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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 | |
|---|---|---|---|---|---|---|
1326
CALL
GitLab
GTLB
$6.85B
| $1.38M | ﹤0.01% |
+40,200
| New | +$1.77M |
|
1327
Lumen
LUMN
$6.67B
| $1.38M | ﹤0.01% |
519,580
+319,580
| +160% | +$1.29M |
|
1328
CALL
EQT Corp
EQT
$33.2B
| $1.37M | ﹤0.01% |
42,800
-894,000
| -95% | -$28.7M |
|
1329
iQIYI
IQ
$1.32B
| $1.37M | ﹤0.01% |
+187,542
| New | +$1.29M |
|
|
ABB
1330
PUT
DELISTED
ABB Ltd
ABB
| $1.36M | ﹤0.01% |
39,700
| – | – |
|
|
EXE
1331
Expand Energy Corp
EXE
$22B
| $1.35M | ﹤0.01% |
17,756
+9,013
| +103% | +$742K |
|
|
MRSH
1332
PUT
Marsh
MRSH
$91.2B
| $1.35M | ﹤0.01% |
8,100
-10,100
| -55% | -$1.68M |
|
1333
PUT
Dave & Buster's
PLAY
$347M
| $1.34M | ﹤0.01% |
36,500
-88,600
| -71% | -$3.53M |
|
|
CTLT
1334
PUT
DELISTED
CATALENT, INC.
CTLT
| $1.34M | ﹤0.01% |
+20,400
| New | +$1.26M |
|
1335
CALL
Capri Holdings
CPRI
$1.74B
| $1.34M | ﹤0.01% |
28,500
-123,000
| -81% | -$6.6M |
|
1336
Penumbra
PEN
$12.8B
| $1.34M | ﹤0.01% |
+4,796
| New | +$1.22M |
|
1337
CALL
Hasbro
HAS
$13.2B
| $1.33M | ﹤0.01% |
24,800
+23,200
| +1,450% | +$1.33M |
|
1338
CALL
Wolfspeed
WOLF
$1.59B
| $1.33M | ﹤0.01% |
20,500
-141,400
| -87% | -$10.3M |
|
1339
CALL
Equifax
EFX
$21.4B
| $1.32M | ﹤0.01% |
6,500
-6,000
| -48% | -$1.25M |
|
|
ME
1340
CALL
DELISTED
23andMe Holding Co
ME
| $1.31M | ﹤0.01% |
+28,700
| New | +$1.39M |
|
1341
CALL
Yeti Holdings
YETI
$3.9B
| $1.31M | ﹤0.01% |
32,700
-99,900
| -75% | -$4.12M |
|
1342
PUT
Rapid7
RPD
$767M
| $1.3M | ﹤0.01% |
+28,400
| New | +$1.21M |
|
1343
CALL
Kimberly-Clark
KMB
$36.1B
| $1.3M | ﹤0.01% |
9,700
-23,500
| -71% | -$3.05M |
|
1344
PROG Holdings
PRG
$1.71B
| $1.3M | ﹤0.01% |
+54,700
| New | +$1.23M |
|
1345
SL Green Realty
SLG
$3.93B
| $1.3M | ﹤0.01% |
+55,307
| New | +$1.87M |
|
1346
CALL
Otis Worldwide
OTIS
$27.7B
| $1.3M | ﹤0.01% |
15,400
-25,700
| -63% | -$2.13M |
|
|
1347
Otis Worldwide
OTIS
$27.7B
| $1.3M | ﹤0.01% |
+15,393
| New | +$1.27M |
|
1348
Dell
DELL
$303B
| $1.3M | ﹤0.01% |
32,290
+27,306
| +548% | +$1.1M |
|
1349
PUT
Pultegroup
PHM
$24.6B
| $1.29M | ﹤0.01% |
22,200
+10,900
| +96% | +$589K |
|
1350
Etsy
ETSY
$7.58B
| $1.29M | ﹤0.01% |
+11,620
| New | +$1.44M |
|
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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.