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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
XLP icon
801
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$5.37M 0.01%
71,920
-122,805
-63% -$8.98M
PLTR icon
802
PUT
Palantir
PLTR
$399B
$5.36M 0.01%
634,700
+185,000
+41% +$1.45M
DDD icon
803
PUT
3D Systems Corp
DDD
$543M
$5.36M 0.01%
500,100
+486,000
+3,447% +$4.95M
XPEV icon
804
CALL
XPeng
XPEV
$9.89B
$5.36M 0.01%
482,100
-623,300
-56% -$6.02M
ABBV icon
805
AbbVie
ABBV
$451B
$5.35M 0.01%
33,583
-18,169
-35% -$2.78M
TDOC icon
806
CALL
Teladoc Health
TDOC
$1.11B
$5.33M 0.01%
205,600
-697,000
-77% -$18.7M
EW icon
807
PUT
Edwards Lifesciences
EW
$50B
$5.29M 0.01%
63,900
+13,300
+26% +$1.05M
ARNC
808
CALL
DELISTED
Arconic Corporation
ARNC
$5.28M 0.01%
+201,400
New +$4.95M
O icon
809
Realty Income
O
$56.4B
$5.26M 0.01%
+83,101
New +$5.38M
CRL icon
810
CALL
Charles River Laboratories
CRL
$13B
$5.25M 0.01%
+26,000
New +$5.89M
NTR icon
811
PUT
Nutrien
NTR
$37.6B
$5.24M 0.01%
70,900
-418,100
-86% -$32.3M
PRG icon
812
CALL
PROG Holdings
PRG
$1.48B
$5.21M 0.01%
219,000
-150,000
-41% -$3.37M
BKLN icon
813
PUT
Invesco Senior Loan ETF
BKLN
$6.77B
$5.2M 0.01%
250,000
-250,000
-50% -$5.23M
AGL icon
814
CALL
Agilon Health
AGL
$1.55B
$5.2M 0.01%
8,756
+3,612
+70% +$2.02M
APLS
815
CALL
DELISTED
Apellis Pharmaceuticals
APLS
$5.18M 0.01%
78,500
-4,700
-6% -$271K
AON icon
816
PUT
Aon
AON
$65.3B
$5.17M 0.01%
16,400
+4,900
+43% +$1.52M
FND icon
817
CALL
Floor & Decor
FND
$4.99B
$5.17M 0.01%
52,600
+15,000
+40% +$1.35M
CVS icon
818
CVS Health
CVS
$122B
$5.15M 0.01%
69,245
+11,093
+19% +$930K
TPG icon
819
PUT
TPG
TPG
$7.82B
$5.13M 0.01%
175,000
+150,000
+600% +$4.71M
BSX icon
820
Boston Scientific
BSX
$62.5B
$5.13M 0.01%
102,558
+85,693
+508% +$4.04M
MTB icon
821
CALL
M&T Bank
MTB
$34.5B
$5.13M 0.01%
42,900
+40,200
+1,489% +$5.84M
ANET icon
822
PUT
Arista Networks
ANET
$238B
$5.12M 0.01%
122,000
-735,200
-86% -$25.3M
KLAC icon
823
CALL
KLA
KLAC
$231B
$5.11M 0.01%
128,000
-1,042,000
-89% -$41.1M
AVB
824
CALL
DELISTED
AvalonBay Communities
AVB
$5.11M 0.01%
30,400
+14,500
+91% +$2.47M
THO icon
825
PUT
Thor Industries
THO
$3.75B
$5.1M 0.01%
64,100
+10,600
+20% +$935K
31 32
33
34 35

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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.