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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 | |
|---|---|---|---|---|---|---|
1226
CALL
Travelers Companies
TRV
$76.7B
| $1.77M | ﹤0.01% |
10,300
-8,900
| -46% | -$1.62M |
|
1227
CALL
TPG
TPG
$7.82B
| $1.76M | ﹤0.01% |
60,000
+59,200
| +7,400% | +$1.86M |
|
1228
CALL
C.H. Robinson
CHRW
$17.8B
| $1.76M | ﹤0.01% |
17,700
-26,100
| -60% | -$2.57M |
|
1229
Crocs
CROX
$5.22B
| $1.76M | ﹤0.01% |
13,908
| – | – |
|
1230
PUT
SLB Ltd
SLB
$83.1B
| $1.76M | ﹤0.01% |
35,800
-152,300
| -81% | -$8.09M |
|
|
MPT
1231
CALL
Medical Properties Trust
MPT
$2.19B
| $1.75M | ﹤0.01% |
213,500
+208,800
| +4,443% | +$2.31M |
|
1232
PUT
Beyond Meat
BYND
$180M
| $1.75M | ﹤0.01% |
3,600
-1,087
| -23% | -$537K |
|
1233
CALL
Fastly Inc
FSLY
$3.62B
| $1.75M | ﹤0.01% |
98,400
+42,700
| +77% | +$543K |
|
1234
SoFi Technologies
SOFI
$22.2B
| $1.75M | ﹤0.01% |
287,511
+153,088
| +114% | +$928K |
|
1235
PUT
Federal Realty Investment Trust
FRT
$9.98B
| $1.73M | ﹤0.01% |
+17,500
| New | +$1.83M |
|
|
SIX
1236
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.72M | ﹤0.01% |
64,428
+3,134
| +5% | +$83.7K |
|
1237
Alexandria Real Estate Equities
ARE
$8.53B
| $1.72M | ﹤0.01% |
+13,684
| New | +$2.01M |
|
1238
CALL
Western Midstream Partners
WES
$19.9B
| $1.71M | ﹤0.01% |
+65,000
| New | +$1.75M |
|
1239
CALL
Arcutis Biotherapeutics
ARQT
$2.94B
| $1.71M | ﹤0.01% |
155,800
+53,000
| +52% | +$767K |
|
1240
PUT
Steel Dynamics
STLD
$34B
| $1.71M | ﹤0.01% |
15,100
-147,500
| -91% | -$17.1M |
|
1241
PUT
EPAM Systems
EPAM
$5.91B
| $1.7M | ﹤0.01% |
5,700
-8,400
| -60% | -$2.71M |
|
|
VRAY
1242
PUT
DELISTED
ViewRay, Inc.
VRAY
| $1.7M | ﹤0.01% |
+490,600
| New | +$2.08M |
|
|
EXAS
1243
PUT
DELISTED
Exact Sciences
EXAS
| $1.7M | ﹤0.01% |
+25,000
| New | +$1.61M |
|
1244
CALL
Air Products & Chemicals
APD
$65.4B
| $1.69M | ﹤0.01% |
5,900
-80,000
| -93% | -$23.3M |
|
1245
PUT
Invesco Solar ETF
TAN
$1.01B
| $1.68M | ﹤0.01% |
21,700
-17,000
| -44% | -$1.3M |
|
1246
CALL
Griffon
GFF
$4.32B
| $1.68M | ﹤0.01% |
52,600
-12,500
| -19% | -$458K |
|
|
BKI
1247
PUT
DELISTED
Black Knight, Inc. Common Stock
BKI
| $1.67M | ﹤0.01% |
+29,100
| New | +$1.74M |
|
1248
CALL
Eversource Energy
ES
$26B
| $1.66M | ﹤0.01% |
+21,200
| New | +$1.67M |
|
1249
PUT
BridgeBio Pharma
BBIO
$14.2B
| $1.66M | ﹤0.01% |
+100,000
| New | +$1.17M |
|
1250
PUT
Nucor
NUE
$58B
| $1.65M | ﹤0.01% |
10,700
-112,000
| -91% | -$17.8M |
|
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.