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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+6.61%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$48.9B
AUM Growth
-$15.5B
Cap. Flow
-$21.8B
Cap. Flow %
-44.45%
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 Technology 0.68%
2 Consumer Discretionary 0.52%
3 Financials 0.5%
4 Communication Services 0.29%
5 Healthcare 0.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
STX icon
401
CALL
Seagate
STX
$184B
$18M 0.04%
271,600
-489,800
-64% -$31.2M
MDB icon
402
MongoDB
MDB
$32.1B
$17.9M 0.04%
76,675
-77,638
-50% -$16.3M
XLU icon
403
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
$17.7M 0.04%
523,800
+28,400
+6% +$963K
EOG icon
404
PUT
EOG Resources
EOG
$70.7B
$17.7M 0.04%
154,300
-104,300
-40% -$12.6M
KKR icon
405
PUT
KKR & Co
KKR
$92.3B
$17.7M 0.04%
336,500
+241,700
+255% +$13M
SOXX icon
406
CALL
iShares Semiconductor ETF
SOXX
$48.7B
$17.7M 0.04%
119,100
+52,200
+78% +$7.11M
ABBV icon
407
PUT
AbbVie
ABBV
$435B
$17.5M 0.04%
109,800
-54,100
-33% -$8.27M
WDC icon
408
CALL
Western Digital
WDC
$150B
$17.3M 0.04%
606,463
-264,997
-30% -$7.77M
BILI icon
409
Bilibili
BILI
$7.84B
$17.2M 0.04%
732,342
+632,355
+632% +$15M
Z icon
410
CALL
Zillow
Z
$7.56B
$17.2M 0.04%
387,000
-90,600
-19% -$3.85M
ORCL icon
411
CALL
Oracle
ORCL
$423B
$16.7M 0.03%
179,800
-139,000
-44% -$12.2M
PFSI icon
412
PUT
PennyMac Financial
PFSI
$4.02B
$16.7M 0.03%
280,000
+167,200
+148% +$10.3M
ZM icon
413
CALL
Zoom
ZM
$30.6B
$16.7M 0.03%
225,900
-786,200
-78% -$56.6M
CCL icon
414
Carnival Corporation Ltd
CCL
$39.7B
$16.6M 0.03%
1,636,724
-288,766
-15% -$2.99M
OKTA icon
415
Okta
OKTA
$25.8B
$16.6M 0.03%
192,166
-35,599
-16% -$2.71M
FISV
416
CALL
Fiserv Inc
FISV
$27.9B
$16.5M 0.03%
145,700
+11,200
+8% +$1.23M
EA
417
CALL
DELISTED
Electronic Arts
EA
$16.3M 0.03%
135,600
+35,900
+36% +$4.22M
RILY icon
418
PUT
BRC Group Holdings
RILY
$289M
$16.3M 0.03%
575,200
+525,000
+1,046% +$19.9M
W icon
419
PUT
Wayfair
W
$14.6B
$16.3M 0.03%
475,000
+188,300
+66% +$8.34M
NCLH icon
420
CALL
Norwegian Cruise Line
NCLH
$8.84B
$16.3M 0.03%
1,209,000
-832,700
-41% -$12.5M
XBI icon
421
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$16.2M 0.03%
212,700
-212,100
-50% -$17.6M
PSX icon
422
PUT
Phillips 66
PSX
$81.4B
$16.1M 0.03%
159,300
-24,300
-13% -$2.47M
HUM icon
423
CALL
Humana
HUM
$46.2B
$15.9M 0.03%
32,800
-132,500
-80% -$65.5M
HSY icon
424
PUT
Hershey
HSY
$36.6B
$15.8M 0.03%
62,300
+58,300
+1,458% +$13.7M
OXY icon
425
Occidental Petroleum
OXY
$55.9B
$15.6M 0.03%
250,625
-126,212
-33% -$7.84M
15 16
17
18 19

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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 $21.8B 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 Technology at 0.68% of assets, up from 0.62% a quarter earlier, followed by Consumer Discretionary and Financials.

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.