We are live on ! Find out more
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
JMIA
2601
Jumia Technologies
JMIA
$732M
$3.89K ﹤0.01%
1,211
-4,965
-80% -$22.4K
HCVIW
2602
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$3.85K ﹤0.01%
39,900
-7,695
-16% -$1.17K
COCHW icon
2603
Envoy Medical Warrant
COCHW
$574K
$3.85K ﹤0.01%
101,236
+350
+0.3% +$17
STAA icon
2604
STAAR Surgical
STAA
$1.25B
$3.83K ﹤0.01%
79
+24
+44% +$1.5K
CPAQW
2605
DELISTED
Counter Press Acquisition Corporation Warrant
CPAQW
$3.83K ﹤0.01%
63,843
-25,100
-28% -$1.87K
INTEW
2606
DELISTED
Integral Acquisition Corporation 1 Warrants
INTEW
$3.8K ﹤0.01%
93,791
– –
LRCX icon
2607
Lam Research
LRCX
$387B
$3.78K ﹤0.01%
90
– –
FLDDW
2608
Fold Holdings Warrant
FLDDW
$1.11M
$3.73K ﹤0.01%
74,622
-70,602
-49% -$3.98K
ICPT
2609
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$3.71K ﹤0.01%
300
-1,500
-83% -$21.2K
FIGS icon
2610
FIGS
FIGS
$2.36B
$3.7K ﹤0.01%
550
-7,720
-93% -$55.5K
UPST icon
2611
Upstart Holdings
UPST
$2.97B
$3.7K ﹤0.01%
280
-11,912
-98% -$230K
SPPI
2612
CALL
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$3.69K ﹤0.01%
10,000
– –
SIRI icon
2613
SiriusXM
SIRI
$9.81B
$3.5K ﹤0.01%
60
-1,118
-95% -$68.7K
HCMAW
2614
DELISTED
HCM Acquisition Corp Warrant
HCMAW
$3.48K ﹤0.01%
349,815
– –
NAACW
2615
DELISTED
North Atlantic Acquisition Corporation Warrant
NAACW
$3.48K ﹤0.01%
171,829
+57,280
+50% +$882
GME icon
2616
GameStop
GME
$8.69B
$3.47K ﹤0.01%
188
-4,265
-96% -$105K
ANSS
2617
DELISTED
Ansys
ANSS
$3.38K ﹤0.01%
14
-1,252
-99% -$292K
CPUH.WS
2618
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
$3.38K ﹤0.01%
+30,070
New +$3.26K
CNK icon
2619
Cinemark Holdings
CNK
$4.26B
$3.38K ﹤0.01%
+390
New +$4.39K
PGNY icon
2620
CALL
Progyny
PGNY
$2.24B
$3.12K ﹤0.01%
100
-122,600
-100% -$4.43M
KNSW.WS
2621
DELISTED
KnightSwan Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
KNSW.WS
$3.08K ﹤0.01%
68,375
– –
AGL icon
2622
Agilon Health
AGL
$1.63B
$3.07K ﹤0.01%
8
-1,241
-99% -$582K
WQGA.WS
2623
DELISTED
World Quantum Growth Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WQGA.WS
$3.03K ﹤0.01%
303,255
-59,650
-16% -$1.59K
AIT icon
2624
Applied Industrial Technologies
AIT
$13.3B
$3.02K ﹤0.01%
24
-10,954
-100% -$1.34M
LAZR
2625
DELISTED
Luminar Technologies
LAZR
$3K ﹤0.01%
40
– –
103 104
105
106 107

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.