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Parallax Volatility Advisers

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
Cap. Flow
-$21.8B
Cap. Flow %
-44.45%
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726

Top Buys

Rank Stock Value
1
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$110M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$97.1M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$83.8M
4
GLD icon
SPDR Gold Trust
GLD
+$79.7M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$73.8M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$517M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$490M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$159M
4
BKNG icon
Booking.com
BKNG
+$85.1M
5
UAL icon
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
MRNS
1976
CALL
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$161K ﹤0.01%
23,400
– –
AWK icon
1977
PUT
American Water Works
AWK
$26.6B
$161K ﹤0.01%
1,100
-300
-21% -$44.4K
MNTV
1978
DELISTED
Momentive Global Inc. Common Stock
MNTV
$160K ﹤0.01%
+17,212
New +$135K
SONO icon
1979
PUT
Sonos
SONO
$1.83B
$159K ﹤0.01%
8,100
-30,500
-79% -$582K
AQN icon
1980
CALL
Algonquin Power & Utilities
AQN
$4.43B
$158K ﹤0.01%
+18,800
New +$141K
BE icon
1981
Bloom Energy
BE
$62.8B
$158K ﹤0.01%
7,913
-104,947
-93% -$2.3M
BOH icon
1982
Bank of Hawaii
BOH
$3.12B
$157K ﹤0.01%
+3,023
New +$212K
LHX icon
1983
CALL
L3Harris
LHX
$54.2B
$157K ﹤0.01%
800
-70,400
-99% -$14.4M
SONO icon
1984
CALL
Sonos
SONO
$1.83B
$157K ﹤0.01%
8,000
-25,500
-76% -$486K
AES icon
1985
PUT
AES
AES
$10.5B
$157K ﹤0.01%
6,500
+6,200
+2,067% +$158K
AIV
1986
CALL
Aimco
AIV
$382M
$156K ﹤0.01%
+20,300
New +$151K
AMC icon
1987
AMC Entertainment Holdings
AMC
$2.2B
$155K ﹤0.01%
3,089
-11,310
-79% -$599K
OPEN icon
1988
CALL
Opendoor
OPEN
$3.38B
$155K ﹤0.01%
90,830
-266,600
-75% -$439K
NDAQ icon
1989
PUT
Nasdaq
NDAQ
$53.5B
$153K ﹤0.01%
2,800
-87,800
-97% -$5.07M
RXT icon
1990
PUT
Rackspace Technology
RXT
$1.18B
$152K ﹤0.01%
81,000
– –
CAH icon
1991
PUT
Cardinal Health
CAH
$56.7B
$151K ﹤0.01%
2,000
-15,900
-89% -$1.2M
STEM icon
1992
PUT
Stem
STEM
$52.3M
$151K ﹤0.01%
1,330
-4,205
-76% -$713K
XLC icon
1993
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.7B
$151K ﹤0.01%
+2,600
New +$141K
MPWR icon
1994
CALL
Monolithic Power Systems
MPWR
$69.7B
$150K ﹤0.01%
+300
New +$138K
PHYT.WS
1995
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$150K ﹤0.01%
1,668,254
+289,391
+21% +$23.4K
EQIX icon
1996
Equinix
EQIX
$103B
$150K ﹤0.01%
208
-920
-82% -$648K
META icon
1997
Meta Platforms (Facebook)
META
$1.55T
$148K ﹤0.01%
700
+330
+89% +$56.2K
AWK icon
1998
American Water Works
AWK
$26.6B
$148K ﹤0.01%
+1,010
New +$150K
IPG
1999
DELISTED
Interpublic Group of Companies
IPG
$147K ﹤0.01%
+3,956
New +$142K
ROK icon
2000
PUT
Rockwell Automation
ROK
$49.5B
$147K ﹤0.01%
+500
New +$142K
78 79
80
81 82

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.