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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
FACA.WS
3401
DELISTED
Figure Acquisition Corp. I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
FACA.WS
– –
-17,210
Closed –
GGMCW
3402
DELISTED
Glenfarne Merger Corp. Warrant
GGMCW
– –
-1,324,855
Closed -$106K
KLAQW
3403
DELISTED
KL Acquisition Corp Warrant
KLAQW
– –
-105,831
Closed -$7K
PCXCW
3404
DELISTED
Parsec Capital Acquisitions Corp Warrant
PCXCW
– –
-381,863
Closed -$11K
SIERW
3405
DELISTED
Sierra Lake Acquisition Corp. Warrant
SIERW
– –
-117,619
Closed -$5K
GTPB
3406
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
– –
-57,165
Closed -$561K
SPGS
3407
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
– –
-30,979
Closed -$305K
JOFFW
3408
DELISTED
JOFF Fintech Acquisition Corp. Warrant
JOFFW
– –
-401,885
Closed -$15K
JOFF
3409
DELISTED
JOFF Fintech Acquisition Corp. Class A Common Stock
JOFF
– –
-75,000
Closed -$739K
LGV.WS
3410
DELISTED
Longview Acquisition Corp. II Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
LGV.WS
– –
-92,502
Closed -$6K
DHBCW
3411
DELISTED
DHB Capital Corp. Warrant
DHBCW
– –
-441,496
Closed -$23K
SCLE
3412
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
– –
-128,300
Closed -$1.26M
SCLEW
3413
DELISTED
Broadscale Acquisition Corp. Warrant
SCLEW
– –
-25,587
Closed -$2K
SHACW
3414
DELISTED
SCP & CO Healthcare Acquisition Company Warrant
SHACW
– –
-228,794
Closed -$11K
AFACW
3415
DELISTED
Arena Fortify Acquisition Corp. Warrant
AFACW
– –
-150,000
Closed -$11K
AFAC
3416
DELISTED
Arena Fortify Acquisition Corp. Class A Common Stock
AFAC
– –
-85,576
Closed -$862K
OEPWW
3417
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
– –
-271,279
Closed -$24K
ZWRKW
3418
DELISTED
Z-Work Acquisition Corp. Warrant
ZWRKW
– –
-724,591
Closed -$25K
FSSIW
3419
DELISTED
Fortistar Sustainable Solutions Corp. Warrant
FSSIW
– –
-1,054,683
Closed -$85K
CLRM
3420
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
– –
-167,087
Closed -$1.65M
MACC
3421
DELISTED
Mission Advancement Corp.
MACC
– –
-17,072
Closed -$168K
SWCH
3422
CALL
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-8,400
Closed -$284K
NDACW
3423
DELISTED
NightDragon Acquisition Corp. Warrants to purchase Class A common stock
NDACW
– –
-209,638
Closed -$21K
ACII
3424
DELISTED
Atlas Crest Investment Corp. II
ACII
– –
-29,320
Closed -$289K
PCPC.WS
3425
DELISTED
Periphas Capital Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $28.75
PCPC.WS
– –
-25,362
Closed -$6K
135 136
137
138 139

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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.