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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 | |
|---|---|---|---|---|---|---|
301
CALL
Occidental Petroleum
OXY
$55.9B
| $28.3M | 0.06% |
454,100
-2,128,100
| -82% | -$132M |
|
|
302
CALL
United Airlines
UAL
$42.1B
| $28.2M | 0.06% |
637,900
-561,700
| -47% | -$26.9M |
|
303
CALL
Phillips 66
PSX
$81.4B
| $28.1M | 0.06% |
277,000
-92,500
| -25% | -$9.41M |
|
304
PUT
AutoZone
AZO
$51.1B
| $28M | 0.06% |
11,400
-16,300
| -59% | -$39.8M |
|
305
CALL
Illumina
ILMN
$28.4B
| $28M | 0.06% |
123,874
+3,290
| +3% | +$673K |
|
306
PUT
Royal Gold
RGLD
$19.5B
| $28M | 0.06% |
215,900
+153,000
| +243% | +$18.8M |
|
307
PUT
UnitedHealth
UNH
$370B
| $27M | 0.06% |
57,200
-77,400
| -58% | -$37.4M |
|
308
CALL
Cleveland-Cliffs
CLF
$6.99B
| $27M | 0.06% |
1,472,100
-173,900
| -11% | -$3.44M |
|
309
CALL
Zoetis
ZTS
$30B
| $26.8M | 0.05% |
160,900
+144,400
| +875% | +$23.7M |
|
310
PUT
GE Aerospace
GE
$384B
| $26.7M | 0.05% |
349,336
-535,391
| -61% | -$35.8M |
|
311
PUT
Dow Inc
DOW
$21.2B
| $26.5M | 0.05% |
482,700
-605,800
| -56% | -$34.1M |
|
312
PUT
Blackrock
BLK
$176B
| $26.4M | 0.05% |
39,500
-3,800
| -9% | -$2.68M |
|
313
PUT
American Tower
AMT
$80.4B
| $26.4M | 0.05% |
129,100
+99,300
| +333% | +$20.8M |
|
314
CALL
General Motors
GM
$76.8B
| $26.2M | 0.05% |
713,700
-2,317,300
| -76% | -$87.6M |
|
315
Comcast
CMCSA
$90B
| $26.1M | 0.05% |
687,736
-642,058
| -48% | -$24.3M |
|
316
CALL
ProShares Bitcoin Strategy ETF
BITO
$1.45B
| $26M | 0.05% |
1,486,000
+1,142,300
| +332% | +$16.4M |
|
317
CALL
Alcoa
AA
$13.2B
| $25.9M | 0.05% |
609,400
-878,600
| -59% | -$42.4M |
|
318
CALL
Accenture
ACN
$108B
| $25.8M | 0.05% |
90,300
+41,600
| +85% | +$11.3M |
|
319
PUT
Ford
F
$55.7B
| $25.6M | 0.05% |
2,032,800
-859,900
| -30% | -$10.8M |
|
320
PUT
Amgen
AMGN
$222B
| $25.5M | 0.05% |
105,300
-44,500
| -30% | -$10.9M |
|
321
PUT
Roku
ROKU
$22.7B
| $25.4M | 0.05% |
386,000
+2,800
| +0.7% | +$164K |
|
322
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $25.3M | 0.05% |
332,372
+332,369
| +11,078,967% | +$27.6M |
|
323
PUT
Costco
COST
$420B
| $25.2M | 0.05% |
50,800
-44,600
| -47% | -$21.9M |
|
324
PUT
US Global Jets ETF
JETS
$800M
| $25M | 0.05% |
1,343,100
-747,500
| -36% | -$14.4M |
|
325
PUT
Waste Management
WM
$91B
| $25M | 0.05% |
153,200
+147,500
| +2,588% | +$22.6M |
|
Similar funds
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.