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 | |
|---|---|---|---|---|---|---|
1526
PUT
Harley-Davidson
HOG
$2.71B
| $1.29M | ﹤0.01% |
31,000
+7,700
| +33% | +$328K |
|
1527
Airbnb
ABNB
$107B
| $1.29M | ﹤0.01% |
15,060
-165,085
| -92% | -$16.7M |
|
1528
CuriosityStream
CURI
$161M
| $1.28M | ﹤0.01% |
1,124,568
-250,139
| -18% | -$325K |
|
1529
CALL
CRISPR Therapeutics
CRSP
$5.17B
| $1.28M | ﹤0.01% |
31,500
-48,200
| -60% | -$2.56M |
|
|
FTCH
1530
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.28M | ﹤0.01% |
270,163
+192,446
| +248% | +$1.34M |
|
1531
Rocket Companies
RKT
$38.9B
| $1.27M | ﹤0.01% |
181,924
+84,143
| +86% | +$614K |
|
|
GTLS.PRB
1532
DELISTED
Chart Industries 6.75% Series B Preferred Stock
GTLS.PRB
| $1.27M | ﹤0.01% |
+11,000
| New | +$543K |
|
1533
PUT
Fidelity National Financial
FNF
$13.5B
| $1.26M | ﹤0.01% |
+33,600
| New | +$1.26M |
|
1534
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.47B
| $1.26M | ﹤0.01% |
39,600
+1,000
| +3% | +$34.7K |
|
|
RAD
1535
DELISTED
Rite Aid Corporation
RAD
| $1.25M | ﹤0.01% |
375,116
+373,468
| +22,662% | +$1.77M |
|
1536
iShares Russell 2000 Value ETF
IWN
$14.6B
| $1.25M | ﹤0.01% |
9,007
-54,617
| -86% | -$7.71M |
|
1537
Franco-Nevada
FNV
$46B
| $1.24M | ﹤0.01% |
9,085
+2,918
| +47% | +$385K |
|
1538
PUT
DraftKings
DKNG
$11.9B
| $1.24M | ﹤0.01% |
108,500
-45,900
| -30% | -$639K |
|
|
SIVB
1539
DELISTED
SVB Financial Group
SIVB
| $1.23M | ﹤0.01% |
5,337
-3,248
| -38% | -$807K |
|
|
SAVE
1540
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.23M | ﹤0.01% |
63,000
-183,200
| -74% | -$3.76M |
|
1541
Invesco
IVZ
$13.9B
| $1.21M | ﹤0.01% |
67,473
-269
| -0.4% | -$4.6K |
|
1542
CALL
Roper Technologies
ROP
$39.8B
| $1.21M | ﹤0.01% |
+2,800
| New | +$1.15M |
|
|
ABB
1543
PUT
DELISTED
ABB Ltd
ABB
| $1.21M | ﹤0.01% |
+39,700
| New | +$1.16M |
|
1544
CALL
Prothena Corp
PRTA
$450M
| $1.21M | ﹤0.01% |
+20,000
| New | +$1.17M |
|
1545
Corsair Gaming
CRSR
$1.55B
| $1.2M | ﹤0.01% |
88,507
+10,501
| +13% | +$153K |
|
1546
PUT
Check Point Software Technologies
CHKP
$13.1B
| $1.2M | ﹤0.01% |
+9,500
| New | +$1.19M |
|
|
NSTG
1547
PUT
DELISTED
NanoString Technologies, Inc.
NSTG
| $1.2M | ﹤0.01% |
150,000
| – | – |
|
1548
Automatic Data Processing
ADP
$108B
| $1.2M | ﹤0.01% |
5,005
-8,454
| -63% | -$2.08M |
|
|
AEL
1549
DELISTED
American Equity Investment Life Holding Company
AEL
| $1.19M | ﹤0.01% |
+26,103
| New | +$1.05M |
|
1550
CALL
Lemonade
LMND
$4.1B
| $1.19M | ﹤0.01% |
86,900
+46,500
| +115% | +$919K |
|
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.