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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
C icon
376
Citigroup
C
$232B
$20.1M 0.04%
+429,502
New +$21.1M
SNOW icon
377
CALL
Snowflake
SNOW
$116B
$20.1M 0.04%
130,100
-172,100
-57% -$25.2M
ENPH icon
378
CALL
Enphase Energy
ENPH
$4.87B
$20.1M 0.04%
95,400
-202,400
-68% -$43.8M
FITB
379
PUT
Fifth Third Bancorp
FITB
$49.3B
$19.8M 0.04%
742,000
+712,000
+2,373% +$23.7M
UNP icon
380
CALL
Union Pacific
UNP
$170B
$19.7M 0.04%
97,900
-159,400
-62% -$32.3M
SPR
381
PUT
DELISTED
Spirit AeroSystems
SPR
$19.6M 0.04%
567,000
-461,800
-45% -$15.5M
UPS icon
382
PUT
United Parcel Service
UPS
$85B
$19.6M 0.04%
100,900
-531,300
-84% -$97.5M
LVS icon
383
CALL
Las Vegas Sands
LVS
$27.6B
$19.6M 0.04%
340,400
-1,787,300
-84% -$100M
HON icon
384
PUT
Honeywell
HON
$64.1B
$19.4M 0.04%
107,798
-36,074
-25% -$6.78M
DOCU
385
CALL
DocuSign
DOCU
$12.3B
$19.3M 0.04%
331,300
-781,000
-70% -$46.6M
U icon
386
PUT
Unity
U
$18.6B
$19.3M 0.04%
595,000
-527,400
-47% -$17M
XLI icon
387
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.4B
$19.3M 0.04%
190,700
-1,227,500
-87% -$123M
IVV icon
388
PUT
iShares Core S&P 500 ETF
IVV
$861B
$19.3M 0.04%
46,900
-69,500
-60% -$27.9M
ENPH icon
389
PUT
Enphase Energy
ENPH
$4.87B
$19.2M 0.04%
91,400
-305,200
-77% -$66.1M
SNAP icon
390
CALL
Snap
SNAP
$9.37B
$19.2M 0.04%
1,713,100
-4,667,700
-73% -$49M
TEAM icon
391
CALL
Atlassian
TEAM
$45.4B
$19.1M 0.04%
111,800
-452,100
-80% -$72.1M
AX icon
392
PUT
Axos Financial
AX
$5.32B
$19.1M 0.04%
+518,200
New +$22.4M
USB icon
393
PUT
US Bancorp
USB
$97.2B
$18.9M 0.04%
522,900
+473,200
+952% +$21.1M
NOC icon
394
PUT
Northrop Grumman
NOC
$73.7B
$18.7M 0.04%
40,600
+34,800
+600% +$16.1M
UNP icon
395
PUT
Union Pacific
UNP
$170B
$18.7M 0.04%
93,000
+16,600
+22% +$3.36M
JETS icon
396
CALL
US Global Jets ETF
JETS
$715M
$18.5M 0.04%
994,900
-1,382,500
-58% -$26.7M
AA icon
397
PUT
Alcoa
AA
$12.7B
$18.5M 0.04%
433,700
-916,300
-68% -$44.2M
HSIC icon
398
CALL
Henry Schein
HSIC
$9.73B
$18.3M 0.04%
224,800
-68,100
-23% -$5.55M
UNH icon
399
CALL
UnitedHealth
UNH
$348B
$18.1M 0.04%
38,400
-150,600
-80% -$72.7M
AU icon
400
CALL
AngloGold Ashanti
AU
$52.5B
$18M 0.04%
744,500
+464,000
+165% +$9.4M
14 15
16
17 18

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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.