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 | |
|---|---|---|---|---|---|---|
1376
Futu Holdings
FUTU
$15.2B
| $1.21M | ﹤0.01% |
23,242
-60,685
| -72% | -$2.95M |
|
1377
CALL
Paychex
PAYX
$42.9B
| $1.2M | ﹤0.01% |
10,500
-73,500
| -88% | -$8.36M |
|
1378
CALL
Rivian
RIVN
$23.3B
| $1.2M | ﹤0.01% |
77,600
-71,600
| -48% | -$1.21M |
|
1379
PUT
Equifax
EFX
$21.4B
| $1.2M | ﹤0.01% |
5,900
-5,100
| -46% | -$1.06M |
|
1380
PUT
Digital Turbine
APPS
$1.76B
| $1.2M | ﹤0.01% |
96,800
-118,600
| -55% | -$1.59M |
|
1381
CALL
Fair Isaac
FICO
$23.1B
| $1.19M | ﹤0.01% |
1,700
+400
| +31% | +$266K |
|
1382
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.6B
| $1.19M | ﹤0.01% |
11,800
-200,600
| -94% | -$20.2M |
|
1383
CALL
State Street SPDR S&P Retail ETF
XRT
$654M
| $1.19M | ﹤0.01% |
18,800
+9,700
| +107% | +$638K |
|
1384
PUT
Chefs' Warehouse
CHEF
$4.47B
| $1.19M | ﹤0.01% |
+35,000
| New | +$1.23M |
|
1385
Harley-Davidson
HOG
$2.69B
| $1.19M | ﹤0.01% |
31,287
-5,994
| -16% | -$263K |
|
1386
CALL
XP
XP
$8.36B
| $1.19M | ﹤0.01% |
+100,000
| New | +$1.42M |
|
1387
PUT
GE HealthCare
GEHC
$33B
| $1.18M | ﹤0.01% |
+14,400
| New | +$1.03M |
|
1388
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $1.18M | ﹤0.01% |
92,700
-67,400
| -42% | -$868K |
|
1389
PUT
Novartis
NVS
$297B
| $1.18M | ﹤0.01% |
12,800
-7,700
| -38% | -$672K |
|
1390
PUT
Applovin
APP
$115B
| $1.17M | ﹤0.01% |
74,100
+65,400
| +752% | +$857K |
|
1391
Zions Bancorporation
ZION
$10.2B
| $1.16M | ﹤0.01% |
38,728
+22,338
| +136% | +$1.02M |
|
1392
CALL
Ovintiv
OVV
$17.5B
| $1.16M | ﹤0.01% |
32,100
-14,200
| -31% | -$626K |
|
1393
Under Armour
UAA
$2.4B
| $1.16M | ﹤0.01% |
+121,776
| New | +$1.27M |
|
|
CBL
1394
CALL
CBL Properties
CBL
$1.71B
| $1.15M | ﹤0.01% |
+45,000
| New | +$1.15M |
|
|
CBL
1395
PUT
CBL Properties
CBL
$1.71B
| $1.15M | ﹤0.01% |
+45,000
| New | +$1.15M |
|
1396
PUT
Amplify Blockchain Technology ETF
BLOK
$1.05B
| $1.15M | ﹤0.01% |
59,500
-176,900
| -75% | -$3.21M |
|
|
HZNP
1397
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $1.15M | ﹤0.01% |
+10,511
| New | +$1.16M |
|
1398
CALL
STMicroelectronics
STM
$49B
| $1.14M | ﹤0.01% |
21,400
-1,700
| -7% | -$79.3K |
|
1399
PUT
Suncor Energy
SU
$73.4B
| $1.14M | ﹤0.01% |
36,800
-424,400
| -92% | -$13.8M |
|
1400
CALL
Global E Online
GLBE
$6.98B
| $1.14M | ﹤0.01% |
35,300
-17,000
| -33% | -$466K |
|
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.