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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
RF icon
2651
PUT
Regions Financial
RF
$26.8B
$2.16K ﹤0.01%
100
– –
TRN icon
2652
Trinity Industries
TRN
$2.38B
$2.13K ﹤0.01%
+72
New +$2.01K
BXMT icon
2653
CALL
Blackstone Mortgage Trust
BXMT
$2.38B
$2.12K ﹤0.01%
100
-900
-90% -$21.3K
PUCKW
2654
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$2.05K ﹤0.01%
43,945
-4,000
-8% -$191
VOD icon
2655
PUT
Vodafone
VOD
$37.4B
$2.02K ﹤0.01%
200
– –
SHAK icon
2656
Shake Shack
SHAK
$2.87B
$1.99K ﹤0.01%
+48
New +$2.34K
GBBKR
2657
DELISTED
Global Blockchain Acquisition Corp. Right
GBBKR
$1.97K ﹤0.01%
28,700
– –
B
2658
DELISTED
Barnes Group Inc.
B
$1.96K ﹤0.01%
+48
New +$1.79K
PLMJW
2659
DELISTED
Plum Acquisition Corp. III Warrant
PLMJW
$1.96K ﹤0.01%
44,530
-10,000
-18% -$654
SBCWW
2660
SBC Medical Group Warrants
SBCWW
$1.93K ﹤0.01%
+35,000
New +$1.62K
STRE.WS
2661
DELISTED
Supernova Partners Acquisition Company III, Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
STRE.WS
$1.88K ﹤0.01%
81,505
+21,546
+36% +$1.21K
ATOM icon
2662
PUT
Atomera
ATOM
$214M
$1.87K ﹤0.01%
+300
New +$2.46K
IBM icon
2663
IBM
IBM
$224B
$1.83K ﹤0.01%
13
– –
NE icon
2664
Noble Corp
NE
$6.51B
$1.81K ﹤0.01%
48
-18,170
-100% -$646K
NIRWW
2665
DELISTED
Near Intelligence, Inc. Warrant
NIRWW
$1.78K ﹤0.01%
19,455
-10,700
-35% -$1.13K
SKYAW
2666
DELISTED
Skydeck Acquisition Corp. Warrants
SKYAW
$1.73K ﹤0.01%
57,539
-32,165
-36% -$1.87K
CRM icon
2667
Salesforce
CRM
$158B
$1.72K ﹤0.01%
13
– –
ORLY icon
2668
O'Reilly Automotive
ORLY
$76.3B
$1.69K ﹤0.01%
+30
New +$1.61K
MTVC.WS
2669
DELISTED
Motive Capital Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
MTVC.WS
$1.66K ﹤0.01%
41,344
-10,000
-19% -$606
BIDU icon
2670
Baidu
BIDU
$37.2B
$1.6K ﹤0.01%
14
-186,794
-100% -$19.1M
TWO
2671
Two Harbors Investment
TWO
$1.27B
$1.58K ﹤0.01%
100
+96
+2,400% +$1.44K
SAVE
2672
DELISTED
Spirit Airlines, Inc.
SAVE
$1.48K ﹤0.01%
76
+72
+1,800% +$1.48K
PATK icon
2673
Patrick Industries
PATK
$2.85B
$1.45K ﹤0.01%
+36
New +$1.25K
BLMN icon
2674
Bloomin' Brands
BLMN
$938M
$1.45K ﹤0.01%
+72
New +$1.56K
HLMN icon
2675
CALL
Hillman Solutions
HLMN
$1.79B
$1.44K ﹤0.01%
200
– –
105 106
107
108 109

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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.