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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
(-24%)
Cap. Flow
-$21.8B
Cap. Flow
% of AUM
-44.45%
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 | 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 | |
|---|---|---|---|---|---|---|
751
CALL
AMC Entertainment Holdings
AMC
$2.31B
| $6.15M | 0.01% |
122,800
+2,500
| +2% | +$132K |
|
752
PUT
Moody's
MCO
$82.7B
| $6.15M | 0.01% |
20,100
+9,400
| +88% | +$2.84M |
|
753
CALL
Nucor
NUE
$62.1B
| $6.12M | 0.01% |
39,600
-185,200
| -82% | -$29.5M |
|
754
PUT
Global X Uranium ETF
URA
$6.27B
| $6.11M | 0.01% |
+306,800
| New | +$6.49M |
|
755
CALL
NetApp
NTAP
$37.2B
| $6.11M | 0.01% |
95,700
+26,400
| +38% | +$1.71M |
|
|
FLG
756
CALL
Flagstar Bank National Association
FLG
$5.82B
| $6.1M | 0.01% |
+224,900
| New | +$6.09M |
|
757
CALL
Ambarella
AMBA
$3.81B
| $6.09M | 0.01% |
78,600
-50,700
| -39% | -$4.34M |
|
758
CALL
Iron Mountain
IRM
$36.1B
| $6.03M | 0.01% |
113,900
-95,200
| -46% | -$4.99M |
|
|
ARI
759
PUT
Apollo Commercial Real Estate
ARI
$885M
| $6.02M | 0.01% |
646,400
| – | – |
|
760
PUT
Generac Holdings
GNRC
$12.5B
| $5.98M | 0.01% |
55,400
-39,100
| -41% | -$4.52M |
|
|
JWN
761
CALL
DELISTED
Nordstrom
JWN
| $5.95M | 0.01% |
365,700
-704,800
| -66% | -$13.2M |
|
762
CALL
Intuitive Surgical
ISRG
$134B
| $5.9M | 0.01% |
23,100
-198,700
| -90% | -$49M |
|
763
CALL
Skyworks Solutions
SWKS
$10.6B
| $5.9M | 0.01% |
50,000
-7,500
| -13% | -$831K |
|
|
LSXMK
764
PUT
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $5.88M | 0.01% |
271,110
-232,251
| -46% | -$6.12M |
|
765
CALL
Kraft Heinz
KHC
$30B
| $5.83M | 0.01% |
150,700
-798,500
| -84% | -$31.6M |
|
766
Alibaba
BABA
$308B
| $5.82M | 0.01% |
+56,952
| New | +$5.7M |
|
767
CALL
Arista Networks
ANET
$238B
| $5.79M | 0.01% |
138,000
-895,200
| -87% | -$30.8M |
|
768
CALL
Celsius Holdings
CELH
$7.03B
| $5.78M | 0.01% |
186,600
-648,900
| -78% | -$20.5M |
|
769
PUT
Caesars Entertainment
CZR
$6.14B
| $5.76M | 0.01% |
118,000
-450,200
| -79% | -$22.1M |
|
770
CALL
New Oriental
EDU
$8.98B
| $5.75M | 0.01% |
149,000
-265,800
| -64% | -$10.7M |
|
771
PUT
Alexandria Real Estate Equities
ARE
$8.56B
| $5.74M | 0.01% |
+45,700
| New | +$6.71M |
|
772
AT&T
T
$163B
| $5.73M | 0.01% |
+297,680
| New | +$5.69M |
|
|
DAO
773
CALL
Youdao
DAO
$2.19B
| $5.69M | 0.01% |
+669,500
| New | +$5.31M |
|
774
PUT
Upwork
UPWK
$1.19B
| $5.66M | 0.01% |
500,000
-2,000
| -0.4% | -$23.8K |
|
775
Alcoa
AA
$13.2B
| $5.66M | 0.01% |
132,974
+23,751
| +22% | +$1.14M |
|
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HF
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.