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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 | |
|---|---|---|---|---|---|---|
1126
Capital One
COF
$134B
| $2.44M | 0.01% |
+25,362
| New | +$2.65M |
|
1127
NIO
NIO
$11.9B
| $2.42M | 0.01% |
+230,652
| New | +$2.36M |
|
1128
CALL
HF Sinclair
DINO
$14.5B
| $2.42M | 0.01% |
50,100
+48,200
| +2,537% | +$2.51M |
|
1129
CALL
Planet Fitness
PLNT
$3.78B
| $2.42M | 0.01% |
31,200
-9,100
| -23% | -$727K |
|
1130
CALL
Goodyear
GT
$1.85B
| $2.42M | ﹤0.01% |
219,300
-9,400
| -4% | -$104K |
|
1131
CALL
New Fortress Energy
NFE
$101M
| $2.41M | ﹤0.01% |
+82,000
| New | +$2.89M |
|
1132
CALL
Vale
VALE
$62.6B
| $2.4M | ﹤0.01% |
151,900
-1,209,900
| -89% | -$20.5M |
|
1133
PUT
Advance Auto Parts
AAP
$3.49B
| $2.4M | ﹤0.01% |
19,700
-14,400
| -42% | -$2.02M |
|
1134
CALL
ON Semiconductor
ON
$31.6B
| $2.39M | ﹤0.01% |
603,400
-476,400
| -44% | -$36.2M |
|
1135
PUT
Parker-Hannifin
PH
$135B
| $2.39M | ﹤0.01% |
7,100
-28,800
| -80% | -$9.54M |
|
1136
CALL
Burlington
BURL
$23.2B
| $2.38M | ﹤0.01% |
11,800
-83,500
| -88% | -$18.2M |
|
|
IRBT
1137
DELISTED
iRobot
IRBT
| $2.37M | ﹤0.01% |
54,302
-11,218
| -17% | -$497K |
|
1138
CALL
APA Corp
APA
$13.2B
| $2.36M | ﹤0.01% |
65,400
-230,000
| -78% | -$9.23M |
|
1139
PUT
Ferrari
RACE
$72.5B
| $2.36M | ﹤0.01% |
8,700
-48,000
| -85% | -$12.3M |
|
1140
CALL
Sysco
SYY
$40.3B
| $2.36M | ﹤0.01% |
30,500
-183,200
| -86% | -$14.1M |
|
1141
Diamondback Energy
FANG
$52.7B
| $2.35M | ﹤0.01% |
17,420
-48,390
| -74% | -$6.74M |
|
1142
Altria Group
MO
$114B
| $2.35M | ﹤0.01% |
52,730
-39,118
| -43% | -$1.8M |
|
1143
RTX Corp
RTX
$301B
| $2.35M | ﹤0.01% |
+23,956
| New | +$2.36M |
|
1144
CALL
Harley-Davidson
HOG
$2.71B
| $2.33M | ﹤0.01% |
61,400
-45,600
| -43% | -$2M |
|
1145
CALL
Southwest Airlines
LUV
$23B
| $2.33M | ﹤0.01% |
71,500
-795,500
| -92% | -$27.1M |
|
1146
Warner Bros
WBD
$67.1B
| $2.3M | ﹤0.01% |
152,355
-117,844
| -44% | -$1.68M |
|
|
SWN
1147
DELISTED
Southwestern Energy Company
SWN
| $2.3M | ﹤0.01% |
459,819
+327,132
| +247% | +$1.74M |
|
1148
PUT
Deutsche Bank
DB
$71.5B
| $2.3M | ﹤0.01% |
225,100
-3,200
| -1% | -$38.3K |
|
1149
CALL
The Mosaic Company
MOS
$7.33B
| $2.29M | ﹤0.01% |
50,000
-166,200
| -77% | -$8.05M |
|
1150
Rivian
RIVN
$23.2B
| $2.29M | ﹤0.01% |
147,789
-281,658
| -66% | -$4.76M |
|
Similar funds
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.