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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 | |
|---|---|---|---|---|---|---|
2201
Willis Towers Watson
WTW
$31.9B
| $101K | ﹤0.01% |
414
-1,316
| -76% | -$301K |
|
2202
Alkermes
ALKS
$8.29B
| $101K | ﹤0.01% |
3,855
+3,635
| +1,652% | +$87K |
|
|
NEWR
2203
DELISTED
New Relic, Inc.
NEWR
| $100K | ﹤0.01% |
1,774
-3,810
| -68% | -$216K |
|
2204
Hasbro
HAS
$13.3B
| $100K | ﹤0.01% |
1,640
-25,207
| -94% | -$1.57M |
|
2205
CALL
QuantumScape Corp
QS
$3.81B
| $99.2K | ﹤0.01% |
17,500
-27,600
| -61% | -$204K |
|
|
GOGN.WS
2206
DELISTED
GoGreen Investments Corporation Redeemable Warrants
GOGN.WS
| $99.1K | ﹤0.01% |
300,439
-76,418
| -20% | -$7.99K |
|
2207
CALL
HF Sinclair
DINO
$15.2B
| $98.6K | ﹤0.01% |
1,900
-400
| -17% | -$23K |
|
|
ACB
2208
Aurora Cannabis
ACB
$179M
| $98.1K | ﹤0.01% |
10,631
+10,387
| +4,257% | +$124K |
|
|
2209
CALL
Hasbro
HAS
$13.3B
| $97.6K | ﹤0.01% |
1,600
-31,200
| -95% | -$1.95M |
|
2210
CALL
Ciena
CIEN
$54.9B
| $96.9K | ﹤0.01% |
1,900
-1,700
| -47% | -$76.9K |
|
2211
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.22B
| $96.5K | ﹤0.01% |
2,800
+2,400
| +600% | +$72.8K |
|
2212
PVH
PVH
$4.02B
| $96.4K | ﹤0.01% |
1,366
-4,676
| -77% | -$279K |
|
|
CHX
2213
DELISTED
ChampionX
CHX
| $95.7K | ﹤0.01% |
+3,300
| New | +$91.1K |
|
2214
CALL
Hecla Mining
HL
$11.8B
| $95.6K | ﹤0.01% |
17,200
-16,600
| -49% | -$82.5K |
|
2215
Funko
FNKO
$346M
| $95.3K | ﹤0.01% |
8,732
+8,512
| +3,869% | +$119K |
|
2216
CALL
iShares MSCI China ETF
MCHI
$6.42B
| $95K | ﹤0.01% |
+2,000
| New | +$86.7K |
|
2217
CALL
Colgate-Palmolive
CL
$74.3B
| $94.5K | ﹤0.01% |
1,200
+800
| +200% | +$60K |
|
|
SLGC
2218
PUT
DELISTED
SomaLogic, Inc. Class A Common Stock
SLGC
| $94.1K | ﹤0.01% |
37,500
| – | – |
|
|
MRNS
2219
CALL
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $93.1K | ﹤0.01% |
+23,400
| New | +$115K |
|
2220
CALL
Sempra
SRE
$55.1B
| $92.7K | ﹤0.01% |
1,200
-3,000
| -71% | -$232K |
|
|
PGRE
2221
DELISTED
Paramount Group
PGRE
| $92.4K | ﹤0.01% |
15,558
-9,563
| -38% | -$59.7K |
|
2222
PUT
Applovin
APP
$113B
| $91.6K | ﹤0.01% |
8,700
-123,400
| -93% | -$1.81M |
|
2223
CALL
Alerian MLP ETF
AMLP
$13.3B
| $91.4K | ﹤0.01% |
2,400
-123,100
| -98% | -$4.84M |
|
2224
CALL
Restaurant Brands International
QSR
$25.4B
| $90.5K | ﹤0.01% |
1,400
-60,400
| -98% | -$3.71M |
|
|
NETC.WS
2225
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
| $89.6K | ﹤0.01% |
1,544,833
-299,802
| -16% | -$17.9K |
|
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.