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 | |
|---|---|---|---|---|---|---|
1601
Royal Bank of Canada
RY
$293B
| $676K | ﹤0.01% |
7,068
-31,309
| -82% | -$3.1M |
|
|
DQ
1602
PUT
Daqo New Energy
DQ
$989M
| $674K | ﹤0.01% |
14,400
-62,200
| -81% | -$2.86M |
|
1603
CALL
Asana
ASAN
$2.13B
| $672K | ﹤0.01% |
31,800
-264,200
| -89% | -$4.38M |
|
1604
CALL
MSCI
MSCI
$40.9B
| $672K | ﹤0.01% |
1,200
+200
| +20% | +$106K |
|
1605
Chemours
CC
$2.2B
| $667K | ﹤0.01% |
+22,271
| New | +$734K |
|
1606
Ovintiv
OVV
$17.6B
| $656K | ﹤0.01% |
+18,189
| New | +$802K |
|
1607
GSK
GSK
$104B
| $656K | ﹤0.01% |
+18,433
| New | +$645K |
|
|
P
1608
Everpure Inc
P
$32.6B
| $654K | ﹤0.01% |
25,655
+20,247
| +374% | +$546K |
|
1609
Transocean
RIG
$6.33B
| $652K | ﹤0.01% |
102,530
+15,148
| +17% | +$97.3K |
|
1610
PUT
MBIA
MBI
$256M
| $648K | ﹤0.01% |
+70,000
| New | +$836K |
|
1611
CALL
Williams Companies
WMB
$87.9B
| $648K | ﹤0.01% |
21,700
-86,600
| -80% | -$2.68M |
|
1612
Southwest Airlines
LUV
$22B
| $648K | ﹤0.01% |
+19,905
| New | +$677K |
|
1613
PUT
Doximity
DOCS
$4.57B
| $648K | ﹤0.01% |
+20,000
| New | +$663K |
|
1614
PUT
Aldeyra Therapeutics
ALDX
$91.1M
| $647K | ﹤0.01% |
65,200
+54,500
| +509% | +$385K |
|
|
DADA
1615
PUT
DELISTED
Dada Nexus
DADA
| $646K | ﹤0.01% |
+76,300
| New | +$831K |
|
1616
PUT
Kimberly-Clark
KMB
$35.9B
| $644K | ﹤0.01% |
4,800
-5,000
| -51% | -$649K |
|
1617
Payoneer
PAYO
$2.4B
| $642K | ﹤0.01% |
102,180
+101,410
| +13,170% | +$603K |
|
1618
Toast
TOST
$20.6B
| $642K | ﹤0.01% |
36,144
-55,254
| -60% | -$1.09M |
|
1619
PUT
Universal Health Services
UHS
$10.5B
| $636K | ﹤0.01% |
+5,000
| New | +$690K |
|
|
PRVB
1620
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $631K | ﹤0.01% |
26,178
+6,528
| +33% | +$81.9K |
|
1621
GameStop
GME
$8.43B
| $630K | ﹤0.01% |
27,364
+27,176
| +14,455% | +$541K |
|
1622
Rapid7
RPD
$776M
| $630K | ﹤0.01% |
13,717
-3,092
| -18% | -$132K |
|
1623
CALL
TripAdvisor
TRIP
$1.26B
| $630K | ﹤0.01% |
31,700
-148,800
| -82% | -$3.18M |
|
1624
PUT
Bausch Health
BHC
$2.37B
| $629K | ﹤0.01% |
77,700
-882,200
| -92% | -$7.08M |
|
1625
Weibo
WB
$1.96B
| $629K | ﹤0.01% |
+31,368
| New | +$642K |
|
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.