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Parallax Volatility Advisers

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
Cap. Flow
-$4.03B
Cap. Flow %
-6.25%
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 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
NVSAW
2626
DELISTED
New Vista Acquisition Corp. Warrant
NVSAW
$2.96K ﹤0.01%
51,336
– –
LCAHW
2627
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
$2.94K ﹤0.01%
29,429
-5,315
-15% -$604
BURU.WS
2628
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$2.9K ﹤0.01%
41,433
+23,243
+128% +$1.48K
FAST icon
2629
Fastenal
FAST
$59.5B
$2.84K ﹤0.01%
120
-39,434
-100% -$964K
FL
2630
DELISTED
Foot Locker
FL
$2.8K ﹤0.01%
74
-72,634
-100% -$2.49M
OHI icon
2631
CALL
Omega Healthcare
OHI
$14.7B
$2.79K ﹤0.01%
+100
New +$3.02K
PLBY icon
2632
CALL
Playboy Inc
PLBY
$141M
$2.75K ﹤0.01%
1,000
-15,200
-94% -$54.4K
CRK icon
2633
CALL
Comstock Resources
CRK
$3.94B
$2.74K ﹤0.01%
+200
New +$3.41K
WKHS icon
2634
PUT
Workhorse Group
WKHS
$36.3M
$2.74K ﹤0.01%
1
– –
EVGO icon
2635
EVgo
EVGO
$229M
$2.7K ﹤0.01%
605
– –
LDTCW
2636
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$2.66K ﹤0.01%
155,551
– –
IVCBW
2637
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$2.62K ﹤0.01%
91,042
+310
+0.3% +$17
ASO icon
2638
Academy Sports + Outdoors
ASO
$2.98B
$2.52K ﹤0.01%
48
+24
+100% +$1.15K
DM
2639
DELISTED
Desktop Metal, Inc.
DM
$2.5K ﹤0.01%
184
– –
UTAAW
2640
DELISTED
UTA Acquisition Corporation Warrants
UTAAW
$2.5K ﹤0.01%
25,000
-19,495
-44% -$2.87K
NEOG icon
2641
Neogen
NEOG
$2.5B
$2.5K ﹤0.01%
164
-8,333
-98% -$119K
CBRGW
2642
DELISTED
Chain Bridge I Warrants
CBRGW
$2.46K ﹤0.01%
25,041
-74,959
-75% -$8.32K
FATPW
2643
DELISTED
Fat Projects Acquisition Corp Warrant
FATPW
$2.45K ﹤0.01%
97,826
– –
SPCE icon
2644
CALL
Virgin Galactic
SPCE
$398M
$2.44K ﹤0.01%
35
+15
+75% +$1.4K
PORT.WS
2645
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$2.41K ﹤0.01%
120,354
-24,400
-17% -$1.22K
ACB
2646
PUT
Aurora Cannabis
ACB
$185M
$2.4K ﹤0.01%
260
– –
MCAAW
2647
DELISTED
Mountain & Co. I Acquisition Corp. Warrant
MCAAW
$2.34K ﹤0.01%
93,718
– –
RBT.WS
2648
DELISTED
Rubicon Technologies, Inc. Warrants, each warrant is exercisable for 1/8th of a share of Class A Common Stock at an exercise price of $92.00r share
RBT.WS
$2.27K ﹤0.01%
50,000
– –
ICFI icon
2649
ICF International
ICFI
$1.72B
$2.18K ﹤0.01%
+22
New +$2.4K
BACA.WS
2650
DELISTED
Berenson Acquisition Corp. I Warrants, each whole warrant exercisable for one share of class A common stock at an exercise price of $11.50
BACA.WS
$2.17K ﹤0.01%
59,543
-52,400
-47% -$2.12K
104 105
106
107 108

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HF
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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 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.