We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
CGC
1951
PUT
Canopy Growth
CGC
$403M
| $347K | ﹤0.01% |
+15,000
| New | +$463K |
|
1952
PUT
Qfin Holdings
QFIN
$1.58B
| $344K | ﹤0.01% |
+16,900
| New | +$251K |
|
1953
PUT
Sony
SONY
$140B
| $343K | ﹤0.01% |
+22,500
| New | +$336K |
|
1954
PUT
Baker Hughes
BKR
$63.7B
| $343K | ﹤0.01% |
11,600
-700
| -6% | -$19.3K |
|
1955
Old Dominion Freight Line
ODFL
$44.3B
| $342K | ﹤0.01% |
2,412
-1,242
| -34% | -$176K |
|
|
CRON
1956
PUT
Cronos Group
CRON
$1.11B
| $338K | ﹤0.01% |
133,200
-228,600
| -63% | -$670K |
|
1957
Trump Media & Technology Group
DJT
$2.54B
| $336K | ﹤0.01% |
22,381
-10,072
| -31% | -$197K |
|
1958
CALL
Welltower
WELL
$169B
| $334K | ﹤0.01% |
5,100
-39,900
| -89% | -$2.57M |
|
|
RAD
1959
CALL
DELISTED
Rite Aid Corporation
RAD
| $334K | ﹤0.01% |
100,000
-2,000
| -2% | -$9.5K |
|
1960
PUT
L3Harris
LHX
$54.2B
| $333K | ﹤0.01% |
1,600
-3,000
| -65% | -$677K |
|
|
IMGN
1961
DELISTED
Immunogen Inc
IMGN
| $333K | ﹤0.01% |
+67,153
| New | +$364K |
|
|
MAG
1962
DELISTED
MAG Silver
MAG
| $332K | ﹤0.01% |
21,223
+16,055
| +311% | +$234K |
|
1963
CALL
Edison International
EIX
$26.1B
| $331K | ﹤0.01% |
5,200
-300
| -5% | -$18.4K |
|
|
HAYN
1964
DELISTED
Haynes International, Inc.
HAYN
| $329K | ﹤0.01% |
7,191
-9,157
| -56% | -$430K |
|
1965
CALL
Gaotu Techedu
GOTU
$451M
| $327K | ﹤0.01% |
138,500
-214,900
| -61% | -$310K |
|
1966
PUT
California Resources
CRC
$4.85B
| $326K | ﹤0.01% |
+7,500
| New | +$329K |
|
|
GRIN
1967
CALL
DELISTED
Grindrod Shipping Holdings Ltd. Ordinary Shares
GRIN
| $326K | ﹤0.01% |
+17,400
| New | +$413K |
|
1968
CALL
Hershey
HSY
$36.4B
| $324K | ﹤0.01% |
1,400
+800
| +133% | +$184K |
|
1969
CALL
Southern Company
SO
$105B
| $321K | ﹤0.01% |
4,500
-116,900
| -96% | -$7.82M |
|
|
COUP
1970
DELISTED
Coupa Software Incorporated
COUP
| $320K | ﹤0.01% |
+4,045
| New | +$242K |
|
1971
PUT
Yum! Brands
YUM
$39.9B
| $320K | ﹤0.01% |
2,500
-300
| -11% | -$36.3K |
|
1972
CALL
Vanguard Information Technology ETF
VGT
$148B
| $319K | ﹤0.01% |
+8,000
| New | +$326K |
|
1973
PUT
Wabtec
WAB
$49.5B
| $319K | ﹤0.01% |
3,200
-600
| -16% | -$57.3K |
|
1974
PUT
M&T Bank
MTB
$36.2B
| $319K | ﹤0.01% |
2,200
-600
| -21% | -$98.7K |
|
|
CIM
1975
PUT
Chimera Investment
CIM
$974M
| $317K | ﹤0.01% |
19,233
| – | – |
|
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.