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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
ROCL
3301
DELISTED
Roth CH Acquisition V Co. Common Stock
ROCL
– –
-86,469
Closed -$864K
SMR.WS
3302
DELISTED
NuScale Power Corporation Warrants, each exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
SMR.WS
– –
-10,000
Closed -$21K
MRO
3303
DELISTED
Marathon Oil Corporation
MRO
– –
-67,043
Closed -$1.95M
INST
3304
CALL
DELISTED
Instructure Holdings, Inc.
INST
– –
-63,700
Closed -$1.42M
INST
3305
DELISTED
Instructure Holdings, Inc.
INST
– –
-19,937
Closed -$444K
INTE
3306
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
– –
-113,606
Closed -$1.13M
NPAB
3307
DELISTED
New Providence Acquisition Corp. II Class A Common Stock
NPAB
– –
-11,376
Closed -$114K
SOC.WS
3308
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
– –
-517,413
Closed -$72K
BACA
3309
DELISTED
Berenson Acquisition Corp. I
BACA
– –
-228,925
Closed -$2.25M
PTWOU
3310
DELISTED
Pono Capital Two, Inc. Unit
PTWOU
– –
-100,000
Closed -$1.01M
LSXMK
3311
CALL
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
– –
-14,201
Closed -$415K
SLCA
3312
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-16,100
Closed -$176K
SLCA
3313
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-582
Closed -$6K
SLCA
3314
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-200
Closed -$2K
EVBG
3315
CALL
DELISTED
Everbridge, Inc. Common Stock
EVBG
– –
-25,000
Closed -$772K
EVBG
3316
DELISTED
Everbridge, Inc. Common Stock
EVBG
– –
-11,422
Closed -$353K
SWAV
3317
CALL
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
– –
-9,100
Closed -$2.53M
SWAV
3318
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
– –
-55
Closed -$15K
BREZR
3319
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$0 ﹤0.01%
55,500
– –
SCRMW
3320
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
– –
-46,742
Closed -$10K
PXD
3321
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-42,891
Closed -$10.4M
PEPL
3322
DELISTED
PepperLime Health Acquisition Corporation Class A Ordinary Share
PEPL
– –
-19,395
Closed -$194K
PORT
3323
DELISTED
Southport Acquisition Corporation
PORT
– –
-38,041
Closed -$381K
RCAC
3324
DELISTED
Revelstone Capital Acquisition Corp. Class A Common Stock
RCAC
– –
-203,361
Closed -$2.01M
SZZL
3325
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
– –
-94,452
Closed -$951K
131 132
133
134 135

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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.