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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
IAA
3376
PUT
DELISTED
IAA, Inc. Common Stock
IAA
– –
-1,200
Closed -$38K
GXIIW
3377
DELISTED
GX Acquisition Corp. II Warrant
GXIIW
– –
-612,140
Closed -$61K
FTPA
3378
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
– –
-50,000
Closed -$492K
FRSG
3379
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
– –
-17,200
Closed -$169K
WQGA
3380
DELISTED
World Quantum Growth Acquisition Corp.
WQGA
– –
-18,675
Closed -$187K
DTRTW
3381
DELISTED
DTRT Health Acquisition Corp. Warrant
DTRTW
– –
-100,000
Closed -$20K
DTRT
3382
DELISTED
DTRT Health Acquisition Corp. Class A Common Stock
DTRT
– –
-44,232
Closed -$449K
APN
3383
DELISTED
Apeiron Capital Investment Corp
APN
– –
-495,850
Closed -$4.98M
ARCK
3384
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Class A Common Stock
ARCK
– –
-86,653
Closed -$877K
TTM
3385
CALL
DELISTED
Tata Motors Limited
TTM
– –
-63,100
Closed -$1.53M
TTM
3386
PUT
DELISTED
Tata Motors Limited
TTM
– –
-100
Closed -$2K
PRTY
3387
CALL
DELISTED
Party City Holdco Inc.
PRTY
– –
-7,400
Closed -$12K
PRTY
3388
DELISTED
Party City Holdco Inc.
PRTY
– –
-10,957
Closed -$17K
SWIR
3389
PUT
DELISTED
Sierra Wireless
SWIR
– –
-22,600
Closed -$688K
POSH
3390
CALL
DELISTED
Poshmark, Inc. Class A Common Stock
POSH
– –
-16,100
Closed -$254K
POSH
3391
PUT
DELISTED
Poshmark, Inc. Class A Common Stock
POSH
– –
-7,200
Closed -$113K
GIWWW
3392
DELISTED
GigInternational1, Inc. Warrant
GIWWW
– –
-10,423
Closed -$1K
MONCW
3393
DELISTED
Monument Circle Acquisition Corp. Warrant
MONCW
– –
-351,774
Closed -$20K
HCICW
3394
DELISTED
Hennessy Capital Investment Corp. V Warrant
HCICW
– –
-200,000
Closed -$20K
HCII
3395
DELISTED
Hudson Executive Investment Corp. II Class A Common Stock
HCII
– –
-25,000
Closed -$247K
HIII
3396
DELISTED
Hudson Executive Investment Corp. III Class A Common Stock
HIII
– –
-25,000
Closed -$246K
IIII
3397
DELISTED
INSU Acquisition Corp. III Class A Common Stock
IIII
– –
-319,958
Closed -$3.18M
HIIIW
3398
DELISTED
Hudson Executive Investment Corp. III Warrant
HIIIW
– –
-42,935
Closed -$3K
IIIIW
3399
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
– –
-241,313
Closed -$17K
ARGU
3400
DELISTED
Argus Capital Corp. Class A Common Stock
ARGU
– –
-151,777
Closed -$1.52M
134 135
136
137 138

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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.