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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 | |
|---|---|---|---|---|---|---|
1526
CALL
Regal Rexnord
RRX
$11.5B
| $830K | ﹤0.01% |
+5,900
| New | +$854K |
|
1527
PUT
AvalonBay Communities
AVB
$26.3B
| $823K | ﹤0.01% |
4,900
+4,600
| +1,533% | +$785K |
|
1528
OneMain Financial
OMF
$7.27B
| $820K | ﹤0.01% |
+22,103
| New | +$888K |
|
1529
QuidelOrtho
QDEL
$938M
| $818K | ﹤0.01% |
+9,186
| New | +$799K |
|
1530
PUT
Harmony Biosciences
HRMY
$2.27B
| $816K | ﹤0.01% |
+25,000
| New | +$1.14M |
|
|
FYBR
1531
DELISTED
Frontier Communications
FYBR
| $814K | ﹤0.01% |
35,757
-4,330
| -11% | -$116K |
|
1532
PUT
Yeti Holdings
YETI
$3.99B
| $812K | ﹤0.01% |
20,300
-100,200
| -83% | -$4.14M |
|
1533
PUT
Virgin Galactic
SPCE
$415M
| $810K | ﹤0.01% |
10,000
-2,585
| -21% | -$258K |
|
1534
CALL
CRA International
CRAI
$1.06B
| $809K | ﹤0.01% |
+7,500
| New | +$882K |
|
|
1535
PUT
CRA International
CRAI
$1.06B
| $809K | ﹤0.01% |
+7,500
| New | +$882K |
|
1536
Spectrum Brands
SPB
$2.02B
| $808K | ﹤0.01% |
+12,209
| New | +$771K |
|
1537
CALL
ICU Medical
ICUI
$4.56B
| $808K | ﹤0.01% |
+4,900
| New | +$843K |
|
1538
Lucid Motors
LCID
$2.6B
| $806K | ﹤0.01% |
10,024
+4,000
| +66% | +$355K |
|
1539
Norfolk Southern
NSC
$75B
| $804K | ﹤0.01% |
+3,794
| New | +$878K |
|
1540
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.18B
| $804K | ﹤0.01% |
+28,110
| New | +$889K |
|
1541
Tenet Healthcare
THC
$20.9B
| $801K | ﹤0.01% |
+13,482
| New | +$749K |
|
1542
CALL
Nasdaq
NDAQ
$53.4B
| $798K | ﹤0.01% |
14,600
-27,500
| -65% | -$1.59M |
|
|
RVNC
1543
DELISTED
Revance Therapeutics, Inc.
RVNC
| $797K | ﹤0.01% |
+24,747
| New | +$771K |
|
|
RAD
1544
DELISTED
Rite Aid Corporation
RAD
| $796K | ﹤0.01% |
355,327
-19,789
| -5% | -$65.6K |
|
1545
CALL
Whirlpool
WHR
$2.75B
| $792K | ﹤0.01% |
6,000
-19,900
| -77% | -$2.83M |
|
1546
ARK Genomic Revolution ETF
ARKG
$1.78B
| $788K | ﹤0.01% |
26,211
+26,210
| +2,621,000% | +$812K |
|
|
MRSH
1547
CALL
Marsh
MRSH
$91B
| $783K | ﹤0.01% |
4,700
-8,300
| -64% | -$1.38M |
|
1548
PUT
VF Corp
VFC
$5.86B
| $781K | ﹤0.01% |
34,100
+17,600
| +107% | +$463K |
|
|
IRBT
1549
CALL
DELISTED
iRobot
IRBT
| $781K | ﹤0.01% |
17,900
+15,700
| +714% | +$695K |
|
1550
PUT
Archer Daniels Midland
ADM
$38.8B
| $781K | ﹤0.01% |
9,800
-22,100
| -69% | -$1.81M |
|
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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.