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 | |
|---|---|---|---|---|---|---|
151
CALL
VanEck Semiconductor ETF
SMH
$72.5B
| $91.8M | 0.14% |
905,000
-32,200
| -3% | -$3.27M |
|
152
PUT
Shopify
SHOP
$191B
| $91.5M | 0.14% |
2,634,900
+1,321,700
| +101% | +$45.1M |
|
153
PUT
Walt Disney
DIS
$179B
| $91.2M | 0.14% |
1,049,400
-273,200
| -21% | -$26.1M |
|
154
PUT
Diamondback Energy
FANG
$52.6B
| $91.1M | 0.14% |
665,800
+108,700
| +20% | +$15.9M |
|
155
PUT
Mastercard
MA
$499B
| $90.9M | 0.14% |
261,400
+73,900
| +39% | +$24.3M |
|
156
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $90.2M | 0.14% |
292,100
+67,400
| +30% | +$20M |
|
157
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$313M
| $90.2M | 0.14% |
2,775,600
-1,534,000
| -36% | -$49.9M |
|
158
PUT
Morgan Stanley
MS
$341B
| $89.3M | 0.14% |
1,050,700
-502,400
| -32% | -$42.8M |
|
159
PUT
iShares MSCI EAFE ETF
EFA
$79.4B
| $89M | 0.14% |
1,355,300
-1,692,500
| -56% | -$106M |
|
160
PUT
Micron Technology
MU
$1.01T
| $88.8M | 0.14% |
1,777,700
+597,100
| +51% | +$32.7M |
|
161
CALL
Charter Communications
CHTR
$18.4B
| $88.6M | 0.14% |
261,400
+12,700
| +5% | +$4.46M |
|
162
CALL
RTX Corp
RTX
$300B
| $88.5M | 0.14% |
876,700
+441,200
| +101% | +$41.5M |
|
163
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.3B
| $87.4M | 0.14% |
2,305,400
+357,000
| +18% | +$13.2M |
|
164
PUT
Wynn Resorts
WYNN
$10.6B
| $87M | 0.14% |
1,054,800
+440,000
| +72% | +$32.2M |
|
165
CALL
Chevron
CVX
$370B
| $86.8M | 0.13% |
483,700
+90,600
| +23% | +$15.8M |
|
|
DOCU
166
PUT
DocuSign
DOCU
$10.8B
| $84.8M | 0.13% |
1,529,300
+167,700
| +12% | +$8.16M |
|
167
CALL
Humana
HUM
$42.9B
| $84.7M | 0.13% |
165,300
+130,300
| +372% | +$68.5M |
|
168
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $84.4M | 0.13% |
800,900
+290,200
| +57% | +$30.4M |
|
169
CALL
Abbott
ABT
$185B
| $84.4M | 0.13% |
768,500
+182,600
| +31% | +$18.9M |
|
170
CALL
Pinterest
PINS
$13.1B
| $84.2M | 0.13% |
3,469,200
-927,800
| -21% | -$22.1M |
|
|
171
CALL
Wynn Resorts
WYNN
$10.6B
| $83.4M | 0.13% |
1,011,300
+316,400
| +46% | +$23.2M |
|
|
172
CALL
Morgan Stanley
MS
$341B
| $82.9M | 0.13% |
974,800
-1,009,500
| -51% | -$86M |
|
173
PUT
Carnival Corporation Ltd
CCL
$39.9B
| $82.6M | 0.13% |
10,250,500
+1,377,900
| +16% | +$11.9M |
|
174
PUT
Oracle
ORCL
$416B
| $82.3M | 0.13% |
1,006,700
+10,100
| +1% | +$768K |
|
|
175
CALL
Walt Disney
DIS
$179B
| $81.5M | 0.13% |
937,800
+30,900
| +3% | +$2.96M |
|
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.