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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 | |
|---|---|---|---|---|---|---|
1801
PUT
VICI Properties
VICI
$27.2B
| $326K | ﹤0.01% |
10,000
-203,700
| -95% | -$6.74M |
|
1802
Lazard
LAZ
$4.08B
| $326K | ﹤0.01% |
+9,850
| New | +$363K |
|
1803
CALL
Aclaris Therapeutics
ACRS
$810M
| $325K | ﹤0.01% |
+40,200
| New | +$510K |
|
1804
Beyond Meat
BYND
$180M
| $325K | ﹤0.01% |
667
| – | – |
|
1805
PUT
Xylem
XYL
$24.9B
| $325K | ﹤0.01% |
+3,100
| New | +$324K |
|
|
DADA
1806
DELISTED
Dada Nexus
DADA
| $323K | ﹤0.01% |
+38,108
| New | +$415K |
|
1807
CALL
LSB Industries
LXU
$837M
| $322K | ﹤0.01% |
+31,200
| New | +$380K |
|
1808
Keysight
KEYS
$55.4B
| $321K | ﹤0.01% |
+1,986
| New | +$337K |
|
1809
Lincoln National
LNC
$8.34B
| $320K | ﹤0.01% |
14,261
-37,476
| -72% | -$1.11M |
|
1810
CALL
GXO Logistics
GXO
$5.21B
| $318K | ﹤0.01% |
6,300
-8,800
| -58% | -$438K |
|
1811
Digital Turbine
APPS
$1.43B
| $317K | ﹤0.01% |
25,608
+7
| +0% | +$94 |
|
1812
PUT
Usana Health Sciences
USNA
$274M
| $315K | ﹤0.01% |
+5,000
| New | +$298K |
|
|
VSXY
1813
CALL
Victoria's Secret
VSXY
$5.85B
| $314K | ﹤0.01% |
9,200
-69,000
| -88% | -$2.56M |
|
1814
Cenovus Energy
CVE
$61.5B
| $313K | ﹤0.01% |
17,951
-72,525
| -80% | -$1.33M |
|
1815
PUT
Aehr Test Systems
AEHR
$3.06B
| $313K | ﹤0.01% |
10,100
-86,800
| -90% | -$2.8M |
|
1816
8x8 Inc
EGHT
$263M
| $313K | ﹤0.01% |
75,099
-275,110
| -79% | -$1.38M |
|
1817
CALL
Alpha Metallurgical Resources
AMR
$2.76B
| $312K | ﹤0.01% |
2,000
-4,100
| -67% | -$656K |
|
1818
PUT
Viking Therapeutics
VKTX
$3.75B
| $311K | ﹤0.01% |
+18,700
| New | +$193K |
|
|
CIR
1819
CALL
DELISTED
CIRCOR International, Inc
CIR
| $311K | ﹤0.01% |
+10,000
| New | +$273K |
|
|
SUMO
1820
PUT
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
| $310K | ﹤0.01% |
+25,900
| New | +$284K |
|
1821
Federal Realty Investment Trust
FRT
$9.98B
| $309K | ﹤0.01% |
+3,125
| New | +$327K |
|
1822
PUT
Ventas
VTR
$46.4B
| $308K | ﹤0.01% |
7,100
+2,900
| +69% | +$140K |
|
1823
CALL
Babcock & Wilcox
BW
$1.07B
| $303K | ﹤0.01% |
+50,000
| New | +$308K |
|
|
K
1824
PUT
DELISTED
Kellanova
K
| $301K | ﹤0.01% |
4,793
-22,471
| -82% | -$1.42M |
|
1825
CALL
Progressive
PGR
$126B
| $300K | ﹤0.01% |
2,100
+1,900
| +950% | +$262K |
|
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.