We are live on
!
Find out more
Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$1.86B
Cap. Flow
% of AUM
-2.89%
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 | Miscellaneous | 97.06% |
| 2 | Consumer Discretionary | 0.68% |
| 3 | Technology | 0.62% |
| 4 | Industrials | 0.37% |
| 5 | Financials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
USER
1051
CALL
DELISTED
UserTesting, Inc.
USER
| $4.36M | 0.01% |
+580,600
| New | +$3.71M |
|
1052
PUT
EQT Corp
EQT
$34.5B
| $4.36M | 0.01% |
128,800
-99,700
| -44% | -$4M |
|
1053
CALL
East-West Bancorp
EWBC
$17.7B
| $4.35M | 0.01% |
+66,000
| New | +$4.52M |
|
1054
CALL
Paycom
PAYC
$9.88B
| $4.34M | 0.01% |
14,000
+4,300
| +44% | +$1.39M |
|
1055
PUT
NovoCure
NVCR
$1.96B
| $4.34M | 0.01% |
+59,200
| New | +$4.45M |
|
1056
CALL
ARK Genomic Revolution ETF
ARKG
$2.01B
| $4.33M | 0.01% |
153,300
+87,800
| +134% | +$2.79M |
|
|
APLS
1057
CALL
DELISTED
Apellis Pharmaceuticals
APLS
| $4.3M | 0.01% |
+83,200
| New | +$4.41M |
|
1058
Liberty Global Class A
LBTYA
$3.65B
| $4.29M | 0.01% |
+226,872
| New | +$4.13M |
|
1059
PUT
TAL Education Group
TAL
$6.56B
| $4.29M | 0.01% |
608,300
+568,300
| +1,421% | +$3.15M |
|
1060
CALL
Melco Resorts & Entertainment
MLCO
$1.95B
| $4.28M | 0.01% |
372,400
+167,200
| +81% | +$1.36M |
|
1061
CALL
Intercontinental Exchange
ICE
$88.6B
| $4.27M | 0.01% |
41,600
-17,300
| -29% | -$1.72M |
|
1062
PUT
Tencent Music
TME
$13.1B
| $4.26M | 0.01% |
+515,000
| New | +$2.89M |
|
1063
PUT
Plug Power
PLUG
$3.16B
| $4.24M | 0.01% |
342,700
-1,365,300
| -80% | -$21.7M |
|
1064
PUT
Royal Bank of Canada
RY
$289B
| $4.23M | 0.01% |
45,000
| – | – |
|
1065
PUT
Willis Towers Watson
WTW
$30.2B
| $4.21M | 0.01% |
17,200
| – | – |
|
1066
HubSpot
HUBS
$12.3B
| $4.2M | 0.01% |
14,534
+1,333
| +10% | +$378K |
|
1067
Altria Group
MO
$114B
| $4.2M | 0.01% |
91,848
-119,350
| -57% | -$5.41M |
|
1068
CALL
SentinelOne
S
$6.76B
| $4.18M | 0.01% |
286,800
+19,600
| +7% | +$363K |
|
|
1069
CALL
Royal Bank of Canada
RY
$289B
| $4.18M | 0.01% |
44,500
-600
| -1% | -$56.6K |
|
|
WBA
1070
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $4.17M | 0.01% |
111,600
-96,200
| -46% | -$3.62M |
|
1071
CALL
Cognex
CGNX
$10.5B
| $4.16M | 0.01% |
88,400
+18,200
| +26% | +$853K |
|
1072
CALL
NetApp
NTAP
$37.1B
| $4.16M | 0.01% |
69,300
-53,200
| -43% | -$3.53M |
|
1073
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
| $4.16M | 0.01% |
121,669
+121,668
| +12,166,800% | +$4.12M |
|
1074
CALL
Affirm
AFRM
$24.3B
| $4.15M | 0.01% |
428,800
-45,600
| -10% | -$687K |
|
1075
Spotify
SPOT
$109B
| $4.09M | 0.01% |
+51,825
| New | +$4.18M |
|
Similar funds
TI
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's Q4 2022 filing shows 439 new, 964 increased, 1,143 reduced and 708 closed positions. Its largest new stake was Visa: 141,586 shares worth $29.4M. The largest sale was Cigna, an estimated $463M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.