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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
STM icon
1076
STMicroelectronics
STM
$45.3B
$2.76M 0.01%
+51,559
New +$2.41M
ITW icon
1077
CALL
Illinois Tool Works
ITW
$75.5B
$2.75M 0.01%
11,300
+2,500
+28% +$583K
INDI icon
1078
PUT
indie Semiconductor
INDI
$767M
$2.75M 0.01%
+260,700
New +$2.33M
APO icon
1079
PUT
Apollo Global Management
APO
$75.5B
$2.75M 0.01%
43,500
-73,100
-63% -$4.9M
SNAP icon
1080
Snap
SNAP
$9.34B
$2.73M 0.01%
243,819
-1,301,029
-84% -$13.7M
PWR icon
1081
PUT
Quanta Services
PWR
$93B
$2.73M 0.01%
16,400
-6,000
-27% -$923K
CL icon
1082
PUT
Colgate-Palmolive
CL
$70.1B
$2.72M 0.01%
36,200
+26,000
+255% +$1.93M
AFRM icon
1083
Affirm
AFRM
$22.9B
$2.72M 0.01%
241,308
+82,198
+52% +$1.04M
QSR icon
1084
PUT
Restaurant Brands International
QSR
$26.7B
$2.72M 0.01%
40,500
-2,700
-6% -$176K
AOS icon
1085
CALL
A.O. Smith
AOS
$7.71B
$2.71M 0.01%
+39,200
New +$2.55M
PXD
1086
DELISTED
Pioneer Natural Resource Co.
PXD
$2.71M 0.01%
+13,246
New +$2.85M
FIVN icon
1087
PUT
FIVE9
FIVN
$2.26B
$2.7M 0.01%
37,400
-30,800
-45% -$2.2M
CVE icon
1088
PUT
Cenovus Energy
CVE
$61.5B
$2.7M 0.01%
154,800
-153,000
-50% -$2.81M
CRSP icon
1089
PUT
CRISPR Therapeutics
CRSP
$5.05B
$2.7M 0.01%
59,600
+44,700
+300% +$2.17M
BURL icon
1090
PUT
Burlington
BURL
$15B
$2.69M 0.01%
13,300
-60,700
-82% -$13.3M
LYB icon
1091
PUT
LyondellBasell Industries
LYB
$20.8B
$2.67M 0.01%
28,400
+12,500
+79% +$1.16M
OWL icon
1092
PUT
Blue Owl Capital
OWL
$7.13B
$2.66M 0.01%
+240,000
New +$2.87M
NVCR icon
1093
PUT
NovoCure
NVCR
$1.79B
$2.66M 0.01%
44,200
-15,000
-25% -$1.2M
BILL icon
1094
BILL Holdings
BILL
$4.06B
$2.65M 0.01%
32,681
-43,677
-57% -$4.05M
ILMN icon
1095
PUT
Illumina
ILMN
$30.4B
$2.65M 0.01%
11,719
+1,439
+14% +$294K
WBD icon
1096
CALL
Warner Bros
WBD
$70.7B
$2.65M 0.01%
175,500
-594,900
-77% -$8.47M
GPN icon
1097
Global Payments
GPN
$23.4B
$2.64M 0.01%
25,088
-52,439
-68% -$5.68M
LHX icon
1098
PUT
L3Harris
LHX
$46.3B
$2.63M 0.01%
13,400
+11,800
+738% +$2.41M
UMC icon
1099
PUT
United Microelectronic
UMC
$55.5B
$2.63M 0.01%
300,000
-133,000
-31% -$1.08M
JACK icon
1100
CALL
Jack in the Box
JACK
$281M
$2.63M 0.01%
+30,000
New +$2.37M
42 43
44
45 46

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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.