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 | |
|---|---|---|---|---|---|---|
176
CALL
Trade Desk
TTD
$8.31B
| $54.4M | 0.11% |
892,800
-1,263,900
| -59% | -$67.3M |
|
177
CALL
Lockheed Martin
LMT
$135B
| $54.1M | 0.11% |
114,400
-38,100
| -25% | -$17.9M |
|
178
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $53.5M | 0.11% |
419,400
+44,700
| +12% | +$5.93M |
|
179
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $53.4M | 0.11% |
487,600
-313,300
| -39% | -$33.9M |
|
180
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $52.9M | 0.11% |
408,300
-841,400
| -67% | -$110M |
|
181
CALL
Bilibili
BILI
$7.81B
| $52.7M | 0.11% |
2,240,700
+520,400
| +30% | +$12.4M |
|
182
PUT
Mastercard
MA
$505B
| $52.6M | 0.11% |
144,800
-116,600
| -45% | -$42.4M |
|
183
CALL
Wells Fargo
WFC
$265B
| $52.5M | 0.11% |
1,403,400
-480,200
| -25% | -$20.9M |
|
184
CALL
DexCom
DXCM
$31.3B
| $51.7M | 0.11% |
445,300
+320,800
| +258% | +$35.9M |
|
185
CALL
MetLife
MET
$63.7B
| $51.4M | 0.11% |
887,200
+97,000
| +12% | +$6.55M |
|
186
PUT
Home Depot
HD
$349B
| $51.4M | 0.11% |
174,100
-241,400
| -58% | -$74M |
|
|
187
PUT
MetLife
MET
$63.7B
| $50.2M | 0.1% |
866,600
-405,800
| -32% | -$27.4M |
|
188
PUT
Cloudflare
NET
$101B
| $50.2M | 0.1% |
814,200
-2,958,400
| -78% | -$162M |
|
189
PUT
T-Mobile US
TMUS
$193B
| $50.2M | 0.1% |
346,500
+41,900
| +14% | +$6.07M |
|
|
SCHW
190
CALL
Charles Schwab
SCHW
$187B
| $50.1M | 0.1% |
957,200
+213,500
| +29% | +$15.6M |
|
191
PUT
ExxonMobil
XOM
$642B
| $49.3M | 0.1% |
449,700
-882,300
| -66% | -$97.6M |
|
192
PUT
PepsiCo
PEP
$189B
| $49.3M | 0.1% |
270,300
-252,200
| -48% | -$44.1M |
|
193
PUT
Walmart Inc
WMT
$892B
| $48.8M | 0.1% |
993,300
-1,563,300
| -61% | -$74.2M |
|
194
PUT
Johnson & Johnson
JNJ
$619B
| $48.7M | 0.1% |
314,400
-588,600
| -65% | -$95M |
|
195
CALL
Morgan Stanley
MS
$336B
| $48.3M | 0.1% |
550,400
-424,400
| -44% | -$39.6M |
|
196
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $48.3M | 0.1% |
145,100
-79,900
| -36% | -$26.5M |
|
197
CALL
Marriott International
MAR
$93.8B
| $48M | 0.1% |
289,200
-190,400
| -40% | -$31.7M |
|
198
PUT
Moderna
MRNA
$21.5B
| $48M | 0.1% |
312,400
-577,600
| -65% | -$95.3M |
|
199
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $47.5M | 0.1% |
153,900
-138,200
| -47% | -$42.6M |
|
200
PUT
Coca-Cola
KO
$374B
| $47.4M | 0.1% |
763,700
-1,042,700
| -58% | -$63.1M |
|
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.