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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
FXY icon
2751
Invesco CurrencyShares Japanese Yen Trust
FXY
$431M
$71 ﹤0.01%
+1
New +$66
GRWG icon
2752
GrowGeneration
GRWG
$90.7M
$71 ﹤0.01%
+18
New +$86
XLU icon
2753
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
$71 ﹤0.01%
2
– –
GERN icon
2754
Geron
GERN
$949M
$68 ﹤0.01%
+28
New +$63
EFA icon
2755
iShares MSCI EAFE ETF
EFA
$80.2B
$66 ﹤0.01%
1
– –
XME icon
2756
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$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
$1.71B
$45 ﹤0.01%
1
-34,429
-100% -$1.62M
FEZ icon
2759
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
$39 ﹤0.01%
1
– –
EEM icon
2760
iShares MSCI Emerging Markets ETF
EEM
$30B
$38 ﹤0.01%
1
– –
ARKG icon
2761
ARK Genomic Revolution ETF
ARKG
$1.73B
$28 ﹤0.01%
1
– –
EWZ icon
2762
iShares MSCI Brazil ETF
EWZ
$8.95B
$28 ﹤0.01%
1
-87,974
-100% -$2.69M
FXI icon
2763
iShares China Large-Cap ETF
FXI
$4.31B
$28 ﹤0.01%
1
-1,216,716
-100% -$31.5M
BKLN icon
2764
Invesco Senior Loan ETF
BKLN
$6.74B
$21 ﹤0.01%
1
– –
ICLN icon
2765
iShares Global Clean Energy ETF
ICLN
$2.1B
$20 ﹤0.01%
1
– –
QYLD icon
2766
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.27B
$16 ﹤0.01%
1
-218,866
-100% -$3.54M
HUT
2767
Hut 8
HUT
$10.9B
– –
-3,890
Closed -$29.3K
AB icon
2768
CALL
AllianceBernstein
AB
$3.47B
– –
-28,100
Closed -$986K
ABCL icon
2769
CALL
AbCellera Biologics
ABCL
$2.12B
– –
-100
Closed -$1K
ABCL icon
2770
AbCellera Biologics
ABCL
$2.12B
– –
-57,430
Closed -$568K
ABCL icon
2771
PUT
AbCellera Biologics
ABCL
$2.12B
– –
-86,400
Closed -$854K
ABUS icon
2772
Arbutus Biopharma
ABUS
$915M
– –
-200,528
Closed -$383K
ABUS icon
2773
PUT
Arbutus Biopharma
ABUS
$915M
– –
-500
Closed -$1K
ACI icon
2774
Albertsons Companies
ACI
$5.83B
– –
-4,269
Closed -$93.8K
ADT icon
2775
ADT
ADT
$5.58B
– –
-75
Closed -$667
109 110
111
112 113

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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.