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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
RSP icon
2301
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
$56.5K ﹤0.01%
400
– –
CXAC.WS
2302
DELISTED
C5 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
CXAC.WS
$56.3K ﹤0.01%
1,878,147
+96,220
+5% +$4.73K
QFIN icon
2303
Qfin Holdings
QFIN
$1.59B
$55.6K ﹤0.01%
+2,730
New +$40.5K
TNA icon
2304
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.45B
$53.9K ﹤0.01%
1,700
+100
+6% +$3.47K
AXON
2305
Axon Enterprise
AXON
$48.4B
$53.6K ﹤0.01%
+323
New +$51.1K
P
2306
CALL
Everpure Inc
P
$32.6B
$53.5K ﹤0.01%
2,000
– –
BBIG
2307
CALL
DELISTED
Vinco Ventures, Inc. Common Stock
BBIG
$53.3K ﹤0.01%
5,745
-2,180
-28% -$33.5K
MPT
2308
CALL
Medical Properties Trust
MPT
$2.48B
$52.4K ﹤0.01%
4,700
-165,900
-97% -$1.93M
SFIX
2309
Stitch Fix
SFIX
$530M
$51.1K ﹤0.01%
+16,416
New +$61.4K
STET.WS
2310
DELISTED
ST Energy Transition I Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50, included as part of the SAIL securities
STET.WS
$50.7K ﹤0.01%
844,979
-282,696
-25% -$22.1K
STLA icon
2311
Stellantis
STLA
$21B
$50.6K ﹤0.01%
+3,562
New +$49.6K
AUY
2312
PUT
DELISTED
Yamana Gold, Inc.
AUY
$50K ﹤0.01%
9,000
– –
PSFE icon
2313
Paysafe
PSFE
$366M
$49.9K ﹤0.01%
3,593
+3,078
+598% +$49.7K
COR icon
2314
CALL
Cencora
COR
$62B
$49.7K ﹤0.01%
300
-1,500
-83% -$237K
WU icon
2315
CALL
Western Union
WU
$2.19B
$49.6K ﹤0.01%
3,600
-1,300
-27% -$17.9K
WRK
2316
CALL
DELISTED
WestRock Company
WRK
$49.2K ﹤0.01%
1,400
-1,300
-48% -$45.3K
BYD icon
2317
CALL
Boyd Gaming
BYD
$5.92B
$49.1K ﹤0.01%
900
-462,500
-100% -$26M
ACCD
2318
DELISTED
Accolade Inc
ACCD
$48.9K ﹤0.01%
+6,282
New +$60K
PUBM icon
2319
CALL
PubMatic
PUBM
$809M
$48.7K ﹤0.01%
3,800
-15,300
-80% -$240K
AVB icon
2320
PUT
AvalonBay Communities
AVB
$26.3B
$48.5K ﹤0.01%
300
-200
-40% -$34K
VIEW
2321
DELISTED
View, Inc. Class A Common Stock
VIEW
$48.2K ﹤0.01%
833
-1
-0.1% -$73
AGIO icon
2322
Agios Pharmaceuticals
AGIO
$1.95B
$47.9K ﹤0.01%
1,705
+1,703
+85,150% +$48K
AVGO icon
2323
Broadcom
AVGO
$2.01T
$47.5K ﹤0.01%
850
– –
FLEX icon
2324
PUT
Flex
FLEX
$44.2B
$47.2K ﹤0.01%
2,919
– –
NWL icon
2325
PUT
Newell Brands
NWL
$2.51B
$47.1K ﹤0.01%
3,600
– –
91 92
93
94 95

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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.