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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
PHICW
3426
DELISTED
Population Health Investment Co., Inc. Warrant
PHICW
– –
-332,799
Closed -$16K
ASZ
3427
DELISTED
Austerlitz Acquisition Corporation II
ASZ
– –
-361,358
Closed -$3.54M
AUS
3428
DELISTED
Austerlitz Acquisition Corporation I
AUS
– –
-33,800
Closed -$332K
CLR
3429
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-810,500
Closed -$54.1M
CLR
3430
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-84,800
Closed -$5.66M
TWNI.WS
3431
DELISTED
Tailwind International Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TWNI.WS
– –
-88,152
Closed -$2K
ZEN
3432
CALL
DELISTED
ZENDESK INC
ZEN
– –
-51,400
Closed -$3.91M
ZEN
3433
PUT
DELISTED
ZENDESK INC
ZEN
– –
-108,000
Closed -$8.22M
THCAW
3434
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
– –
-23,650
Closed -$2K
TSPQ.WS
3435
DELISTED
TCW Special Purpose Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TSPQ.WS
– –
-30,000
Closed -$2K
NSTC.WS
3436
DELISTED
Northern Star Investment Corp. III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTC.WS
– –
-26,115
Closed -$1K
PRBM.WS
3437
DELISTED
Parabellum Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
PRBM.WS
– –
-24,978
Closed -$1K
HWKZ.WS
3438
DELISTED
Hawks Acquisition Corp Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
HWKZ.WS
– –
-103,460
Closed -$9K
PIPP
3439
DELISTED
Pine Island Acquisition Corp.
PIPP
– –
-20,328
Closed -$203K
TWTR
3440
CALL
DELISTED
Twitter, Inc.
TWTR
– –
-874,900
Closed -$38.4M
TWTR
3441
PUT
DELISTED
Twitter, Inc.
TWTR
– –
-766,200
Closed -$33.6M
ACII.WS
3442
DELISTED
Atlas Crest Investment Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
ACII.WS
– –
-153,495
Closed -$6K
MACC.WS
3443
DELISTED
Mission Advancement Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
MACC.WS
– –
-31,641
Closed -$1K
HYMCZ
3444
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCZ
– –
-40,904
Closed -$3K
PMVC.WS
3445
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
– –
-417,880
Closed -$18K
SHLX
3446
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-18,975
Closed -$300K
SHLX
3447
PUT
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-153,800
Closed -$2.43M
PING
3448
CALL
DELISTED
Ping Identity Holding Corp.
PING
– –
-77,300
Closed -$2.17M
PING
3449
DELISTED
Ping Identity Holding Corp.
PING
– –
-75,491
Closed -$2.12M
PING
3450
PUT
DELISTED
Ping Identity Holding Corp.
PING
– –
-149,800
Closed -$4.21M
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.