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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
PNTM.WS
2376
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$30.6K ﹤0.01%
382,668
-122,030
-24% -$6.6K
TX icon
2377
CALL
Ternium
TX
$10.8B
$30.6K ﹤0.01%
1,000
-200
-17% -$5.98K
RGLS
2378
CALL
DELISTED
Regulus Therapeutics
RGLS
$30.6K ﹤0.01%
+22,300
New +$35.1K
XXII
2379
22nd Century Group
XXII
$1.5M
– –
0
– –
AGNT
2380
CALL
AGNT Inc
AGNT
$715M
$29.9K ﹤0.01%
+2,700
New +$32.7K
CRUS icon
2381
CALL
Cirrus Logic
CRUS
$6.11B
$29.8K ﹤0.01%
400
-700
-64% -$50.4K
TIGR
2382
PUT
UP Fintech Holding
TIGR
$877M
$29.7K ﹤0.01%
8,700
+7,400
+569% +$32K
LH icon
2383
Labcorp
LH
$26.1B
$29K ﹤0.01%
143
-874
-86% -$171K
UNM icon
2384
PUT
Unum
UNM
$14.5B
$28.7K ﹤0.01%
700
-1,100
-61% -$46.1K
SKIN icon
2385
PUT
SkinHealth Systems
SKIN
$82.9M
$28.2K ﹤0.01%
3,100
-4,600
-60% -$49.7K
TXN icon
2386
Texas Instruments
TXN
$256B
$28.1K ﹤0.01%
170
-42,711
-100% -$7.12M
SWN
2387
CALL
DELISTED
Southwestern Energy Company
SWN
$28.1K ﹤0.01%
4,800
-50,200
-91% -$330K
MCO icon
2388
CALL
Moody's
MCO
$82.8B
$27.9K ﹤0.01%
100
– –
COST icon
2389
Costco
COST
$423B
$27.4K ﹤0.01%
60
– –
LVWR.WS icon
2390
LiveWire Group Warrants
LVWR.WS
$6.66M
$27.4K ﹤0.01%
99,500
-500
-0.5% -$177
WW
2391
CALL
DELISTED
WW International
WW
$27K ﹤0.01%
+7,000
New +$28.1K
CSTA.WS
2392
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$26.8K ﹤0.01%
893,479
-123,250
-12% -$3.12K
CS
2393
CALL
DELISTED
Credit Suisse Group
CS
$26.4K ﹤0.01%
8,700
+8,200
+1,640% +$31.9K
SIG icon
2394
Signet Jewelers
SIG
$3.67B
$26K ﹤0.01%
382
-17,934
-98% -$1.14M
PGR icon
2395
CALL
Progressive
PGR
$124B
$25.9K ﹤0.01%
200
-32,400
-99% -$4.11M
HON icon
2396
Honeywell
HON
$77B
$25.7K ﹤0.01%
127
– –
RDFN
2397
CALL
DELISTED
Redfin
RDFN
$25.4K ﹤0.01%
6,000
-3,100
-34% -$14.6K
AUY
2398
DELISTED
Yamana Gold, Inc.
AUY
$24.9K ﹤0.01%
4,489
-2,785
-38% -$14.1K
USER
2399
DELISTED
UserTesting, Inc.
USER
$24.9K ﹤0.01%
+3,311
New +$21.2K
SPXL icon
2400
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
$24.8K ﹤0.01%
+400
New +$25.8K
94 95
96
97 98

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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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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.