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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
MO icon
876
PUT
Altria Group
MO
$115B
$4.5M 0.01%
100,900
-353,400
-78% -$16.2M
BP icon
877
BP
BP
$119B
$4.5M 0.01%
+118,498
New +$4.43M
AGL icon
878
PUT
Agilon Health
AGL
$1.55B
$4.49M 0.01%
7,556
+5,452
+259% +$3.05M
CELH icon
879
Celsius Holdings
CELH
$6.74B
$4.48M 0.01%
144,561
+42,060
+41% +$1.33M
JCI icon
880
PUT
Johnson Controls International
JCI
$86.5B
$4.46M 0.01%
74,100
+71,700
+2,988% +$4.59M
TBT icon
881
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
$4.46M 0.01%
159,494
-316,300
-66% -$9.27M
CNQ icon
882
CALL
Canadian Natural Resources
CNQ
$105B
$4.43M 0.01%
160,200
-8,000
-5% -$227K
HTZ icon
883
PUT
Hertz
HTZ
$731M
$4.43M 0.01%
+272,000
New +$4.74M
SPGI icon
884
CALL
S&P Global
SPGI
$121B
$4.41M 0.01%
12,800
-53,400
-81% -$18.8M
EBAY icon
885
CALL
eBay
EBAY
$46.7B
$4.4M 0.01%
99,100
+2,900
+3% +$133K
TJX icon
886
PUT
TJX Companies
TJX
$139B
$4.4M 0.01%
56,100
-325,600
-85% -$25.6M
PWR icon
887
CALL
Quanta Services
PWR
$93B
$4.38M 0.01%
26,300
-28,300
-52% -$4.35M
GRAB icon
888
CALL
Grab
GRAB
$12.3B
$4.36M 0.01%
1,449,500
-52,800
-4% -$175K
XLY icon
889
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$4.33M 0.01%
57,894
+57,892
+2,894,600% +$4.15M
NIO icon
890
PUT
NIO
NIO
$8.97B
$4.3M 0.01%
409,300
-173,500
-30% -$1.77M
ONON icon
891
PUT
On Holding
ONON
$8.97B
$4.29M 0.01%
138,300
+136,000
+5,913% +$3.08M
ELF icon
892
CALL
e.l.f. Beauty
ELF
$5.65B
$4.29M 0.01%
52,100
+2,100
+4% +$142K
CPNG icon
893
Coupang
CPNG
$26.4B
$4.28M 0.01%
267,507
+14,864
+6% +$230K
UHS icon
894
CALL
Universal Health Services
UHS
$10.2B
$4.25M 0.01%
+33,400
New +$4.61M
DADA
895
CALL
DELISTED
Dada Nexus
DADA
$4.22M 0.01%
+498,200
New +$5.43M
TJX icon
896
TJX Companies
TJX
$139B
$4.21M 0.01%
53,785
+4,237
+9% +$333K
TME icon
897
CALL
Tencent Music
TME
$12.9B
$4.18M 0.01%
504,800
-239,000
-32% -$1.96M
LI icon
898
PUT
Li Auto
LI
$11.4B
$4.17M 0.01%
167,300
-312,800
-65% -$7.39M
ARES icon
899
PUT
Ares Management
ARES
$29.5B
$4.17M 0.01%
+50,000
New +$3.98M
MOS icon
900
PUT
The Mosaic Company
MOS
$8.07B
$4.17M 0.01%
90,900
-401,500
-82% -$19.4M
34 35
36
37 38

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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.