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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
SMCI icon
2551
Super Micro Computer
SMCI
$20.5B
$6.32K ﹤0.01%
+770
New +$5.86K
ONB icon
2552
Old National Bancorp
ONB
$10.1B
$6.31K ﹤0.01%
+351
New +$6.44K
AMPX.WS icon
2553
Amprius Technologies Warrants
AMPX.WS
$555M
$6.25K ﹤0.01%
21,560
-282,560
-93% -$100K
HSBC icon
2554
CALL
HSBC
HSBC
$354B
$6.23K ﹤0.01%
200
-239,400
-100% -$6.79M
SPXL icon
2555
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.28B
$6.21K ﹤0.01%
+100
New +$6.45K
HERAW
2556
DELISTED
FTAC Hera Acquisition Corp. Warrant
HERAW
$6.17K ﹤0.01%
224,178
+21,000
+10% +$853
AZUL
2557
CALL
DELISTED
Azul
AZUL
$6.11K ﹤0.01%
+1,000
New +$7.8K
TIOAW
2558
DELISTED
Tio Tech A Warrants
TIOAW
$5.93K ﹤0.01%
247,305
+19,099
+8% +$699
GLNG icon
2559
Golar LNG
GLNG
$5.18B
$5.83K ﹤0.01%
+256
New +$6.41K
BROS icon
2560
Dutch Bros
BROS
$8.96B
$5.81K ﹤0.01%
206
-5,985
-97% -$198K
AEP icon
2561
American Electric Power
AEP
$66.8B
$5.7K ﹤0.01%
60
– –
SNRHW
2562
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$5.67K ﹤0.01%
94,285
-10,000
-10% -$366
ATI icon
2563
ATI
ATI
$31.2B
$5.64K ﹤0.01%
+189
New +$5.53K
MGA icon
2564
CALL
Magna International
MGA
$18.8B
$5.62K ﹤0.01%
100
-69,900
-100% -$3.93M
NNDM
2565
Nano Dimension
NNDM
$352M
$5.57K ﹤0.01%
2,422
-1,168
-33% -$2.84K
HIBB
2566
DELISTED
Hibbett, Inc. Common Stock
HIBB
$5.39K ﹤0.01%
+79
New +$4.92K
PFSI icon
2567
PennyMac Financial
PFSI
$3.9B
$5.38K ﹤0.01%
95
+72
+313% +$3.81K
MRVL icon
2568
Marvell Technology
MRVL
$192B
$5.37K ﹤0.01%
145
– –
JCICW
2569
DELISTED
Jack Creek Investment Corp. Warrants
JCICW
$5.3K ﹤0.01%
25,225
-75,000
-75% -$16.3K
TGNA
2570
DELISTED
TEGNA Inc
TGNA
$5.28K ﹤0.01%
+249
New +$5.02K
FSM icon
2571
PUT
Fortuna Silver Mines
FSM
$3.18B
$5.25K ﹤0.01%
+1,400
New +$4.62K
KOS icon
2572
Kosmos Energy
KOS
$1.51B
$5.25K ﹤0.01%
825
– –
AFARW
2573
DELISTED
Aura FAT Projects Acquisition Corp Warrant
AFARW
$5.23K ﹤0.01%
139,471
-26,100
-16% -$1.06K
EXC icon
2574
Exelon
EXC
$46B
$5.19K ﹤0.01%
120
– –
TAP icon
2575
PUT
Molson Coors Class B
TAP
$7.9B
$5.15K ﹤0.01%
100
-179,200
-100% -$9.2M
101 102
103
104 105

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Carson Wealth (CWM LLC)
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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.