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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 | |
|---|---|---|---|---|---|---|
|
MRNS
2326
PUT
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $46.6K | ﹤0.01% |
11,700
| – | – |
|
2327
PUT
Opendoor
OPEN
$3.38B
| $44.8K | ﹤0.01% |
39,887
-1,057,513
| -96% | -$2.03M |
|
2328
International Money Express
IMXI
$356M
| $44.7K | ﹤0.01% |
1,834
-852
| -32% | -$19.6K |
|
2329
Meta Platforms (Facebook)
META
$1.52T
| $44.5K | ﹤0.01% |
370
| – | – |
|
|
PMT
2330
PennyMac Mortgage Investment
PMT
$818M
| $44.3K | ﹤0.01% |
+3,572
| New | +$48.6K |
|
2331
Southland Holdings Warrants
SLND.WS
| $44.1K | ﹤0.01% |
100,535
-531,469
| -84% | -$205K |
|
|
CARM
2332
DELISTED
Carisma Therapeutics
CARM
| $44.1K | ﹤0.01% |
3,617
| – | – |
|
2333
PUT
Marqeta
MQ
$1.62B
| $43.4K | ﹤0.01% |
1,775
-52,225
| -97% | -$1.43M |
|
2334
Regeneron Pharmaceuticals
REGN
$83.2B
| $43.3K | ﹤0.01% |
60
| – | – |
|
2335
CALL
Xerox
XRX
$427M
| $42.3K | ﹤0.01% |
2,900
-2,500
| -46% | -$37.7K |
|
2336
PUT
Dynatrace
DT
$14.6B
| $42.1K | ﹤0.01% |
+1,100
| New | +$40K |
|
2337
PUT
Wingstop
WING
$3.2B
| $41.3K | ﹤0.01% |
+300
| New | +$44.3K |
|
2338
CALL
BRC Group Holdings
RILY
$292M
| $41K | ﹤0.01% |
1,200
-4,900
| -80% | -$205K |
|
|
MRNS
2339
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $41K | ﹤0.01% |
10,292
-50,577
| -83% | -$249K |
|
|
AEON.WS
2340
DELISTED
AEON Biopharma Inc
AEON.WS
| $39.9K | ﹤0.01% |
875,128
-283,977
| -24% | -$11.5K |
|
2341
Banco Santander
SAN
$210B
| $39.8K | ﹤0.01% |
13,489
-35,299
| -72% | -$96.3K |
|
2342
CALL
Uranium Energy
UEC
$5.63B
| $39.6K | ﹤0.01% |
10,200
-400
| -4% | -$1.52K |
|
|
HAPN
2343
Happen Inc
HAPN
$2.24B
| $39.5K | ﹤0.01% |
4,489
-1
| -0% | -$10 |
|
2344
PUT
On Holding
ONON
$12.9B
| $39.5K | ﹤0.01% |
2,300
-20,000
| -90% | -$350K |
|
|
CYBR
2345
CALL
DELISTED
CyberArk
CYBR
| $38.9K | ﹤0.01% |
300
-1,600
| -84% | -$231K |
|
2346
CALL
Lucid Motors
LCID
$2.6B
| $38.2K | ﹤0.01% |
560
-16,920
| -97% | -$1.86M |
|
2347
PUT
Bloomin' Brands
BLMN
$944M
| $38.2K | ﹤0.01% |
1,900
-9,500
| -83% | -$206K |
|
2348
PUT
Vistra
VST
$48.2B
| $37.1K | ﹤0.01% |
1,600
-6,500
| -80% | -$150K |
|
2349
CALL
Genasys
GNSS
$74.7M
| $37K | ﹤0.01% |
10,000
| – | – |
|
2350
CALL
Host Hotels & Resorts
HST
$15.5B
| $36.9K | ﹤0.01% |
2,300
-151,900
| -99% | -$2.66M |
|
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.