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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
SHAP
3326
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
– –
-45,224
Closed -$457K
GOL
3327
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-36,217
Closed -$118K
GPP
3328
CALL
DELISTED
Green Plains Partners LP
GPP
– –
-148,400
Closed -$1.81M
GPP
3329
DELISTED
Green Plains Partners LP
GPP
– –
-5,734
Closed -$70K
GPP
3330
PUT
DELISTED
Green Plains Partners LP
GPP
– –
-32,100
Closed -$392K
OHAA
3331
DELISTED
OPY Acquisition Corp. I Class A Common Stock
OHAA
– –
-197,961
Closed -$1.97M
BRLIR
3332
DELISTED
Brilliant Acquisition Corporation Rights
BRLIR
$0 ﹤0.01%
53,520
– –
NETC
3333
DELISTED
Nabors Energy Transition Corp.
NETC
– –
-283,147
Closed -$2.85M
MOBVU
3334
DELISTED
Mobiv Acquisition Corp Unit
MOBVU
– –
-24,180
Closed -$245K
BMAC
3335
DELISTED
Black Mountain Acquisition Corp.
BMAC
– –
-422,082
Closed -$4.23M
SUAC
3336
DELISTED
ShoulderUp Technology Acquisition Corp.
SUAC
– –
-258,890
Closed -$2.6M
HT
3337
CALL
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
– –
-185,000
Closed -$1.48M
AVTA
3338
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-77,500
Closed -$1.5M
CANO.WS
3339
DELISTED
Cano Health, Inc. Redeemable Warrants, each whole warrant is exercisable for one-one hundredth (1/100th) of a share of Class A Common Stock at an exercise price of $1,150
CANO.WS
– –
-20,000
Closed -$53K
NEWR
3340
CALL
DELISTED
New Relic, Inc.
NEWR
– –
-1,200
Closed -$69K
TWNK
3341
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-10,137
Closed -$236K
DEN
3342
DELISTED
Denbury Inc.
DEN
– –
-5,412
Closed -$467K
CANO
3343
PUT
DELISTED
Cano Health, Inc.
CANO
– –
-126
Closed -$109K
CXAC
3344
DELISTED
C5 Acquisition Corporation
CXAC
– –
-74,700
Closed -$749K
HPLT
3345
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
– –
-349,808
Closed -$3.44M
BIOS
3346
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
– –
-221,829
Closed -$2.23M
FZT
3347
DELISTED
FAST Acquisition Corp. II
FZT
– –
-173,225
Closed -$1.7M
MMP
3348
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-14,200
Closed -$676K
MMP
3349
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-903
Closed -$43K
MMP
3350
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-5,900
Closed -$282K
132 133
134
135 136

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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.