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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
HTAQ.WS
3451
DELISTED
Hunt Companies Acquisition Corp. I Warrants, each exercisable for one Class A ordinary share at an exercise price of $11.50 per share
HTAQ.WS
– –
-699,740
Closed -$28K
IPOF
3452
CALL
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
– –
-25,200
Closed -$252K
IPOF
3453
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
– –
-19,730
Closed -$197K
IPOF
3454
PUT
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
– –
-8,500
Closed -$85K
CVET
3455
DELISTED
Covetrus, Inc. Common Stock
CVET
– –
-33,246
Closed -$694K
GBT
3456
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-5,221
Closed -$356K
ASZ.WS
3457
DELISTED
Austerlitz Acquisition Corporation II Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
ASZ.WS
– –
-14,854
Closed -$1K
ARCH
3458
CALL
DELISTED
Arch Resources, Inc.
ARCH
– –
-100
Closed -$12K
ARCH
3459
DELISTED
Arch Resources, Inc.
ARCH
– –
-2,244
Closed -$267K
HZNP
3460
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-11,356
Closed -$943K
CEI
3461
DELISTED
Camber Energy, Inc
CEI
– –
-489
Closed -$5K
FBC
3462
DELISTED
Flagstar Bancorp, Inc. New
FBC
– –
-181,377
Closed -$6.06M
VSTO
3463
CALL
DELISTED
Vista Outdoor Inc.
VSTO
– –
-471,900
Closed -$11.5M
VSTO
3464
DELISTED
Vista Outdoor Inc.
VSTO
– –
-20
Closed –
VSTO
3465
PUT
DELISTED
Vista Outdoor Inc.
VSTO
– –
-17,300
Closed -$421K
VZIO
3466
CALL
DELISTED
VIZIO Holding Corp.
VZIO
– –
-20,000
Closed -$175K
EBIX
3467
DELISTED
Ebix Inc
EBIX
– –
-117,773
Closed -$2.23M
AAWW
3468
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-900
Closed -$87K
AAWW
3469
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-230
Closed -$22K
AAWW
3470
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-15,800
Closed -$1.51M
REV
3471
CALL
DELISTED
Revlon, Inc.
REV
– –
-21,800
Closed -$115K
REV
3472
DELISTED
Revlon, Inc.
REV
– –
-154
Closed -$1K
REV
3473
PUT
DELISTED
Revlon, Inc.
REV
– –
-3,200
Closed -$16K
OZON
3474
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
$0 ﹤0.01%
42,062
+9,900
+31% –
DOC
3475
DELISTED
PHYSICIANS REALTY TRUST
DOC
– –
-35,337
Closed -$531K
136 137 138
139
140

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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.