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 | |
|---|---|---|---|---|---|---|
76
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $141M | 0.22% |
1,332,700
+796,300
| +148% | +$83.3M |
|
77
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $139M | 0.22% |
1,418,200
+925,700
| +188% | +$88.2M |
|
|
78
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $139M | 0.22% |
1,023,000
+618,100
| +153% | +$81.9M |
|
79
CALL
Roblox
RBLX
$26.2B
| $138M | 0.21% |
4,857,500
+480,100
| +11% | +$16.9M |
|
80
CALL
JD.com
JD
$43.8B
| $137M | 0.21% |
2,447,700
-401,300
| -14% | -$20.2M |
|
81
PUT
Adobe
ADBE
$102B
| $137M | 0.21% |
407,000
+75,300
| +23% | +$24.1M |
|
82
PUT
Deere & Co
DE
$166B
| $137M | 0.21% |
319,300
+29,100
| +10% | +$11.8M |
|
83
PUT
Broadcom
AVGO
$2.01T
| $136M | 0.21% |
2,441,000
+286,000
| +13% | +$14.3M |
|
84
CALL
Intel
INTC
$506B
| $136M | 0.21% |
5,157,400
+39,200
| +0.8% | +$1.09M |
|
85
CALL
Pfizer
PFE
$148B
| $136M | 0.21% |
2,659,200
+1,291,700
| +94% | +$61.9M |
|
86
CALL
Target
TGT
$66.5B
| $136M | 0.21% |
912,400
-308,300
| -25% | -$48.4M |
|
87
CALL
ExxonMobil
XOM
$638B
| $135M | 0.21% |
1,228,400
-843,600
| -41% | -$90.4M |
|
88
CALL
IBM
IBM
$219B
| $135M | 0.21% |
956,200
+173,300
| +22% | +$23.9M |
|
89
PUT
Boeing
BA
$184B
| $134M | 0.21% |
705,900
-211,200
| -23% | -$34.5M |
|
|
XYZ
90
PUT
Block Inc
XYZ
$47.1B
| $134M | 0.21% |
2,132,300
+601,600
| +39% | +$37.1M |
|
91
PUT
United Airlines
UAL
$42.4B
| $133M | 0.21% |
3,531,200
+1,102,400
| +45% | +$44.7M |
|
92
PUT
Home Depot
HD
$348B
| $131M | 0.2% |
415,500
+9,800
| +2% | +$2.99M |
|
93
PUT
Airbnb
ABNB
$89B
| $130M | 0.2% |
1,524,300
+40,200
| +3% | +$4.06M |
|
94
CALL
Lowe's Companies
LOW
$122B
| $129M | 0.2% |
645,000
-518,800
| -45% | -$104M |
|
95
CALL
Cisco
CSCO
$476B
| $127M | 0.2% |
2,668,100
-2,100
| -0.1% | -$95.6K |
|
|
96
CALL
Broadcom
AVGO
$2.01T
| $125M | 0.19% |
2,244,000
+468,000
| +26% | +$23.5M |
|
97
PUT
Goldman Sachs
GS
$303B
| $125M | 0.19% |
364,400
-22,100
| -6% | -$7.69M |
|
98
PUT
United Rentals
URI
$71.8B
| $124M | 0.19% |
349,800
+126,000
| +56% | +$41.4M |
|
99
PUT
Caterpillar
CAT
$400B
| $124M | 0.19% |
516,900
-176,000
| -25% | -$38.3M |
|
100
PUT
Las Vegas Sands
LVS
$29.8B
| $124M | 0.19% |
2,573,400
+1,411,400
| +121% | +$59.9M |
|
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.