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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
(-24%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.4%
Top 10 Holdings %
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$110M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$97.1M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$83.8M |
| 4 |
SPDR Gold Trust
GLD
|
+$79.7M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$73.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$517M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$490M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$159M |
| 4 |
Booking.com
BKNG
|
+$85.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
PUT
B&G Foods
BGS
$262M
| $15.5M | 0.03% |
+1,000,000
| New | +$13.9M |
|
427
CALL
Moody's
MCO
$80.9B
| $15.5M | 0.03% |
50,700
+50,600
| +50,600% | +$15.3M |
|
428
PUT
PG&E
PCG
$30.9B
| $15.5M | 0.03% |
955,700
+843,500
| +752% | +$13.3M |
|
429
CALL
Best Buy
BBY
$18.5B
| $15.5M | 0.03% |
197,400
-335,300
| -63% | -$27.6M |
|
|
FISV
430
PUT
Fiserv Inc
FISV
$26B
| $15.4M | 0.03% |
136,600
+300
| +0.2% | +$33K |
|
431
PUT
Xerox
XRX
$416M
| $15.4M | 0.03% |
1,000,000
+499,200
| +100% | +$8.07M |
|
432
CALL
US Bancorp
USB
$97.2B
| $15.4M | 0.03% |
426,800
-257,800
| -38% | -$11.5M |
|
433
PUT
Cleveland-Cliffs
CLF
$6.75B
| $15.2M | 0.03% |
827,600
-1,448,600
| -64% | -$28.7M |
|
434
Amazon
AMZN
$2.72T
| $15.2M | 0.03% |
146,825
+145,925
| +16,214% | +$14.1M |
|
435
CALL
Wynn Resorts
WYNN
$9.11B
| $15.1M | 0.03% |
135,200
-876,100
| -87% | -$91.6M |
|
436
PUT
Spotify
SPOT
$107B
| $14.9M | 0.03% |
111,200
-41,900
| -27% | -$4.8M |
|
437
CALL
TotalEnergies
TTE
$202B
| $14.8M | 0.03% |
251,300
+152,900
| +155% | +$9.4M |
|
|
SCHW
438
Charles Schwab
SCHW
$186B
| $14.8M | 0.03% |
+282,361
| New | +$20.7M |
|
439
PUT
Comcast
CMCSA
$89.3B
| $14.7M | 0.03% |
389,000
-108,200
| -22% | -$4.09M |
|
440
CALL
Coinbase
COIN
$45.5B
| $14.7M | 0.03% |
217,700
-141,900
| -39% | -$8.5M |
|
441
CALL
DuPont de Nemours
DD
$17.2B
| $14.7M | 0.03% |
162,839
-42,781
| -21% | -$3.9M |
|
|
442
PUT
Wynn Resorts
WYNN
$9.11B
| $14.6M | 0.03% |
130,700
-924,100
| -88% | -$96.7M |
|
443
CALL
NXP Semiconductors
NXPI
$57.1B
| $14.6M | 0.03% |
78,300
-12,700
| -14% | -$2.26M |
|
444
KLA
KLAC
$231B
| $14.6M | 0.03% |
365,290
+105,300
| +41% | +$4.15M |
|
445
ARK Innovation ETF
ARKK
$6.2B
| $14.5M | 0.03% |
360,595
+334,182
| +1,265% | +$12.8M |
|
446
Oracle
ORCL
$441B
| $14.5M | 0.03% |
156,380
+37,872
| +32% | +$3.32M |
|
447
PUT
RH
RH
$2.53B
| $14.4M | 0.03% |
59,100
-90,100
| -60% | -$26.2M |
|
448
CALL
AT&T
T
$175B
| $14.3M | 0.03% |
745,100
-7,786,800
| -91% | -$149M |
|
449
CALL
Sarepta Therapeutics
SRPT
$2.17B
| $14.3M | 0.03% |
103,900
+29,300
| +39% | +$3.8M |
|
450
CALL
Equinor
EQNR
$107B
| $14.2M | 0.03% |
500,000
-800
| -0.2% | -$24.1K |
|
Similar funds
TI
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.