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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 | |
|---|---|---|---|---|---|---|
1451
CALL
Lemonade
LMND
$4.08B
| $1.02M | ﹤0.01% |
71,600
-15,300
| -18% | -$233K |
|
1452
CALL
Yum China
YUMC
$16.4B
| $1.02M | ﹤0.01% |
+16,100
| New | +$972K |
|
1453
AdvisorShares Pure US Cannabis ETF
MSOS
$880M
| $1.02M | ﹤0.01% |
178,892
-175,385
| -50% | -$1.16M |
|
1454
PUT
Zebra Technologies
ZBRA
$18B
| $1.02M | ﹤0.01% |
3,200
-1,200
| -27% | -$363K |
|
1455
PUT
Avnet
AVT
$8.06B
| $1.02M | ﹤0.01% |
+22,500
| New | +$1M |
|
|
JKS
1456
CALL
JinkoSolar
JKS
$889M
| $1.02M | ﹤0.01% |
19,900
-145,900
| -88% | -$7.64M |
|
1457
PUT
Capri Holdings
CPRI
$1.74B
| $1.01M | ﹤0.01% |
21,500
-126,700
| -85% | -$6.8M |
|
1458
CALL
Manitowoc
MTW
$683M
| $1.01M | ﹤0.01% |
+59,100
| New | +$885K |
|
|
LSI
1459
CALL
DELISTED
Life Storage, Inc.
LSI
| $1.01M | ﹤0.01% |
+7,700
| New | +$891K |
|
|
FRC
1460
CALL
DELISTED
First Republic Bank
FRC
| $1.01M | ﹤0.01% |
+72,000
| New | +$7.38M |
|
1461
PUT
GoPro
GPRO
$121M
| $1.01M | ﹤0.01% |
200,000
+100,000
| +100% | +$540K |
|
|
SGI
1462
PUT
Somnigroup International
SGI
$13.5B
| $987K | ﹤0.01% |
25,000
-497,500
| -95% | -$19.8M |
|
1463
Alpha Metallurgical Resources
AMR
$1.93B
| $987K | ﹤0.01% |
6,324
-8,295
| -57% | -$1.33M |
|
1464
Albertsons Companies
ACI
$5.85B
| $987K | ﹤0.01% |
+47,475
| New | +$981K |
|
1465
PUT
Nu Skin
NUS
$254M
| $983K | ﹤0.01% |
+25,000
| New | +$1.04M |
|
1466
PUT
AdaptHealth
AHCO
$703M
| $982K | ﹤0.01% |
79,000
-189,800
| -71% | -$3.49M |
|
1467
Strategy Inc
MSTR
$37.2B
| $977K | ﹤0.01% |
33,430
-152,810
| -82% | -$3.73M |
|
1468
PUT
General Mills
GIS
$19.7B
| $974K | ﹤0.01% |
11,400
-5,800
| -34% | -$463K |
|
1469
Boston Properties
BXP
$10.8B
| $974K | ﹤0.01% |
+17,993
| New | +$1.17M |
|
|
AUY
1470
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $969K | ﹤0.01% |
165,700
+162,700
| +5,423% | +$925K |
|
1471
EPAM Systems
EPAM
$5.05B
| $967K | ﹤0.01% |
3,235
-1,161
| -26% | -$374K |
|
|
OSH
1472
CALL
DELISTED
Oak Street Health, Inc.
OSH
| $967K | ﹤0.01% |
+25,000
| New | +$807K |
|
|
AXON
1473
CALL
Axon Enterprise
AXON
$47.9B
| $967K | ﹤0.01% |
4,300
+4,100
| +2,050% | +$815K |
|
1474
M&T Bank
MTB
$36.2B
| $967K | ﹤0.01% |
+8,085
| New | +$1.17M |
|
1475
PUT
Cars.com
CARS
$653M
| $965K | ﹤0.01% |
50,000
-186,600
| -79% | -$3.17M |
|
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.