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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 | |
|---|---|---|---|---|---|---|
1626
L3Harris
LHX
$54B
| $626K | ﹤0.01% |
3,191
-5,173
| -62% | -$1.06M |
|
|
ANSS
1627
DELISTED
Ansys
ANSS
| $624K | ﹤0.01% |
1,874
+1,860
| +13,286% | +$525K |
|
1628
PUT
Builders FirstSource
BLDR
$7.74B
| $621K | ﹤0.01% |
7,000
-21,500
| -75% | -$1.7M |
|
1629
ProShares Short 20+ Year Treasury ETF
TBF
$107M
| $615K | ﹤0.01% |
29,100
| – | – |
|
1630
CALL
Elastic
ESTC
$7.93B
| $614K | ﹤0.01% |
10,600
-63,900
| -86% | -$3.64M |
|
1631
PUT
Dominion Energy
D
$59.1B
| $609K | ﹤0.01% |
10,900
+4,200
| +63% | +$246K |
|
1632
PUT
Charter Communications
CHTR
$18.3B
| $608K | ﹤0.01% |
1,700
-131,600
| -99% | -$49.2M |
|
1633
PUT
Crocs
CROX
$6.63B
| $607K | ﹤0.01% |
4,800
-70,700
| -94% | -$8.54M |
|
1634
CALL
Qorvo
QRVO
$8.56B
| $599K | ﹤0.01% |
5,900
-9,700
| -62% | -$984K |
|
1635
PUT
BJs Wholesale Club
BJ
$12.3B
| $593K | ﹤0.01% |
7,800
-150,000
| -95% | -$10.9M |
|
|
JO
1636
DELISTED
iPath Series B Bloomberg Coffee Subindex Total ReturnSM ETN
JO
| $591K | ﹤0.01% |
12,000
| – | – |
|
1637
PUT
Viant Technology
DSP
$282M
| $591K | ﹤0.01% |
135,900
| – | – |
|
1638
Universal Health Services
UHS
$10.5B
| $588K | ﹤0.01% |
+4,630
| New | +$639K |
|
1639
PUT
Unilever
UL
$135B
| $587K | ﹤0.01% |
10,044
-3,023
| -23% | -$172K |
|
1640
Advance Auto Parts
AAP
$3.36B
| $585K | ﹤0.01% |
4,810
-6,009
| -56% | -$841K |
|
1641
PUT
Paychex
PAYX
$43.1B
| $584K | ﹤0.01% |
5,100
-19,400
| -79% | -$2.21M |
|
1642
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
| $583K | ﹤0.01% |
7,968
+2,116
| +36% | +$146K |
|
1643
PUT
UMB Financial
UMBF
$11.1B
| $577K | ﹤0.01% |
+10,000
| New | +$813K |
|
1644
PUT
Goodyear
GT
$1.74B
| $576K | ﹤0.01% |
52,300
-25,000
| -32% | -$277K |
|
1645
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $576K | ﹤0.01% |
8,500
-8,400
| -50% | -$561K |
|
|
BKI
1646
CALL
DELISTED
Black Knight, Inc. Common Stock
BKI
| $576K | ﹤0.01% |
+10,000
| New | +$598K |
|
1647
O'Reilly Automotive
ORLY
$75.3B
| $571K | ﹤0.01% |
10,080
+10,050
| +33,500% | +$551K |
|
1648
Amplify Blockchain Technology ETF
BLOK
$1.05B
| $570K | ﹤0.01% |
29,472
-45,471
| -61% | -$825K |
|
1649
PUT
Tower Semiconductor
TSEM
$28.5B
| $569K | ﹤0.01% |
13,400
-7,900
| -37% | -$330K |
|
1650
CALL
Equity Residential
EQR
$24.7B
| $564K | ﹤0.01% |
+9,400
| New | +$577K |
|
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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.