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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
(-24%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.4%
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 | 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 | |
|---|---|---|---|---|---|---|
1501
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.17B
| $886K | ﹤0.01% |
27,500
-12,100
| -31% | -$442K |
|
1502
PUT
Annaly Capital Management
NLY
$16.6B
| $883K | ﹤0.01% |
46,200
-210,600
| -82% | -$4.44M |
|
1503
PUT
Vertex Pharmaceuticals
VRTX
$130B
| $882K | ﹤0.01% |
2,800
-5,800
| -67% | -$1.74M |
|
1504
PUT
J.M. Smucker
SJM
$12.9B
| $881K | ﹤0.01% |
5,600
-1,900
| -25% | -$289K |
|
1505
StoneCo
STNE
$2.38B
| $880K | ﹤0.01% |
+92,267
| New | +$883K |
|
1506
CALL
ReNew
RNW
$2.5B
| $880K | ﹤0.01% |
+156,500
| New | +$836K |
|
1507
CALL
Trinity Industries
TRN
$2.26B
| $877K | ﹤0.01% |
36,000
+14,900
| +71% | +$396K |
|
1508
PUT
American Electric Power
AEP
$67.2B
| $874K | ﹤0.01% |
9,600
+4,700
| +96% | +$430K |
|
1509
Asana
ASAN
$1.96B
| $873K | ﹤0.01% |
41,317
-151,162
| -79% | -$2.5M |
|
1510
PUT
HCA Healthcare
HCA
$91.2B
| $870K | ﹤0.01% |
3,300
-27,500
| -89% | -$6.99M |
|
|
ARI
1511
Apollo Commercial Real Estate
ARI
$859M
| $867K | ﹤0.01% |
93,117
+8,365
| +10% | +$92.6K |
|
|
FTCH
1512
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $866K | ﹤0.01% |
176,360
-93,803
| -35% | -$509K |
|
1513
PUT
Zoetis
ZTS
$30.1B
| $865K | ﹤0.01% |
5,200
+5,100
| +5,100% | +$836K |
|
1514
PUT
Equinix
EQIX
$101B
| $865K | ﹤0.01% |
+1,200
| New | +$845K |
|
1515
CALL
News Corp Class A
NWSA
$15.8B
| $864K | ﹤0.01% |
+50,000
| New | +$914K |
|
1516
PUT
Gen Digital
GEN
$17.9B
| $863K | ﹤0.01% |
50,300
-725,900
| -94% | -$14.6M |
|
1517
CALL
Super Micro Computer
SMCI
$24.6B
| $863K | ﹤0.01% |
+81,000
| New | +$731K |
|
1518
AGNC Investment
AGNC
$12.1B
| $861K | ﹤0.01% |
+85,427
| New | +$929K |
|
1519
VF Corp
VFC
$4.96B
| $849K | ﹤0.01% |
37,074
-34,925
| -49% | -$918K |
|
1520
CALL
ARKO Corp
ARKO
$501M
| $849K | ﹤0.01% |
+100,000
| New | +$833K |
|
1521
VanEck Oil Services ETF
OIH
$2.06B
| $844K | ﹤0.01% |
+3,047
| New | +$932K |
|
|
LTHM
1522
DELISTED
Livent Corporation
LTHM
| $843K | ﹤0.01% |
38,813
-44,505
| -53% | -$1.03M |
|
1523
Citizens Financial Group
CFG
$29.3B
| $840K | ﹤0.01% |
+27,659
| New | +$1.08M |
|
|
DAO
1524
Youdao
DAO
$1.79B
| $838K | ﹤0.01% |
+98,546
| New | +$781K |
|
1525
PUT
State Street SPDR S&P Retail ETF
XRT
$272M
| $831K | ﹤0.01% |
13,100
-392,600
| -97% | -$25.8M |
|
Similar funds
TI
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.