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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
DE icon
251
PUT
Deere & Co
DE
$182B
$36.2M 0.07%
87,600
-231,700
-73% -$95.9M
RBLX icon
252
PUT
Roblox
RBLX
$31.9B
$35.9M 0.07%
798,800
-2,690,100
-77% -$103M
USO icon
253
PUT
United States Oil Fund
USO
$1.79B
$35.9M 0.07%
540,000
+483,900
+863% +$32.3M
IBM icon
254
CALL
IBM
IBM
$220B
$35.8M 0.07%
273,300
-682,900
-71% -$91.4M
TEAM icon
255
PUT
Atlassian
TEAM
$45.8B
$35.8M 0.07%
209,100
-135,600
-39% -$21.6M
AYX
256
PUT
DELISTED
Alteryx Inc
AYX
$35.6M 0.07%
605,800
+196,300
+48% +$11.4M
TGT icon
257
PUT
Target
TGT
$70.8B
$35.4M 0.07%
213,900
-231,500
-52% -$38.1M
DAL icon
258
CALL
Delta Air Lines
DAL
$51.4B
$35.3M 0.07%
1,011,800
-177,500
-15% -$6.58M
IEI icon
259
PUT
iShares 3-7 Year Treasury Bond ETF
IEI
$17.4B
$35.3M 0.07%
+300,000
New +$34.9M
ITB icon
260
PUT
iShares US Home Construction ETF
ITB
$2.12B
$35.1M 0.07%
+500,000
New +$33.8M
MDB icon
261
CALL
MongoDB
MDB
$30.1B
$35.1M 0.07%
150,400
-377,400
-72% -$79.2M
UNG icon
262
PUT
United States Natural Gas Fund
UNG
$552M
$35M 0.07%
1,262,500
+1,262,150
+360,614% +$45.8M
LNG icon
263
CALL
Cheniere Energy
LNG
$57.7B
$34.5M 0.07%
218,800
+204,500
+1,430% +$30.9M
LNG icon
264
PUT
Cheniere Energy
LNG
$57.7B
$34M 0.07%
215,500
+144,900
+205% +$21.9M
DG icon
265
CALL
Dollar General
DG
$27B
$33.6M 0.07%
159,800
+54,200
+51% +$12.2M
V icon
266
Visa
V
$685B
$33.3M 0.07%
147,592
+6,006
+4% +$1.34M
XLV icon
267
State Street Health Care Select Sector SPDR ETF
XLV
$43.1B
$33.1M 0.07%
255,403
-136,746
-35% -$17.9M
SNOW icon
268
PUT
Snowflake
SNOW
$117B
$32.9M 0.07%
213,200
-33,500
-14% -$4.91M
PINS icon
269
PUT
Pinterest
PINS
$10.6B
$32.6M 0.07%
1,197,100
-923,900
-44% -$23.9M
IQ icon
270
CALL
iQIYI
IQ
$921M
$32.4M 0.07%
4,456,300
-557,200
-11% -$3.82M
XLY icon
271
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$32.3M 0.07%
432,400
+171,600
+66% +$12.3M
TTWO icon
272
PUT
Take-Two Interactive
TTWO
$40.5B
$32.3M 0.07%
270,900
-63,600
-19% -$7.09M
DISH
273
PUT
DELISTED
DISH Network Corp.
DISH
$32.1M 0.07%
3,444,900
+348,100
+11% +$4.39M
FNV icon
274
PUT
Franco-Nevada
FNV
$50.2B
$32.1M 0.07%
220,400
+24,300
+12% +$3.39M
WGO icon
275
PUT
Winnebago Industries
WGO
$792M
$32M 0.07%
554,800
+33,100
+6% +$2.02M
9 10
11
12 13

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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.