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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
DIS icon
151
CALL
Walt Disney
DIS
$180B
$63M 0.13%
628,700
-309,100
-33% -$31.2M
LQD icon
152
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$62.4M 0.13%
569,400
-763,300
-57% -$82.7M
NKE icon
153
PUT
Nike
NKE
$55.4B
$61.2M 0.13%
498,800
-36,300
-7% -$4.46M
MRNA icon
154
CALL
Moderna
MRNA
$54.1B
$61.2M 0.13%
398,300
-1,261,700
-76% -$208M
SMH icon
155
CALL
VanEck Semiconductor ETF
SMH
$69.9B
$60.4M 0.12%
459,000
-446,000
-49% -$53.5M
AMAT icon
156
PUT
Applied Materials
AMAT
$372B
$59.9M 0.12%
487,900
-330,800
-40% -$38M
XLV icon
157
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$59.9M 0.12%
462,600
-560,400
-55% -$73.2M
CVX icon
158
PUT
Chevron
CVX
$419B
$59.8M 0.12%
366,300
+20,800
+6% +$3.49M
BP icon
159
PUT
BP
BP
$118B
$59.5M 0.12%
1,569,100
-659,800
-30% -$24.6M
U icon
160
CALL
Unity
U
$18.7B
$59.2M 0.12%
1,824,400
+1,348,300
+283% +$43.4M
WPM icon
161
CALL
Wheaton Precious Metals
WPM
$71.2B
$59.1M 0.12%
1,227,800
+552,600
+82% +$24.2M
MAR icon
162
PUT
Marriott International
MAR
$86.4B
$59.1M 0.12%
356,100
+63,000
+21% +$10.5M
ADI icon
163
CALL
Analog Devices
ADI
$177B
$59M 0.12%
299,000
-86,000
-22% -$15.4M
NKE icon
164
CALL
Nike
NKE
$55.4B
$58.9M 0.12%
480,000
-323,000
-40% -$39.7M
MCD icon
165
PUT
McDonald's
MCD
$179B
$58.8M 0.12%
210,300
-83,400
-28% -$22.3M
INTU icon
166
PUT
Intuit
INTU
$85.9B
$58.3M 0.12%
130,700
-13,900
-10% -$5.71M
SLV icon
167
PUT
iShares Silver Trust
SLV
$32.7B
$58.2M 0.12%
2,631,500
+1,113,200
+73% +$23.1M
RTX icon
168
CALL
RTX Corp
RTX
$266B
$57.8M 0.12%
589,900
-286,800
-33% -$28.3M
AAL icon
169
CALL
American Airlines Group
AAL
$8.57B
$57.8M 0.12%
3,915,900
+1,631,100
+71% +$25.4M
ABBV icon
170
CALL
AbbVie
ABBV
$443B
$57.1M 0.12%
358,200
-6,800
-2% -$1.04M
WFC icon
171
PUT
Wells Fargo
WFC
$271B
$57M 0.12%
1,526,100
-1,432,500
-48% -$62.4M
TSM icon
172
CALL
TSMC
TSM
$2.26T
$56.4M 0.12%
606,000
-40,900
-6% -$3.67M
TGT icon
173
CALL
Target
TGT
$71.6B
$55.4M 0.11%
334,700
-577,700
-63% -$95M
FCX icon
174
CALL
Freeport-McMoran
FCX
$109B
$55M 0.11%
1,345,300
-1,604,600
-54% -$66.7M
LRCX icon
175
PUT
Lam Research
LRCX
$395B
$54.5M 0.11%
1,029,000
-2,618,000
-72% -$128M
5 6
7
8 9

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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.