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
OTIS icon
1026
PUT
Otis Worldwide
OTIS
$25.8B
$3.04M 0.01%
36,000
+34,900
+3,173% +$2.89M
DPZ icon
1027
PUT
Domino's
DPZ
$10.5B
$3.03M 0.01%
9,200
-13,800
-60% -$4.59M
PLTR icon
1028
Palantir
PLTR
$399B
$3.02M 0.01%
357,294
+190,030
+114% +$1.49M
TD icon
1029
PUT
Toronto Dominion Bank
TD
$197B
$3M 0.01%
50,000
-75,000
-60% -$4.85M
APA icon
1030
APA Corp
APA
$15.6B
$2.99M 0.01%
82,979
+42,382
+104% +$1.7M
ARRY icon
1031
CALL
Array Technologies
ARRY
$701M
$2.99M 0.01%
+136,500
New +$2.79M
PLD icon
1032
Prologis
PLD
$128B
$2.98M 0.01%
23,902
+22,712
+1,909% +$2.79M
DDOG icon
1033
PUT
Datadog
DDOG
$79.6B
$2.98M 0.01%
41,000
-6,000
-13% -$441K
CF icon
1034
PUT
CF Industries
CF
$20.4B
$2.97M 0.01%
41,000
-147,400
-78% -$12M
THC icon
1035
PUT
Tenet Healthcare
THC
$21.2B
$2.97M 0.01%
50,000
-32,400
-39% -$1.8M
ROST icon
1036
CALL
Ross Stores
ROST
$72B
$2.96M 0.01%
27,900
-119,100
-81% -$13.4M
AYX
1037
CALL
DELISTED
Alteryx Inc
AYX
$2.96M 0.01%
50,300
-1,100
-2% -$64.1K
CLX icon
1038
CALL
Clorox
CLX
$10.7B
$2.96M 0.01%
18,700
-108,100
-85% -$16.2M
FTV icon
1039
CALL
Fortive
FTV
$16.5B
$2.95M 0.01%
+57,459
New +$2.89M
FL
1040
PUT
DELISTED
Foot Locker
FL
$2.94M 0.01%
74,100
-274,000
-79% -$11.5M
ENV
1041
PUT
DELISTED
ENVESTNET, INC.
ENV
$2.93M 0.01%
+50,000
New +$3.1M
LYV icon
1042
Live Nation Entertainment
LYV
$39.6B
$2.93M 0.01%
41,822
-12,167
-23% -$892K
PM icon
1043
PUT
Philip Morris
PM
$296B
$2.92M 0.01%
30,000
+17,000
+131% +$1.69M
FNB icon
1044
CALL
FNB Corp
FNB
$6.5B
$2.9M 0.01%
250,000
– –
HPQ icon
1045
CALL
HP
HPQ
$29.5B
$2.9M 0.01%
98,700
+70,300
+248% +$2.02M
AG icon
1046
PUT
First Majestic Silver
AG
$9.93B
$2.89M 0.01%
401,100
+114,700
+40% +$845K
XME icon
1047
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.71B
$2.89M 0.01%
54,300
-26,100
-32% -$1.42M
ORLY icon
1048
PUT
O'Reilly Automotive
ORLY
$69.2B
$2.89M 0.01%
51,000
+4,500
+10% +$247K
LTHM
1049
CALL
DELISTED
Livent Corporation
LTHM
$2.88M 0.01%
132,600
-170,400
-56% -$3.94M
SPGI icon
1050
S&P Global
SPGI
$121B
$2.87M 0.01%
8,318
-21,093
-72% -$7.42M
40 41
42
43 44

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.