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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
PENN icon
1101
PENN Entertainment
PENN
$2.71B
$2.62M 0.01%
88,479
-86,588
-49% -$2.68M
AR icon
1102
Antero Resources
AR
$10.7B
$2.62M 0.01%
113,337
+24,389
+27% +$643K
PLTR icon
1103
CALL
Palantir
PLTR
$413B
$2.6M 0.01%
307,600
-1,288,200
-81% -$10.1M
SMG icon
1104
CALL
ScottsMiracle-Gro
SMG
$3.66B
$2.59M 0.01%
37,200
– –
TFC icon
1105
Truist Financial
TFC
$64B
$2.58M 0.01%
+75,691
New +$3.3M
ISEE
1106
CALL
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$2.58M 0.01%
+105,900
New +$2.32M
WY icon
1107
CALL
Weyerhaeuser
WY
$18.4B
$2.58M 0.01%
85,500
-95,600
-53% -$3.01M
EQT icon
1108
PUT
EQT Corp
EQT
$32.3B
$2.56M 0.01%
80,200
-48,600
-38% -$1.56M
SNY icon
1109
CALL
Sanofi
SNY
$104B
$2.55M 0.01%
46,900
-341,900
-88% -$16.6M
FAF icon
1110
CALL
First American
FAF
$7.58B
$2.53M 0.01%
45,500
+300
+0.7% +$17.2K
LBTYK icon
1111
CALL
Liberty Global Class C
LBTYK
$3.49B
$2.53M 0.01%
124,000
+65,400
+112% +$1.38M
EGHT icon
1112
PUT
8x8 Inc
EGHT
$332M
$2.52M 0.01%
605,000
-220,000
-27% -$1.1M
FAST icon
1113
Fastenal
FAST
$59.5B
$2.52M 0.01%
93,468
+93,348
+77,790% +$2.39M
PSX icon
1114
Phillips 66
PSX
$81.4B
$2.5M 0.01%
+24,685
New +$2.51M
IGV icon
1115
iShares Expanded Tech-Software Sector ETF
IGV
$14.7B
$2.5M 0.01%
41,035
+41,030
+820,600% +$2.3M
AES icon
1116
AES
AES
$10.5B
$2.5M 0.01%
+103,761
New +$2.64M
AMR icon
1117
PUT
Alpha Metallurgical Resources
AMR
$1.93B
$2.5M 0.01%
16,000
-24,200
-60% -$3.87M
ARQT icon
1118
Arcutis Biotherapeutics
ARQT
$3.18B
$2.49M 0.01%
226,313
+163,137
+258% +$2.36M
IP icon
1119
CALL
International Paper
IP
$22B
$2.47M 0.01%
68,600
-38,800
-36% -$1.44M
CVE icon
1120
CALL
Cenovus Energy
CVE
$52.1B
$2.46M 0.01%
140,800
-36,100
-20% -$663K
ADP icon
1121
CALL
Automatic Data Processing
ADP
$108B
$2.45M 0.01%
11,000
+9,500
+633% +$2.14M
APTV icon
1122
PUT
Aptiv
APTV
$10.3B
$2.45M 0.01%
21,800
-91,600
-81% -$10.1M
GILD icon
1123
Gilead Sciences
GILD
$165B
$2.45M 0.01%
29,473
+29,293
+16,274% +$2.43M
MRO
1124
PUT
DELISTED
Marathon Oil Corporation
MRO
$2.44M 0.01%
102,000
-226,700
-69% -$5.79M
CP icon
1125
PUT
Canadian Pacific Kansas City
CP
$80.5B
$2.44M 0.01%
+31,700
New +$2.45M
43 44
45
46 47

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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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.