED
SunOpta
STKL
$121K ﹤0.01%
+14,311
New +$135K
GBTG icon
2178
American Express Global Business Travel
GBTG
$4.94B
$120K ﹤0.01%
+17,764
New +$97.8K
IWO icon
2179
iShares Russell 2000 Growth ETF
IWO
$14.9B
$119K ﹤0.01%
553
+320
+137% +$70.1K
LAZR
2180
PUT
DELISTED
Luminar Technologies
LAZR
$116K ﹤0.01%
1,560
-13,240
-89% -$1.44M
BBBY
2181
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$116K ﹤0.01%
46,100
-10,300
-18% -$40.4K
FFIV icon
2182
F5
FFIV
$23.2B
$114K ﹤0.01%
795
+315
+66% +$46.1K
ARDX icon
2183
CALL
Ardelyx
ARDX
$997M
$113K ﹤0.01%
+39,800
New +$67.4K
ONON icon
2184
CALL
On Holding
ONON
$12.9B
$113K ﹤0.01%
+6,600
New +$115K
AUPH icon
2185
CALL
Aurinia Pharmaceuticals
AUPH
$2.06B
$111K ﹤0.01%
25,700
+100
+0.4% +$580
FNKO icon
2186
PUT
Funko
FNKO
$346M
$109K ﹤0.01%
10,000
-10,000
-50% -$140K
CRC icon
2187
CALL
California Resources
CRC
$4.77B
$109K ﹤0.01%
+2,500
New +$110K
GRAB icon
2188
PUT
Grab
GRAB
$15B
$108K ﹤0.01%
+33,600
New +$96.3K
ACI icon
2189
PUT
Albertsons Companies
ACI
$5.89B
$108K ﹤0.01%
5,200
-4,600
-47% -$101K
DBX icon
2190
Dropbox
DBX
$8.07B
$107K ﹤0.01%
+4,785
New +$105K
LNTH icon
2191
PUT
Lantheus
LNTH
$6.59B
$107K ﹤0.01%
+2,100
New +$130K
GETY icon
2192
Getty Images
GETY
$186M
$107K ﹤0.01%
+19,279
New +$108K
PBF icon
2193
CALL
PBF Energy
PBF
$7.86B
$106K ﹤0.01%
2,600
+2,300
+767% +$95.6K
IRBT
2194
CALL
DELISTED
iRobot
IRBT
$106K ﹤0.01%
2,200
-4,700
-68% -$248K
UL icon
2195
CALL
Unilever
UL
$135B
$106K ﹤0.01%
1,867
-119,555
-98% -$6.4M
DDD icon
2196
PUT
3D Systems Corp
DDD
$611M
$104K ﹤0.01%
14,100
-11,600
-45% -$102K
VIRT icon
2197
PUT
Virtu Financial
VIRT
$4.92B
$104K ﹤0.01%
+5,100
New +$111K
PHYT.WS
2198
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$103K ﹤0.01%
1,378,863
+129,957
+10% +$15.1K
GPRE icon
2199
Green Plains
GPRE
$1.06B
$103K ﹤0.01%
+3,384
New +$104K
ZBRA icon
2200
CALL
Zebra Technologies
ZBRA
$17.9B
$103K ﹤0.01%
400
– –
86 87
88
89 90

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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.