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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 | |
|---|---|---|---|---|---|---|
101
CALL
Danaher
DHR
$143B
| $84.5M | 0.17% |
378,331
+137,165
| +57% | +$31.2M |
|
102
CALL
Micron Technology
MU
$984B
| $84.2M | 0.17% |
1,395,100
-721,900
| -34% | -$42.3M |
|
103
CALL
JD.com
JD
$44.5B
| $83.5M | 0.17% |
1,902,800
-544,900
| -22% | -$28.1M |
|
|
104
SPDR Gold Trust
GLD
$140B
| $83M | 0.17% |
452,817
+452,816
| +45,281,600% | +$79.7M |
|
105
PUT
Sea Limited
SE
$69.4B
| $82.8M | 0.17% |
956,800
-828,400
| -46% | -$56.6M |
|
106
CALL
Home Depot
HD
$353B
| $82.5M | 0.17% |
279,400
+79,600
| +40% | +$24.4M |
|
107
CALL
Mastercard
MA
$494B
| $82.4M | 0.17% |
226,700
-78,900
| -26% | -$28.7M |
|
108
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$313M
| $81.8M | 0.17% |
2,925,600
+150,000
| +5% | +$4.4M |
|
109
CALL
Goldman Sachs
GS
$303B
| $81.3M | 0.17% |
248,500
+19,300
| +8% | +$6.72M |
|
|
110
PUT
United Airlines
UAL
$42.1B
| $80.3M | 0.16% |
1,814,000
-1,717,200
| -49% | -$82.3M |
|
111
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.4B
| $79.3M | 0.16% |
2,008,500
-296,900
| -13% | -$11.8M |
|
112
CALL
Charter Communications
CHTR
$18.3B
| $78.1M | 0.16% |
218,300
-43,100
| -16% | -$16.1M |
|
|
ATVI
113
PUT
DELISTED
Activision Blizzard
ATVI
| $77.7M | 0.16% |
907,400
+476,000
| +110% | +$37M |
|
|
B
114
PUT
Barrick Mining
B
$73.3B
| $77.7M | 0.16% |
4,181,800
+1,909,300
| +84% | +$34.3M |
|
115
PUT
CrowdStrike
CRWD
$216B
| $77.3M | 0.16% |
2,252,000
-4,075,600
| -64% | -$118M |
|
|
116
PUT
Booking.com
BKNG
$160B
| $76.7M | 0.16% |
722,500
-6,117,500
| -89% | -$595M |
|
117
CALL
Chevron
CVX
$367B
| $76.5M | 0.16% |
468,800
-14,900
| -3% | -$2.5M |
|
118
PUT
Adobe
ADBE
$106B
| $75.8M | 0.16% |
196,800
-210,200
| -52% | -$74.7M |
|
119
Sprott Physical Gold and Silver Trust
CEF
$8.02B
| $75.6M | 0.15% |
3,995,433
| – | – |
|
120
CALL
FedEx
FDX
$75.4B
| $75.4M | 0.15% |
330,200
-124,400
| -27% | -$25.3M |
|
|
121
PUT
FedEx
FDX
$75.4B
| $74.7M | 0.15% |
326,800
-76,500
| -19% | -$15.5M |
|
122
PUT
TSMC
TSM
$2.18T
| $74.2M | 0.15% |
797,400
-610,900
| -43% | -$54.8M |
|
123
PUT
Caterpillar
CAT
$388B
| $74.2M | 0.15% |
324,100
-192,800
| -37% | -$46.6M |
|
|
124
CALL
Sea Limited
SE
$69.4B
| $73.7M | 0.15% |
851,900
-1,386,200
| -62% | -$94.7M |
|
125
CALL
KraneShares CSI China Internet ETF
KWEB
$5.66B
| $73.4M | 0.15% |
2,353,700
-3,197,900
| -58% | -$102M |
|
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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.