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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.4B
AUM Growth
-$261M
Cap. Flow
-$1.86B
Cap. Flow %
-2.89%
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 Miscellaneous 97.06%
2 Consumer Discretionary 0.68%
3 Technology 0.62%
4 Industrials 0.37%
5 Financials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UUP icon
1976
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
$314K ﹤0.01%
+11,300
New +$329K
EWW icon
1977
iShares MSCI Mexico ETF
EWW
$1.8B
$313K ﹤0.01%
6,334
+6,333
+633,300% +$319K
HLMN icon
1978
Hillman Solutions
HLMN
$1.47B
$313K ﹤0.01%
43,439
+17,636
+68% +$133K
CRSR icon
1979
CALL
Corsair Gaming
CRSR
$1.33B
$311K ﹤0.01%
22,900
+8,100
+55% +$118K
SKT icon
1980
CALL
Tanger
SKT
$4.28B
$309K ﹤0.01%
17,200
+8,900
+107% +$160K
YUM icon
1981
CALL
Yum! Brands
YUM
$40.8B
$307K ﹤0.01%
2,400
– –
CAKE icon
1982
Cheesecake Factory
CAKE
$5.33B
$307K ﹤0.01%
9,689
+1,689
+21% +$56.4K
DSP icon
1983
Viant Technology
DSP
$285M
$307K ﹤0.01%
76,382
-9,071
-11% -$36.6K
MSOS icon
1984
CALL
AdvisorShares Pure US Cannabis ETF
MSOS
$1.01B
$306K ﹤0.01%
43,800
-226,700
-84% -$2.33M
VTI icon
1985
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$306K ﹤0.01%
1,600
-1,100
-41% -$212K
VISN
1986
Vistance Networks Inc
VISN
$1.49B
$305K ﹤0.01%
41,556
-4,450
-10% -$42.9K
GPRE icon
1987
PUT
Green Plains
GPRE
$1.11B
$305K ﹤0.01%
10,000
-200,000
-95% -$6.16M
MLM icon
1988
Martin Marietta Materials
MLM
$36.4B
$303K ﹤0.01%
896
-1,402
-61% -$478K
CGC
1989
Canopy Growth
CGC
$434M
$301K ﹤0.01%
+13,048
New +$402K
MAXN
1990
DELISTED
Maxeon Solar Technologies
MAXN
$301K ﹤0.01%
188
– –
PTON icon
1991
CALL
Peloton Interactive
PTON
$2.21B
$296K ﹤0.01%
37,300
+400
+1% +$3.84K
AVYA
1992
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$295K ﹤0.01%
1,503,700
– –
ERX icon
1993
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$257M
$293K ﹤0.01%
4,400
-2,400
-35% -$159K
AAPL icon
1994
Apple
AAPL
$4.61T
$290K ﹤0.01%
2,234
– –
FE icon
1995
PUT
FirstEnergy
FE
$26.9B
$289K ﹤0.01%
6,900
+1,700
+33% +$66.5K
SNDL icon
1996
CALL
Sundial Growers
SNDL
$358M
$289K ﹤0.01%
138,300
+2,100
+2% +$5K
A icon
1997
PUT
Agilent Technologies
A
$41.4B
$284K ﹤0.01%
1,900
+400
+27% +$57.1K
DBA icon
1998
Invesco DB Agriculture Fund
DBA
$1.26B
$283K ﹤0.01%
14,021
– –
VMW
1999
PUT
DELISTED
VMware, Inc
VMW
$282K ﹤0.01%
2,300
– –
BROS icon
2000
PUT
Dutch Bros
BROS
$6.33B
$282K ﹤0.01%
10,000
-43,000
-81% -$1.42M
78 79
80
81 82

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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's Q4 2022 filing shows 439 new, 964 increased, 1,143 reduced and 708 closed positions. Its largest new stake was Visa: 141,586 shares worth $29.4M. The largest sale was Cigna, an estimated $463M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.