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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 | |
|---|---|---|---|---|---|---|
626
PUT
AngloGold Ashanti
AU
$48.7B
| $14.6M | 0.02% |
+750,200
| New | +$12.3M |
|
|
MPT
627
PUT
Medical Properties Trust
MPT
$2.81B
| $14.5M | 0.02% |
1,305,400
+494,200
| +61% | +$5.75M |
|
628
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $14.5M | 0.02% |
194,725
+194,724
| +19,472,400% | +$14.2M |
|
629
Vanguard S&P 500 ETF
VOO
$1.01T
| $14.5M | 0.02% |
41,219
+26,007
| +171% | +$9.19M |
|
630
PUT
DuPont de Nemours
DD
$19.2B
| $14.4M | 0.02% |
167,698
+145,312
| +649% | +$11.6M |
|
631
CALL
New Oriental
EDU
$8.98B
| $14.4M | 0.02% |
414,800
-272,800
| -40% | -$7.71M |
|
632
CALL
Estee Lauder
EL
$32B
| $14.4M | 0.02% |
58,100
-21,100
| -27% | -$4.71M |
|
633
CALL
NXP Semiconductors
NXPI
$60.4B
| $14.4M | 0.02% |
91,000
-19,100
| -17% | -$3.03M |
|
634
PUT
iShares MSCI Brazil ETF
EWZ
$8.95B
| $14.3M | 0.02% |
511,600
-896,700
| -64% | -$27.4M |
|
635
CALL
ChargePoint
CHPT
$161M
| $14.3M | 0.02% |
75,025
+19,830
| +36% | +$4.82M |
|
636
PUT
Eaton
ETN
$174B
| $14.3M | 0.02% |
91,000
+65,700
| +260% | +$10.1M |
|
637
CALL
Align Technology
ALGN
$12.3B
| $14.2M | 0.02% |
67,500
+61,000
| +938% | +$12.2M |
|
638
PUT
Robinhood
HOOD
$83.9B
| $14.2M | 0.02% |
1,745,500
-709,400
| -29% | -$6.95M |
|
639
PUT
McKesson
MCK
$101B
| $14.1M | 0.02% |
37,700
+10,800
| +40% | +$4.03M |
|
640
PUT
Capital One
COF
$134B
| $14.1M | 0.02% |
152,100
-262,100
| -63% | -$25.8M |
|
641
CALL
Roku
ROKU
$22.7B
| $14.1M | 0.02% |
347,200
+94,100
| +37% | +$4.92M |
|
642
PUT
Linde
LIN
$226B
| $14.1M | 0.02% |
43,300
+1,400
| +3% | +$439K |
|
643
PUT
The GEO Group
GEO
$4.04B
| $14.1M | 0.02% |
1,289,100
| – | – |
|
644
CALL
Kroger
KR
$34.8B
| $14.1M | 0.02% |
316,600
-1,304,100
| -80% | -$59.9M |
|
645
CALL
DexCom
DXCM
$32B
| $14.1M | 0.02% |
124,500
+42,300
| +51% | +$4.64M |
|
|
646
Linde
LIN
$226B
| $14.1M | 0.02% |
+43,215
| New | +$13.5M |
|
647
CALL
Parker-Hannifin
PH
$135B
| $14.1M | 0.02% |
48,400
+1,300
| +3% | +$372K |
|
648
Enphase Energy
ENPH
$5.53B
| $13.9M | 0.02% |
+52,519
| New | +$15.3M |
|
|
MRO
649
CALL
DELISTED
Marathon Oil Corporation
MRO
| $13.9M | 0.02% |
512,400
-246,900
| -33% | -$7.16M |
|
650
CALL
Expedia Group
EXPE
$37.3B
| $13.9M | 0.02% |
158,300
-212,800
| -57% | -$20.1M |
|
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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.