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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
XBI icon
2726
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$249 ﹤0.01%
3
-65,650
-100% -$5.31M
AMRN
2727
PUT
Amarin Corp
AMRN
$303M
$242 ﹤0.01%
+10
New +$240
FSRXW
2728
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
$221 ﹤0.01%
43,327
– –
NKLA
2729
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
$216 ﹤0.01%
+3
New +$251
SMH icon
2730
VanEck Semiconductor ETF
SMH
$71.8B
$203 ﹤0.01%
2
– –
DNMR
2731
PUT
DELISTED
Danimer Scientific, Inc.
DNMR
$179 ﹤0.01%
+3
New +$284
VTGN icon
2732
CALL
VistaGen Therapeutics
VTGN
$12.8M
$175 ﹤0.01%
57
-10,486
-99% -$39.5K
IWM icon
2733
iShares Russell 2000 ETF
IWM
$81.9B
$174 ﹤0.01%
1
-2,553,145
-100% -$454M
GLD icon
2734
SPDR Gold Trust
GLD
$142B
$170 ﹤0.01%
1
– –
BBIG
2735
PUT
DELISTED
Vinco Ventures, Inc. Common Stock
BBIG
$139 ﹤0.01%
15
-280
-95% -$4.3K
XOP icon
2736
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.43B
$136 ﹤0.01%
1
– –
XLY icon
2737
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
$129 ﹤0.01%
2
– –
XLK icon
2738
State Street Technology Select Sector SPDR ETF
XLK
$123B
$124 ﹤0.01%
2
– –
XRT icon
2739
State Street SPDR S&P Retail ETF
XRT
$654M
$121 ﹤0.01%
2
– –
LQD icon
2740
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$105 ﹤0.01%
1
– –
TLT icon
2741
iShares 20+ Year Treasury Bond ETF
TLT
$40.9B
$100 ﹤0.01%
1
-686,598
-100% -$69.2M
XLI icon
2742
State Street Industrial Select Sector SPDR ETF
XLI
$34.6B
$98 ﹤0.01%
1
– –
CIM
2743
Chimera Investment
CIM
$1B
$94 ﹤0.01%
6
– –
THACW
2744
DELISTED
Thrive Acquisition Corporation Warrant
THACW
$94 ﹤0.01%
12,580
– –
EMB icon
2745
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$85 ﹤0.01%
1
– –
EPHYW
2746
DELISTED
Epiphany Technology Acquisition Corp. Warrant
EPHYW
$82 ﹤0.01%
35,516
-15,000
-30% -$416
HUBG icon
2747
HUB Group
HUBG
$2.92B
$79 ﹤0.01%
2
-18,100
-100% -$707K
XLB icon
2748
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$78 ﹤0.01%
2
– –
HYG icon
2749
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$74 ﹤0.01%
1
-1,136,895
-100% -$83.8M
TAN icon
2750
Invesco Solar ETF
TAN
$1.38B
$73 ﹤0.01%
1
– –
108 109
110
111 112

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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.