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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.4B
AUM Growth
-$261M
Cap. Flow
-$1.86B
Cap. Flow %
-2.89%
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$204M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$127M
3
BKNG icon
Booking.com
BKNG
+$60.9M
4
CMCSA icon
Comcast
CMCSA
+$44M
5
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$40.1M

Top Sells

Rank Stock Value
1
CI icon
Cigna
CI
+$463M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$454M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$112M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$83.8M
5
TSM icon
TSMC
TSM
+$69.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.06%
2 Consumer Discretionary 0.68%
3 Technology 0.62%
4 Industrials 0.37%
5 Financials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FXY icon
2751
Invesco CurrencyShares Japanese Yen Trust
FXY
$453M
$71 ﹤0.01%
+1
New +$66
GRWG icon
2752
GrowGeneration
GRWG
$96M
$71 ﹤0.01%
+18
New +$86
XLU icon
2753
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
$71 ﹤0.01%
2
– –
GERN icon
2754
Geron
GERN
$970M
$68 ﹤0.01%
+28
New +$63
EFA icon
2755
iShares MSCI EAFE ETF
EFA
$79.7B
$66 ﹤0.01%
1
– –
XME icon
2756
State Street SPDR S&P Metals & Mining ETF
XME
$4.92B
$50 ﹤0.01%
1
– –
MTTR
2757
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
$50 ﹤0.01%
18
-1,927
-99% -$6.16K
KBE icon
2758
State Street SPDR S&P Bank ETF
KBE
$1.59B
$45 ﹤0.01%
1
-34,429
-100% -$1.62M
FEZ icon
2759
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.46B
$39 ﹤0.01%
1
– –
EEM icon
2760
iShares MSCI Emerging Markets ETF
EEM
$32B
$38 ﹤0.01%
1
– –
ARKG icon
2761
ARK Genomic Revolution ETF
ARKG
$2.01B
$28 ﹤0.01%
1
– –
EWZ icon
2762
iShares MSCI Brazil ETF
EWZ
$8.79B
$28 ﹤0.01%
1
-87,974
-100% -$2.69M
FXI icon
2763
iShares China Large-Cap ETF
FXI
$4.17B
$28 ﹤0.01%
1
-1,216,716
-100% -$31.5M
BKLN icon
2764
Invesco Senior Loan ETF
BKLN
$6.77B
$21 ﹤0.01%
1
– –
ICLN icon
2765
iShares Global Clean Energy ETF
ICLN
$2.14B
$20 ﹤0.01%
1
– –
QYLD icon
2766
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.35B
$16 ﹤0.01%
1
-218,866
-100% -$3.54M
HUT
2767
Hut 8
HUT
$12.3B
– –
-3,890
Closed -$29.3K
AB icon
2768
CALL
AllianceBernstein
AB
$3.42B
– –
-28,100
Closed -$986K
ABCL icon
2769
CALL
AbCellera Biologics
ABCL
$3.71B
– –
-100
Closed -$1K
ABCL icon
2770
AbCellera Biologics
ABCL
$3.71B
– –
-57,430
Closed -$568K
ABCL icon
2771
PUT
AbCellera Biologics
ABCL
$3.71B
– –
-86,400
Closed -$854K
ABUS icon
2772
Arbutus Biopharma
ABUS
$1.03B
– –
-200,528
Closed -$383K
ABUS icon
2773
PUT
Arbutus Biopharma
ABUS
$1.03B
– –
-500
Closed -$1K
ACI icon
2774
Albertsons Companies
ACI
$5.89B
– –
-4,269
Closed -$93.8K
ADT icon
2775
ADT
ADT
$5.27B
– –
-75
Closed -$667
109 110
111
112 113

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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's Q4 2022 filing shows 439 new, 964 increased, 1,143 reduced and 708 closed positions. Its largest new stake was Visa: 141,586 shares worth $29.4M. The largest sale was Cigna, an estimated $463M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.