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 | |
|---|---|---|---|---|---|---|
151
CALL
Walt Disney
DIS
$181B
| $63M | 0.13% |
628,700
-309,100
| -33% | -$31.2M |
|
152
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $62.4M | 0.13% |
569,400
-763,300
| -57% | -$82.7M |
|
153
PUT
Nike
NKE
$62.3B
| $61.2M | 0.13% |
498,800
-36,300
| -7% | -$4.46M |
|
154
CALL
Moderna
MRNA
$21.5B
| $61.2M | 0.13% |
398,300
-1,261,700
| -76% | -$208M |
|
|
155
CALL
VanEck Semiconductor ETF
SMH
$71.8B
| $60.4M | 0.12% |
459,000
-446,000
| -49% | -$53.5M |
|
156
PUT
Applied Materials
AMAT
$419B
| $59.9M | 0.12% |
487,900
-330,800
| -40% | -$38M |
|
157
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $59.9M | 0.12% |
462,600
-560,400
| -55% | -$73.2M |
|
158
PUT
Chevron
CVX
$371B
| $59.8M | 0.12% |
366,300
+20,800
| +6% | +$3.49M |
|
159
PUT
BP
BP
$109B
| $59.5M | 0.12% |
1,569,100
-659,800
| -30% | -$24.6M |
|
160
CALL
Unity
U
$18B
| $59.2M | 0.12% |
1,824,400
+1,348,300
| +283% | +$43.4M |
|
161
CALL
Wheaton Precious Metals
WPM
$56.9B
| $59.1M | 0.12% |
1,227,800
+552,600
| +82% | +$24.2M |
|
162
PUT
Marriott International
MAR
$93.8B
| $59.1M | 0.12% |
356,100
+63,000
| +21% | +$10.5M |
|
163
CALL
Analog Devices
ADI
$184B
| $59M | 0.12% |
299,000
-86,000
| -22% | -$15.4M |
|
|
164
CALL
Nike
NKE
$62.3B
| $58.9M | 0.12% |
480,000
-323,000
| -40% | -$39.7M |
|
165
PUT
McDonald's
MCD
$196B
| $58.8M | 0.12% |
210,300
-83,400
| -28% | -$22.3M |
|
166
PUT
Intuit
INTU
$88.1B
| $58.3M | 0.12% |
130,700
-13,900
| -10% | -$5.71M |
|
167
PUT
iShares Silver Trust
SLV
$29.8B
| $58.2M | 0.12% |
2,631,500
+1,113,200
| +73% | +$23.1M |
|
168
CALL
RTX Corp
RTX
$301B
| $57.8M | 0.12% |
589,900
-286,800
| -33% | -$28.3M |
|
169
CALL
American Airlines Group
AAL
$10.6B
| $57.8M | 0.12% |
3,915,900
+1,631,100
| +71% | +$25.4M |
|
170
CALL
AbbVie
ABBV
$431B
| $57.1M | 0.12% |
358,200
-6,800
| -2% | -$1.04M |
|
171
PUT
Wells Fargo
WFC
$265B
| $57M | 0.12% |
1,526,100
-1,432,500
| -48% | -$62.4M |
|
172
CALL
TSMC
TSM
$2.17T
| $56.4M | 0.12% |
606,000
-40,900
| -6% | -$3.67M |
|
173
CALL
Target
TGT
$66.8B
| $55.4M | 0.11% |
334,700
-577,700
| -63% | -$95M |
|
174
CALL
Freeport-McMoran
FCX
$95.5B
| $55M | 0.11% |
1,345,300
-1,604,600
| -54% | -$66.7M |
|
175
PUT
Lam Research
LRCX
$383B
| $54.5M | 0.11% |
1,029,000
-2,618,000
| -72% | -$128M |
|
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.