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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
(-0.4%)
Cap. Flow
-$1.86B
Cap. Flow
% of AUM
-2.89%
Top 10 Holdings %
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$204M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$127M |
| 3 |
Booking.com
BKNG
|
+$60.9M |
| 4 |
Comcast
CMCSA
|
+$44M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$40.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cigna
CI
|
+$463M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$454M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$112M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$83.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
2151
Dillards
DDS
$10.1B
| $145K | ﹤0.01% |
+448
| New | +$146K |
|
|
P
2152
Everpure Inc
P
$33.7B
| $145K | ﹤0.01% |
5,408
+2,293
| +74% | +$66.7K |
|
2153
Camping World
CWH
$419M
| $144K | ﹤0.01% |
6,469
+3,517
| +119% | +$91.2K |
|
|
TELL
2154
DELISTED
Tellurian Inc.
TELL
| $144K | ﹤0.01% |
85,696
+52,159
| +156% | +$131K |
|
2155
Grand Canyon Education
LOPE
$3.95B
| $143K | ﹤0.01% |
+1,358
| New | +$135K |
|
2156
TETRA Technologies
TTI
$1.06B
| $142K | ﹤0.01% |
+41,082
| New | +$160K |
|
2157
PUT
Bunge Global
BG
$23.8B
| $140K | ﹤0.01% |
1,400
-7,000
| -83% | -$672K |
|
|
ICPT
2158
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $139K | ﹤0.01% |
11,230
-10,560
| -48% | -$150K |
|
2159
PUT
Exelon
EXC
$45.3B
| $138K | ﹤0.01% |
3,200
-205,600
| -98% | -$8.12M |
|
2160
Floor & Decor
FND
$5.1B
| $138K | ﹤0.01% |
1,976
-2,878
| -59% | -$209K |
|
2161
Marathon Digital Holdings
MARA
$4.57B
| $137K | ﹤0.01% |
40,006
-46,465
| -54% | -$390K |
|
|
SI
2162
DELISTED
Silvergate Capital Corporation
SI
| $137K | ﹤0.01% |
7,852
+5,001
| +175% | +$198K |
|
2163
PUT
Canadian Solar
CSIQ
$942M
| $136K | ﹤0.01% |
4,400
| – | – |
|
2164
PUT
Tractor Supply
TSCO
$18.4B
| $135K | ﹤0.01% |
3,000
-5,000
| -63% | -$212K |
|
2165
CALL
Amplify Blockchain Technology ETF
BLOK
$1.16B
| $135K | ﹤0.01% |
8,900
-66,700
| -88% | -$1.15M |
|
2166
Prologis
PLD
$132B
| $134K | ﹤0.01% |
1,190
-117,394
| -99% | -$13M |
|
2167
CALL
iShares MSCI Mexico ETF
EWW
$1.8B
| $134K | ﹤0.01% |
2,700
-65,600
| -96% | -$3.3M |
|
2168
PUT
FIGS
FIGS
$2.27B
| $133K | ﹤0.01% |
19,800
+6,400
| +48% | +$46K |
|
2169
PUT
Editas Medicine
EDIT
$465M
| $133K | ﹤0.01% |
15,000
-102,500
| -87% | -$1.13M |
|
2170
CALL
Globalstar
GSAT
$10.7B
| $133K | ﹤0.01% |
+6,647
| New | +$175K |
|
2171
Cars.com
CARS
$602M
| $132K | ﹤0.01% |
9,573
-8,618
| -47% | -$117K |
|
2172
Newell Brands
NWL
$2.7B
| $131K | ﹤0.01% |
10,000
| – | – |
|
|
LEV
2173
CALL
DELISTED
The Lion Electric Company
LEV
| $128K | ﹤0.01% |
57,000
| – | – |
|
2174
CALL
GrowGeneration
GRWG
$96M
| $124K | ﹤0.01% |
+31,700
| New | +$151K |
|
|
ICPT
2175
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $124K | ﹤0.01% |
10,000
-23,000
| -70% | -$326K |
|
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TI
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.