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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 | |
|---|---|---|---|---|---|---|
|
LTHM
1426
PUT
DELISTED
Livent Corporation
LTHM
| $1.07M | ﹤0.01% |
49,300
-78,100
| -61% | -$1.81M |
|
1427
PUT
NetEase
NTES
$84.9B
| $1.07M | ﹤0.01% |
12,100
-147,600
| -92% | -$12.7M |
|
1428
PUT
Automatic Data Processing
ADP
$108B
| $1.07M | ﹤0.01% |
4,800
-10,100
| -68% | -$2.28M |
|
|
FRC
1429
DELISTED
First Republic Bank
FRC
| $1.07M | ﹤0.01% |
+76,314
| New | +$7.82M |
|
1430
CALL
Plug Power
PLUG
$2.93B
| $1.06M | ﹤0.01% |
90,800
-406,700
| -82% | -$5.81M |
|
1431
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.06M | ﹤0.01% |
52,021
+38,000
| +271% | +$759K |
|
1432
CRISPR Therapeutics
CRSP
$5.18B
| $1.06M | ﹤0.01% |
+23,442
| New | +$1.14M |
|
1433
PUT
BioNTech
BNTX
$23.4B
| $1.06M | ﹤0.01% |
8,500
-47,000
| -85% | -$6.45M |
|
|
HES
1434
CALL
DELISTED
Hess
HES
| $1.06M | ﹤0.01% |
8,000
-6,800
| -46% | -$947K |
|
1435
CALL
Advance Auto Parts
AAP
$3.36B
| $1.06M | ﹤0.01% |
8,700
-12,500
| -59% | -$1.75M |
|
1436
EOG Resources
EOG
$74.4B
| $1.05M | ﹤0.01% |
+9,175
| New | +$1.11M |
|
1437
PUT
Voya Financial
VOYA
$9.21B
| $1.05M | ﹤0.01% |
+14,700
| New | +$1.03M |
|
1438
PUT
Huntington Bancshares
HBAN
$35.4B
| $1.05M | ﹤0.01% |
+93,600
| New | +$1.3M |
|
1439
CALL
Vir Biotechnology
VIR
$1.5B
| $1.05M | ﹤0.01% |
+45,000
| New | +$1.15M |
|
1440
PUT
Orion
OEC
$396M
| $1.04M | ﹤0.01% |
40,000
| – | – |
|
1441
CALL
T. Rowe Price
TROW
$24.3B
| $1.04M | ﹤0.01% |
9,200
-8,400
| -48% | -$960K |
|
1442
CALL
Sherwin-Williams
SHW
$88.1B
| $1.03M | ﹤0.01% |
4,600
+2,800
| +156% | +$641K |
|
1443
PUT
Sarepta Therapeutics
SRPT
$1.77B
| $1.03M | ﹤0.01% |
7,500
-74,300
| -91% | -$9.64M |
|
1444
HubSpot
HUBS
$10.8B
| $1.03M | ﹤0.01% |
2,408
-12,126
| -83% | -$4.43M |
|
1445
CALL
Tilray
TLRY
$595M
| $1.03M | ﹤0.01% |
40,780
-171,220
| -81% | -$4.89M |
|
1446
PUT
Arcutis Biotherapeutics
ARQT
$3.26B
| $1.03M | ﹤0.01% |
+93,700
| New | +$1.36M |
|
1447
CALL
British American Tobacco
BTI
$123B
| $1.03M | ﹤0.01% |
29,300
-39,900
| -58% | -$1.5M |
|
|
OSH
1448
PUT
DELISTED
Oak Street Health, Inc.
OSH
| $1.03M | ﹤0.01% |
+26,600
| New | +$859K |
|
1449
CALL
Xcel Energy
XEL
$47.9B
| $1.03M | ﹤0.01% |
15,200
-123,400
| -89% | -$8.33M |
|
|
MCW
1450
CALL
DELISTED
Mister Car Wash
MCW
| $1.02M | ﹤0.01% |
+118,600
| New | +$1.11M |
|
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.