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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.61%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.9B
AUM Growth
-$15.5B
Cap. Flow
-$1.66B
Cap. Flow %
-3.4%
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726

Top Buys

Rank Stock Value
1
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$110M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$97.1M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$83.8M
4
GLD icon
SPDR Gold Trust
GLD
+$79.7M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$73.8M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$517M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$490M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$159M
4
BKNG icon
Booking.com
BKNG
+$85.1M
5
UAL icon
United Airlines
UAL
+$47.3M

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.09%
2 Technology 0.68%
3 Consumer Discretionary 0.52%
4 Financials 0.5%
5 Communication Services 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PINS icon
226
CALL
Pinterest
PINS
$10.6B
$41.7M 0.09%
1,529,400
-1,939,800
-56% -$50.3M
PG icon
227
PUT
Procter & Gamble
PG
$332B
$41M 0.08%
275,700
-198,600
-42% -$28.4M
TRIP icon
228
PUT
TripAdvisor
TRIP
$1.03B
$40.6M 0.08%
2,045,400
+329,900
+19% +$7.05M
SPLK
229
PUT
DELISTED
Splunk Inc
SPLK
$40.6M 0.08%
423,000
+61,700
+17% +$5.91M
BIDU icon
230
PUT
Baidu
BIDU
$31B
$40.5M 0.08%
268,500
-51,000
-16% -$7.23M
NCLH icon
231
PUT
Norwegian Cruise Line
NCLH
$6.64B
$40.5M 0.08%
3,011,100
-550,200
-15% -$8.23M
TWLO icon
232
CALL
Twilio
TWLO
$35.6B
$40.4M 0.08%
605,900
-280,700
-32% -$17.3M
CVS icon
233
CALL
CVS Health
CVS
$122B
$40.4M 0.08%
543,000
-745,800
-58% -$62.5M
HLF icon
234
PUT
Herbalife
HLF
$1.28B
$40.3M 0.08%
2,502,700
– –
MRVL icon
235
CALL
Marvell Technology
MRVL
$206B
$40.2M 0.08%
927,600
-143,400
-13% -$6.04M
XOM icon
236
CALL
ExxonMobil
XOM
$681B
$40.1M 0.08%
365,500
-862,900
-70% -$95.4M
XLK icon
237
State Street Technology Select Sector SPDR ETF
XLK
$121B
$40M 0.08%
529,434
+529,432
+26,471,600% +$36.4M
WDAY icon
238
PUT
Workday
WDAY
$44.5B
$39.9M 0.08%
193,000
-278,900
-59% -$50.7M
AXP icon
239
PUT
American Express
AXP
$216B
$39.8M 0.08%
241,400
-28,200
-10% -$4.68M
BP icon
240
CALL
BP
BP
$118B
$39.8M 0.08%
1,049,400
-890,600
-46% -$33.3M
XLE icon
241
State Street Energy Select Sector SPDR ETF
XLE
$42.9B
$39.8M 0.08%
960,430
-3,726,492
-80% -$159M
NEM icon
242
PUT
Newmont
NEM
$133B
$39.7M 0.08%
810,100
-144,400
-15% -$7M
CI icon
243
Cigna
CI
$74B
$39.7M 0.08%
+155,245
New +$45.2M
PG icon
244
CALL
Procter & Gamble
PG
$332B
$38.9M 0.08%
261,600
-271,700
-51% -$38.8M
URI icon
245
PUT
United Rentals
URI
$61B
$38.8M 0.08%
98,000
-251,800
-72% -$106M
LULU icon
246
CALL
lululemon athletica
LULU
$10.6B
$38M 0.08%
104,300
-117,900
-53% -$37M
FNV icon
247
CALL
Franco-Nevada
FNV
$50.2B
$37.8M 0.08%
259,600
+31,200
+14% +$4.35M
RTX icon
248
PUT
RTX Corp
RTX
$266B
$37.5M 0.08%
382,800
-132,700
-26% -$13.1M
MRVL icon
249
PUT
Marvell Technology
MRVL
$206B
$36.9M 0.08%
853,100
+223,900
+36% +$9.43M
DIS icon
250
PUT
Walt Disney
DIS
$181B
$36.5M 0.07%
364,200
-685,200
-65% -$69.1M
8 9
10
11 12

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Parallax Volatility Advisers's Q1 2023 Portfolio in Review

As of Q1 2023, Parallax Volatility Advisers held 3,383 positions worth $48.9B, down 24% from $64.4B the previous quarter. Its ten largest holdings account for 29% of the portfolio.

Parallax Volatility Advisers withdrew a net $1.66B in Q1 2023, closing 726 positions and reducing 1,347 holdings. Its most notable exit was Caterpillar, an estimated $40.4M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 97% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Parallax Volatility Advisers opened a new position in Cigna worth $39.7M.

  • Parallax Volatility Advisers's largest Q1 2023 buy was Cigna: 155,245 shares worth $39.7M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P Regional Banking ETF in Q1 2023, an estimated $110M increase.
  • Parallax Volatility Advisers's biggest Q1 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $517M.
  • Parallax Volatility Advisers fully exited Caterpillar in Q1 2023, selling an estimated $40.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 29% of its $48.9B portfolio in Q1 2023.
  • Parallax Volatility Advisers opened 558 new positions and closed 726 in Q1 2023.
  • Parallax Volatility Advisers's portfolio value fell 24% quarter-over-quarter to $48.9B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2023, filed 15 May 2023.