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
AU icon
326
PUT
AngloGold Ashanti
AU
$52.4B
$24.9M 0.05%
1,031,400
+281,200
+37% +$5.69M
BIDU icon
327
CALL
Baidu
BIDU
$31B
$24.9M 0.05%
165,100
-154,600
-48% -$21.9M
DPZ icon
328
CALL
Domino's
DPZ
$10.5B
$24.8M 0.05%
75,200
-35,100
-32% -$11.7M
SBUX icon
329
PUT
Starbucks
SBUX
$113B
$24.7M 0.05%
237,400
-202,400
-46% -$21.1M
EXPE icon
330
PUT
Expedia Group
EXPE
$33.3B
$24.7M 0.05%
254,600
-180,900
-42% -$19M
DE icon
331
CALL
Deere & Co
DE
$183B
$24.6M 0.05%
59,500
-98,100
-62% -$40.6M
EA
332
PUT
DELISTED
Electronic Arts
EA
$24.5M 0.05%
203,400
+19,600
+11% +$2.3M
UPS icon
333
CALL
United Parcel Service
UPS
$85B
$24.3M 0.05%
125,500
-120,700
-49% -$22.1M
SPG icon
334
CALL
Simon Property Group
SPG
$66.4B
$24.3M 0.05%
217,300
-257,600
-54% -$30.8M
CVS icon
335
PUT
CVS Health
CVS
$122B
$24.2M 0.05%
325,600
+5,600
+2% +$470K
TMO icon
336
PUT
Thermo Fisher Scientific
TMO
$223B
$24.1M 0.05%
41,900
-1,100
-3% -$620K
KBE icon
337
PUT
State Street SPDR S&P Bank ETF
KBE
$1.58B
$24.1M 0.05%
651,200
+281,100
+76% +$12.6M
HUM icon
338
PUT
Humana
HUM
$48.3B
$23.6M 0.05%
48,700
-109,000
-69% -$53.9M
DVN icon
339
CALL
Devon Energy
DVN
$54.9B
$23.5M 0.05%
463,800
-284,300
-38% -$16.2M
LYV icon
340
PUT
Live Nation Entertainment
LYV
$39.4B
$23.2M 0.05%
331,600
-61,400
-16% -$4.5M
LMT icon
341
PUT
Lockheed Martin
LMT
$122B
$23.1M 0.05%
48,800
-101,900
-68% -$47.8M
DDOG icon
342
CALL
Datadog
DDOG
$80.3B
$23M 0.05%
317,100
+79,900
+34% +$5.87M
SHOP icon
343
CALL
Shopify
SHOP
$162B
$22.9M 0.05%
476,900
-1,162,400
-71% -$51.1M
HLT icon
344
CALL
Hilton Worldwide
HLT
$68.9B
$22.5M 0.05%
159,600
-112,300
-41% -$15.8M
INTU icon
345
Intuit
INTU
$85.5B
$22.5M 0.05%
50,359
+15,035
+43% +$6.17M
LI icon
346
CALL
Li Auto
LI
$11.4B
$22.4M 0.05%
895,800
+272,700
+44% +$6.44M
ROKU icon
347
CALL
Roku
ROKU
$22.9B
$22.3M 0.05%
338,700
-8,500
-2% -$498K
IYR icon
348
iShares US Real Estate ETF
IYR
$4.24B
$22.1M 0.05%
260,520
+71,173
+38% +$6.23M
SNAP icon
349
PUT
Snap
SNAP
$9.3B
$22.1M 0.05%
1,971,200
-4,885,600
-71% -$51.3M
ULTA icon
350
PUT
Ulta Beauty
ULTA
$23B
$22M 0.05%
40,400
-163,500
-80% -$83.9M
12 13
14
15 16

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.