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 | |
|---|---|---|---|---|---|---|
1201
Bristol-Myers Squibb
BMY
$132B
| $1.97M | ﹤0.01% |
+28,386
| New | +$2M |
|
|
FYBR
1202
PUT
DELISTED
Frontier Communications
FYBR
| $1.95M | ﹤0.01% |
+85,600
| New | +$2.3M |
|
1203
PUT
Centene
CNC
$32.5B
| $1.95M | ﹤0.01% |
30,800
-130,300
| -81% | -$9.25M |
|
1204
CALL
EPAM Systems
EPAM
$5.03B
| $1.94M | ﹤0.01% |
6,500
-5,300
| -45% | -$1.71M |
|
1205
CALL
Herbalife
HLF
$1.29B
| $1.94M | ﹤0.01% |
120,200
+105,200
| +701% | +$1.86M |
|
1206
CALL
StoneCo
STNE
$2.58B
| $1.91M | ﹤0.01% |
+200,000
| New | +$1.91M |
|
|
CMA
1207
DELISTED
Comerica
CMA
| $1.9M | ﹤0.01% |
43,737
+41,519
| +1,872% | +$2.66M |
|
1208
CALL
uniQure
QURE
$3.22B
| $1.9M | ﹤0.01% |
94,200
+13,900
| +17% | +$292K |
|
1209
PUT
PACCAR
PCAR
$70.1B
| $1.89M | ﹤0.01% |
25,800
-10,650
| -29% | -$762K |
|
1210
CALL
The GEO Group
GEO
$4.04B
| $1.86M | ﹤0.01% |
236,300
-170,300
| -42% | -$1.67M |
|
1211
CALL
Valvoline
VVV
$4.51B
| $1.86M | ﹤0.01% |
53,200
+100
| +0.2% | +$3.48K |
|
1212
Penske Automotive Group
PAG
$14.2B
| $1.84M | ﹤0.01% |
12,960
+6,974
| +117% | +$928K |
|
1213
PUT
International Paper
IP
$22B
| $1.83M | ﹤0.01% |
50,700
+37,700
| +290% | +$1.4M |
|
1214
VanEck Agribusiness ETF
MOO
$973M
| $1.83M | ﹤0.01% |
+21,026
| New | +$1.86M |
|
1215
KeyCorp
KEY
$24.4B
| $1.83M | ﹤0.01% |
+145,828
| New | +$2.46M |
|
|
SPR
1216
CALL
DELISTED
Spirit AeroSystems
SPR
| $1.82M | ﹤0.01% |
52,700
-17,500
| -25% | -$587K |
|
1217
CALL
HCA Healthcare
HCA
$89.5B
| $1.82M | ﹤0.01% |
6,900
-39,100
| -85% | -$9.93M |
|
1218
PUT
Plug Power
PLUG
$3.04B
| $1.81M | ﹤0.01% |
154,300
-188,400
| -55% | -$2.69M |
|
1219
CALL
Bath & Body Works
BBWI
$4.1B
| $1.8M | ﹤0.01% |
49,300
-325,300
| -87% | -$13.6M |
|
1220
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $1.8M | ﹤0.01% |
141,100
-231,300
| -62% | -$2.98M |
|
1221
CALL
Perrigo
PRGO
$1.78B
| $1.79M | ﹤0.01% |
+50,000
| New | +$1.81M |
|
1222
PUT
Madrigal Pharmaceuticals
MDGL
$11.8B
| $1.79M | ﹤0.01% |
7,400
-15,600
| -68% | -$4.25M |
|
1223
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $1.78M | ﹤0.01% |
14,999
| – | – |
|
1224
CALL
Gaotu Techedu
GOTU
$436M
| $1.78M | ﹤0.01% |
421,900
+283,400
| +205% | +$1.1M |
|
1225
PUT
Chewy
CHWY
$9.63B
| $1.78M | ﹤0.01% |
47,500
-399,100
| -89% | -$16.5M |
|
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.