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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
(-0.4%)
Cap. Flow
-$4.03B
Cap. Flow
% of AUM
-6.25%
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 | 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 | |
|---|---|---|---|---|---|---|
1876
CALL
Conagra Brands
CAG
$7.09B
| $437K | ﹤0.01% |
11,300
+1,800
| +19% | +$65.2K |
|
|
SGEN
1877
DELISTED
Seagen Inc. Common Stock
SGEN
| $435K | ﹤0.01% |
+3,385
| New | +$437K |
|
|
CGC
1878
CALL
Canopy Growth
CGC
$402M
| $435K | ﹤0.01% |
+18,830
| New | +$581K |
|
|
TIGR
1879
CALL
UP Fintech Holding
TIGR
$865M
| $435K | ﹤0.01% |
127,500
-2,000
| -2% | -$8.65K |
|
1880
PUT
Hillman Solutions
HLMN
$1.76B
| $433K | ﹤0.01% |
60,000
| – | – |
|
1881
Regions Financial
RF
$26.7B
| $432K | ﹤0.01% |
+20,055
| New | +$435K |
|
1882
PUT
FuelCell Energy
FCEL
$1.6B
| $432K | ﹤0.01% |
5,180
-2,367
| -31% | -$228K |
|
1883
CALL
Tower Semiconductor
TSEM
$29.3B
| $432K | ﹤0.01% |
10,000
+9,500
| +1,900% | +$413K |
|
1884
PUT
Revolve Group
RVLV
$1.72B
| $427K | ﹤0.01% |
19,200
-12,400
| -39% | -$298K |
|
1885
CALL
Sherwin-Williams
SHW
$88.1B
| $427K | ﹤0.01% |
1,800
-100
| -5% | -$23.1K |
|
1886
Enovix
ENVX
$1.01B
| $424K | ﹤0.01% |
38,918
-2,528
| -6% | -$31.1K |
|
|
TELL
1887
CALL
DELISTED
Tellurian Inc.
TELL
| $422K | ﹤0.01% |
251,300
-73,700
| -23% | -$185K |
|
1888
ScottsMiracle-Gro
SMG
$3.57B
| $422K | ﹤0.01% |
+8,686
| New | +$435K |
|
1889
PUT
Agios Pharmaceuticals
AGIO
$1.93B
| $421K | ﹤0.01% |
15,000
| – | – |
|
|
CODX
1890
CALL
Co-Diagnostics
CODX
$5.64M
| $421K | ﹤0.01% |
5,567
+1,234
| +28% | +$116K |
|
1891
Bunge Global
BG
$21.5B
| $415K | ﹤0.01% |
4,164
+630
| +18% | +$60.5K |
|
1892
CALL
PagSeguro Digital
PAGS
$2.55B
| $415K | ﹤0.01% |
47,500
| – | – |
|
1893
PUT
Cboe Global Markets
CBOE
$30.3B
| $414K | ﹤0.01% |
3,300
-1,500
| -31% | -$185K |
|
1894
Canadian Natural Resources
CNQ
$97.9B
| $413K | ﹤0.01% |
+14,874
| New | +$425K |
|
1895
PUT
AST SpaceMobile
ASTS
$20.7B
| $413K | ﹤0.01% |
85,600
| – | – |
|
1896
PUT
Chegg
CHGG
$96.8M
| $412K | ﹤0.01% |
16,300
-18,400
| -53% | -$468K |
|
1897
PUT
Under Armour
UAA
$2.4B
| $411K | ﹤0.01% |
40,500
+17,700
| +78% | +$153K |
|
1898
Shift4
FOUR
$3.24B
| $411K | ﹤0.01% |
7,357
+6,236
| +556% | +$295K |
|
1899
Lucid Motors
LCID
$2.59B
| $411K | ﹤0.01% |
6,024
-2,355
| -28% | -$259K |
|
1900
PUT
Dominion Energy
D
$59B
| $411K | ﹤0.01% |
6,700
-39,900
| -86% | -$2.51M |
|
Similar funds
HF
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.