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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 | |
|---|---|---|---|---|---|---|
801
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $5.37M | 0.01% |
71,920
-122,805
| -63% | -$8.98M |
|
802
PUT
Palantir
PLTR
$413B
| $5.36M | 0.01% |
634,700
+185,000
| +41% | +$1.45M |
|
803
PUT
3D Systems Corp
DDD
$613M
| $5.36M | 0.01% |
500,100
+486,000
| +3,447% | +$4.95M |
|
804
CALL
XPeng
XPEV
$11.6B
| $5.36M | 0.01% |
482,100
-623,300
| -56% | -$6.02M |
|
805
AbbVie
ABBV
$435B
| $5.35M | 0.01% |
33,583
-18,169
| -35% | -$2.78M |
|
806
CALL
Teladoc Health
TDOC
$1.3B
| $5.33M | 0.01% |
205,600
-697,000
| -77% | -$18.7M |
|
807
PUT
Edwards Lifesciences
EW
$51.7B
| $5.29M | 0.01% |
63,900
+13,300
| +26% | +$1.05M |
|
|
ARNC
808
CALL
DELISTED
Arconic Corporation
ARNC
| $5.28M | 0.01% |
+201,400
| New | +$4.95M |
|
809
Realty Income
O
$59.1B
| $5.26M | 0.01% |
+83,101
| New | +$5.38M |
|
810
CALL
Charles River Laboratories
CRL
$12.8B
| $5.25M | 0.01% |
+26,000
| New | +$5.89M |
|
811
PUT
Nutrien
NTR
$30.7B
| $5.24M | 0.01% |
70,900
-418,100
| -86% | -$32.3M |
|
812
CALL
PROG Holdings
PRG
$1.71B
| $5.21M | 0.01% |
219,000
-150,000
| -41% | -$3.37M |
|
813
PUT
Invesco Senior Loan ETF
BKLN
$6.74B
| $5.2M | 0.01% |
250,000
-250,000
| -50% | -$5.23M |
|
814
CALL
Agilon Health
AGL
$1.6B
| $5.2M | 0.01% |
8,756
+3,612
| +70% | +$2.02M |
|
|
APLS
815
CALL
DELISTED
Apellis Pharmaceuticals
APLS
| $5.18M | 0.01% |
78,500
-4,700
| -6% | -$271K |
|
816
PUT
Aon
AON
$76B
| $5.17M | 0.01% |
16,400
+4,900
| +43% | +$1.52M |
|
817
CALL
Floor & Decor
FND
$6.68B
| $5.17M | 0.01% |
52,600
+15,000
| +40% | +$1.35M |
|
818
CVS Health
CVS
$122B
| $5.15M | 0.01% |
69,245
+11,093
| +19% | +$930K |
|
819
PUT
TPG
TPG
$7.86B
| $5.13M | 0.01% |
175,000
+150,000
| +600% | +$4.71M |
|
820
Boston Scientific
BSX
$71.5B
| $5.13M | 0.01% |
102,558
+85,693
| +508% | +$4.04M |
|
821
CALL
M&T Bank
MTB
$36.2B
| $5.13M | 0.01% |
42,900
+40,200
| +1,489% | +$5.84M |
|
822
PUT
Arista Networks
ANET
$238B
| $5.12M | 0.01% |
122,000
-735,200
| -86% | -$25.3M |
|
823
CALL
KLA
KLAC
$259B
| $5.11M | 0.01% |
128,000
-1,042,000
| -89% | -$41.1M |
|
824
CALL
AvalonBay Communities
AVB
$26.8B
| $5.11M | 0.01% |
30,400
+14,500
| +91% | +$2.47M |
|
825
PUT
Thor Industries
THO
$4.14B
| $5.1M | 0.01% |
64,100
+10,600
| +20% | +$935K |
|
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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.