We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
501
PUT
iShares Semiconductor ETF
SOXX
$48.7B
| $12.2M | 0.03% |
82,500
-47,100
| -36% | -$6.42M |
|
502
CALL
Kroger
KR
$34.8B
| $12.2M | 0.02% |
246,600
-70,000
| -22% | -$3.2M |
|
503
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $12.2M | 0.02% |
14,800
-7,300
| -33% | -$5.51M |
|
504
CALL
Novartis
NVS
$297B
| $12.2M | 0.02% |
132,100
+2,600
| +2% | +$227K |
|
505
PUT
Western Digital
WDC
$150B
| $12.1M | 0.02% |
426,006
+75,411
| +22% | +$2.21M |
|
506
PUT
Linde
LIN
$226B
| $12.1M | 0.02% |
34,100
-9,200
| -21% | -$3.08M |
|
507
CALL
Marathon Digital Holdings
MARA
$3.9B
| $12.1M | 0.02% |
1,385,000
+886,500
| +178% | +$6.19M |
|
508
PUT
Elevance Health
ELV
$85.5B
| $12M | 0.02% |
26,200
-43,000
| -62% | -$20.5M |
|
509
CALL
Albemarle
ALB
$15.5B
| $12M | 0.02% |
54,400
-76,200
| -58% | -$18.8M |
|
510
CALL
Mercado Libre
MELI
$92.3B
| $12M | 0.02% |
9,100
-43,400
| -83% | -$49.4M |
|
511
PUT
IQVIA
IQV
$39.3B
| $12M | 0.02% |
+60,200
| New | +$12.9M |
|
512
PUT
Hilton Worldwide
HLT
$71.5B
| $11.9M | 0.02% |
84,600
-71,100
| -46% | -$10M |
|
513
PUT
Zillow
Z
$7.56B
| $11.9M | 0.02% |
267,900
-433,200
| -62% | -$18.4M |
|
514
PUT
Affirm
AFRM
$25.2B
| $11.9M | 0.02% |
1,056,500
-335,500
| -24% | -$4.23M |
|
515
CALL
Old National Bancorp
ONB
$10.2B
| $11.9M | 0.02% |
825,200
+725,200
| +725% | +$12.3M |
|
516
CALL
ServiceNow
NOW
$129B
| $11.9M | 0.02% |
128,000
-373,500
| -74% | -$32.5M |
|
517
PUT
Eli Lilly
LLY
$1.06T
| $11.8M | 0.02% |
34,500
-13,100
| -28% | -$4.42M |
|
518
PUT
Macy's
M
$6.68B
| $11.8M | 0.02% |
673,300
-1,957,800
| -74% | -$41.4M |
|
519
PUT
Lennar Class A
LEN
$21.2B
| $11.7M | 0.02% |
115,386
-93,590
| -45% | -$9.04M |
|
520
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $11.7M | 0.02% |
156,800
-65,400
| -29% | -$4.78M |
|
521
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $11.6M | 0.02% |
1,313,800
-836,200
| -39% | -$8.27M |
|
522
CALL
Cencora
COR
$61.2B
| $11.6M | 0.02% |
72,500
+72,200
| +24,067% | +$11.5M |
|
523
CALL
Pan American Silver
PAAS
$21.6B
| $11.6M | 0.02% |
636,500
+564,000
| +778% | +$9.69M |
|
|
SGEN
524
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $11.6M | 0.02% |
57,200
+41,600
| +267% | +$6.67M |
|
525
PUT
Sempra
SRE
$54.8B
| $11.5M | 0.02% |
152,000
+149,400
| +5,746% | +$11.5M |
|
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.