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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 | |
|---|---|---|---|---|---|---|
226
PUT
Qualcomm
QCOM
$176B
| $63.6M | 0.1% |
578,600
-385,600
| -40% | -$45.1M |
|
227
CALL
Amgen
AMGN
$222B
| $63.5M | 0.1% |
241,700
-62,100
| -20% | -$16.6M |
|
|
HZNP
228
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $63.3M | 0.1% |
556,500
+108,900
| +24% | +$9.05M |
|
229
CALL
Analog Devices
ADI
$190B
| $63.2M | 0.1% |
385,000
+256,800
| +200% | +$40.1M |
|
230
CALL
Home Depot
HD
$355B
| $63.1M | 0.1% |
199,800
-69,000
| -26% | -$21M |
|
231
PUT
Nike
NKE
$61.9B
| $62.6M | 0.1% |
535,100
+2,500
| +0.5% | +$252K |
|
232
CALL
Blackstone
BX
$110B
| $62.4M | 0.1% |
841,100
+74,100
| +10% | +$6.4M |
|
233
PUT
Chevron
CVX
$366B
| $62M | 0.1% |
345,500
-156,300
| -31% | -$27.3M |
|
|
SCHW
234
CALL
Charles Schwab
SCHW
$187B
| $61.9M | 0.1% |
743,700
-99,900
| -12% | -$7.75M |
|
|
DOCU
235
CALL
DocuSign
DOCU
$11.5B
| $61.6M | 0.1% |
1,112,300
+54,400
| +5% | +$2.65M |
|
236
PUT
Alcoa
AA
$13.2B
| $61.4M | 0.1% |
1,350,000
+393,400
| +41% | +$17.1M |
|
237
PUT
Snap
SNAP
$9.01B
| $61.4M | 0.1% |
6,856,800
+2,693,800
| +65% | +$26.6M |
|
238
CALL
PepsiCo
PEP
$190B
| $61.3M | 0.1% |
339,100
-31,600
| -9% | -$5.64M |
|
239
PUT
Zscaler
ZS
$27.3B
| $60.5M | 0.09% |
540,900
+51,400
| +11% | +$6.98M |
|
|
240
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $59.7M | 0.09% |
810,400
+770,900
| +1,952% | +$56.8M |
|
241
CALL
VanEck Gold Miners ETF
GDX
$27.4B
| $59.1M | 0.09% |
2,062,100
+889,600
| +76% | +$23.8M |
|
242
CALL
AbbVie
ABBV
$435B
| $59M | 0.09% |
365,000
+81,000
| +29% | +$12.4M |
|
243
CALL
Intuitive Surgical
ISRG
$134B
| $58.9M | 0.09% |
221,800
+110,500
| +99% | +$26.9M |
|
244
PUT
DoorDash
DASH
$93.7B
| $58.3M | 0.09% |
1,193,800
+109,900
| +10% | +$5.71M |
|
245
CALL
MetLife
MET
$62.4B
| $57.2M | 0.09% |
790,200
+67,800
| +9% | +$4.86M |
|
|
246
CALL
Snap
SNAP
$9.01B
| $57.1M | 0.09% |
6,380,800
+905,700
| +17% | +$8.93M |
|
247
CALL
Shopify
SHOP
$195B
| $56.9M | 0.09% |
1,639,300
+724,300
| +79% | +$24.7M |
|
248
CALL
Danaher
DHR
$144B
| $56.7M | 0.09% |
241,166
+228,758
| +1,844% | +$53M |
|
|
249
CALL
Zscaler
ZS
$27.3B
| $56.5M | 0.09% |
504,500
+79,000
| +19% | +$10.7M |
|
250
PUT
Intuit
INTU
$89B
| $56.3M | 0.09% |
144,600
-15,300
| -10% | -$6.07M |
|
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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.