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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 | |
|---|---|---|---|---|---|---|
2001
Popular Inc
BPOP
$11.2B
| $146K | ﹤0.01% |
+2,549
| New | +$166K |
|
2002
CALL
Yum! Brands
YUM
$39.5B
| $145K | ﹤0.01% |
1,100
-1,300
| -54% | -$167K |
|
|
EXAS
2003
DELISTED
Exact Sciences
EXAS
| $145K | ﹤0.01% |
+2,136
| New | +$137K |
|
|
ACCD
2004
PUT
DELISTED
Accolade Inc
ACCD
| $144K | ﹤0.01% |
10,000
| – | – |
|
2005
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$690B
| $143K | ﹤0.01% |
700
-900
| -56% | -$180K |
|
2006
CALL
First Horizon
FHN
$12B
| $142K | ﹤0.01% |
8,000
-1,700
| -18% | -$37.8K |
|
2007
CALL
Martin Marietta Materials
MLM
$33.1B
| $142K | ﹤0.01% |
400
-1,500
| -79% | -$526K |
|
2008
Trump Media & Technology Group
DJT
$2.53B
| $142K | ﹤0.01% |
10,100
-12,281
| -55% | -$182K |
|
2009
Turning Point Brands
TPB
$1.79B
| $141K | ﹤0.01% |
+6,726
| New | +$148K |
|
2010
CALL
Coty
COTY
$2.47B
| $139K | ﹤0.01% |
11,500
-645,900
| -98% | -$6.83M |
|
2011
PUT
ArcBest
ARCB
$3.03B
| $139K | ﹤0.01% |
+1,500
| New | +$135K |
|
2012
iShares MSCI Germany ETF
EWG
$1.68B
| $138K | ﹤0.01% |
+4,847
| New | +$134K |
|
2013
Agios Pharmaceuticals
AGIO
$2B
| $138K | ﹤0.01% |
6,004
+4,299
| +252% | +$114K |
|
|
WRK
2014
CALL
DELISTED
WestRock Company
WRK
| $137K | ﹤0.01% |
4,500
+3,100
| +221% | +$102K |
|
|
CTLT
2015
DELISTED
CATALENT, INC.
CTLT
| $137K | ﹤0.01% |
+2,078
| New | +$128K |
|
2016
CALL
CarGurus
CARG
$3.27B
| $136K | ﹤0.01% |
7,300
-8,900
| -55% | -$151K |
|
2017
PUT
Old Dominion Freight Line
ODFL
$43.4B
| $136K | ﹤0.01% |
800
-4,600
| -85% | -$770K |
|
|
CTO
2018
CTO Realty Growth
CTO
$810M
| $135K | ﹤0.01% |
+7,843
| New | +$142K |
|
2019
C3.ai
AI
$1.62B
| $135K | ﹤0.01% |
+4,025
| New | +$82.4K |
|
2020
PUT
Lattice Semiconductor
LSCC
$17.9B
| $134K | ﹤0.01% |
1,400
-18,800
| -93% | -$1.55M |
|
2021
Kornit Digital
KRNT
$793M
| $134K | ﹤0.01% |
6,899
-4,401
| -39% | -$99.3K |
|
2022
Rackspace Technology
RXT
$1.17B
| $133K | ﹤0.01% |
+70,981
| New | +$182K |
|
2023
Ginkgo Bioworks
DNA
$506M
| $133K | ﹤0.01% |
2,493
-231
| -8% | -$14.6K |
|
2024
UMB Financial
UMBF
$11.3B
| $132K | ﹤0.01% |
+2,288
| New | +$186K |
|
2025
Banco Santander
SAN
$210B
| $131K | ﹤0.01% |
35,434
+21,945
| +163% | +$78.1K |
|
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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.