We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.61%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.9B
AUM Growth
-$15.5B
Cap. Flow
-$1.66B
Cap. Flow %
-3.4%
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 Miscellaneous 97.09%
2 Technology 0.68%
3 Consumer Discretionary 0.52%
4 Financials 0.5%
5 Communication Services 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DOW icon
201
CALL
Dow Inc
DOW
$21.2B
$47.3M 0.1%
863,600
-9,100
-1% -$512K
TWLO icon
202
PUT
Twilio
TWLO
$34.9B
$46.8M 0.1%
701,700
-323,000
-32% -$19.9M
LLY icon
203
CALL
Eli Lilly
LLY
$1T
$46.6M 0.1%
135,800
-14,200
-9% -$4.79M
VZ icon
204
CALL
Verizon
VZ
$207B
$46.6M 0.1%
1,197,500
-177,000
-13% -$6.98M
PFE icon
205
PUT
Pfizer
PFE
$158B
$46.5M 0.1%
1,139,800
+589,700
+107% +$25.5M
DASH icon
206
PUT
DoorDash
DASH
$85.5B
$46.4M 0.09%
730,800
-463,000
-39% -$26.6M
OXY icon
207
PUT
Occidental Petroleum
OXY
$61.3B
$46.1M 0.09%
738,000
-1,976,400
-73% -$123M
NEE icon
208
CALL
NextEra Energy
NEE
$172B
$46M 0.09%
596,300
-327,700
-35% -$25.2M
GDX icon
209
CALL
VanEck Gold Miners ETF
GDX
$30.2B
$45.6M 0.09%
1,408,300
-653,800
-32% -$19.8M
IWO icon
210
PUT
iShares Russell 2000 Growth ETF
IWO
$14.4B
$45.4M 0.09%
200,000
-1,000
-0.5% -$229K
DOCU
211
PUT
DocuSign
DOCU
$12B
$45.3M 0.09%
777,200
-752,100
-49% -$44.9M
DAL icon
212
PUT
Delta Air Lines
DAL
$51.8B
$45M 0.09%
1,290,000
-1,000,700
-44% -$37.1M
AXP icon
213
CALL
American Express
AXP
$217B
$44.7M 0.09%
271,100
-52,900
-16% -$8.78M
XBI icon
214
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$44.2M 0.09%
579,400
-70,100
-11% -$5.82M
AMGN icon
215
CALL
Amgen
AMGN
$212B
$44M 0.09%
182,000
-59,700
-25% -$14.7M
TTD icon
216
PUT
Trade Desk
TTD
$6.52B
$43.6M 0.09%
716,200
-1,574,300
-69% -$83.8M
NET icon
217
CALL
Cloudflare
NET
$112B
$43.5M 0.09%
705,200
-3,046,800
-81% -$167M
INTU icon
218
CALL
Intuit
INTU
$85.9B
$43.4M 0.09%
97,300
+10,600
+12% +$4.35M
WPM icon
219
PUT
Wheaton Precious Metals
WPM
$71.2B
$43.1M 0.09%
894,400
+360,200
+67% +$15.7M
F icon
220
CALL
Ford
F
$53.6B
$43.1M 0.09%
3,417,000
-2,368,900
-41% -$29.7M
FCX icon
221
PUT
Freeport-McMoran
FCX
$109B
$43M 0.09%
1,051,700
-1,519,800
-59% -$63.2M
FSLR icon
222
CALL
First Solar
FSLR
$21.8B
$42.7M 0.09%
196,100
-340,200
-63% -$62.1M
IBM icon
223
PUT
IBM
IBM
$226B
$42.6M 0.09%
325,100
-153,200
-32% -$20.5M
BMY icon
224
PUT
Bristol-Myers Squibb
BMY
$132B
$42.6M 0.09%
614,000
+67,200
+12% +$4.74M
GE icon
225
CALL
GE Aerospace
GE
$338B
$42.5M 0.09%
557,334
-960,602
-63% -$64.3M
7 8
9
10 11

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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 $1.66B 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 Miscellaneous at 97% of assets, up from 97% a quarter earlier, followed by Technology and Consumer Discretionary.

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.