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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
LOV
3351
DELISTED
Spark Networks SE American Depositary Shares
LOV
– –
-10,499
Closed -$20K
CCAI
3352
DELISTED
Cascadia Acquisition Corp. Class A Common Stock
CCAI
– –
-77,680
Closed -$765K
ZING
3353
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
– –
-226,277
Closed -$2.27M
DICE
3354
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
– –
-71,779
Closed -$1.46M
DICE
3355
PUT
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
– –
-10,000
Closed -$203K
ENTF
3356
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
– –
-192,485
Closed -$1.94M
ISEE
3357
CALL
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-40,000
Closed -$718K
ISEE
3358
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-6,973
Closed -$125K
ISEE
3359
PUT
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-5,300
Closed -$95K
GSRMR
3360
DELISTED
GSR II Meteora Acquisition Corp. Right
GSRMR
$0 ﹤0.01%
37,227
-275
-0.7% -$338
DOMA
3361
CALL
DELISTED
Doma Holdings, Inc.
DOMA
– –
-716
Closed -$8K
XM
3362
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
– –
-25,426
Closed -$259K
XM
3363
PUT
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
– –
-26,700
Closed -$272K
AHRN
3364
DELISTED
Ahren Acquisition Corp
AHRN
– –
-23,870
Closed -$240K
RJAC
3365
DELISTED
Jackson Acquisition Company
RJAC
– –
-20,084
Closed -$200K
STET
3366
DELISTED
ST Energy Transition I Ltd.
STET
– –
-405,217
Closed -$4.06M
VMGA
3367
DELISTED
VMG Consumer Acquisition Corp. Class A Common Stock
VMGA
– –
-298,577
Closed -$2.99M
SI
3368
CALL
DELISTED
Silvergate Capital Corporation
SI
– –
-3,900
Closed -$293K
GVCI
3369
DELISTED
Green Visor Financial Technology Acquisition Corp. I Class A Ordinary Shares
GVCI
– –
-130,918
Closed -$1.33M
SVNA
3370
DELISTED
7 Acquisition Corp
SVNA
– –
-13,751
Closed -$139K
IQMD
3371
DELISTED
Intelligent Medicine Acquisition Corp. Class A Common Stock
IQMD
– –
-14,333
Closed -$144K
SGFY
3372
CALL
DELISTED
Signify Health, Inc.
SGFY
– –
-50,600
Closed -$1.48M
SGFY
3373
PUT
DELISTED
Signify Health, Inc.
SGFY
– –
-1,100
Closed -$32K
TETC
3374
DELISTED
Tech and Energy Transition Corporation Class A Common Stock
TETC
– –
-286,206
Closed -$2.82M
IAA
3375
CALL
DELISTED
IAA, Inc. Common Stock
IAA
– –
-265,700
Closed -$8.46M
133 134
135
136 137

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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.