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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 | |
|---|---|---|---|---|---|---|
1826
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
| $300K | ﹤0.01% |
10,186
+2,317
| +29% | +$69.4K |
|
1827
CALL
DaVita
DVA
$11.6B
| $300K | ﹤0.01% |
3,700
-1,600
| -30% | -$128K |
|
1828
Generac Holdings
GNRC
$10.7B
| $300K | ﹤0.01% |
2,776
-31,132
| -92% | -$3.6M |
|
1829
PUT
Global E Online
GLBE
$6.13B
| $300K | ﹤0.01% |
9,300
-35,800
| -79% | -$981K |
|
1830
CALL
Liberty Latin America Class C
LILAK
$1.7B
| $299K | ﹤0.01% |
+39,820
| New | +$317K |
|
1831
Yum! Brands
YUM
$39.3B
| $298K | ﹤0.01% |
+2,259
| New | +$291K |
|
|
NXH
1832
CALL
Neighborhood Intelligence Inc
NXH
$344M
| $298K | ﹤0.01% |
16,170
-49,940
| -76% | -$931K |
|
1833
Celldex Therapeutics
CLDX
$2.99B
| $297K | ﹤0.01% |
+8,265
| New | +$357K |
|
1834
PUT
Edison International
EIX
$21.8B
| $296K | ﹤0.01% |
4,200
-1,900
| -31% | -$128K |
|
|
CYBR
1835
CALL
DELISTED
CyberArk
CYBR
| $296K | ﹤0.01% |
2,000
+1,700
| +567% | +$238K |
|
|
NXH
1836
PUT
Neighborhood Intelligence Inc
NXH
$344M
| $294K | ﹤0.01% |
15,950
-25,850
| -62% | -$482K |
|
|
GES
1837
DELISTED
Guess Inc
GES
| $293K | ﹤0.01% |
+15,043
| New | +$323K |
|
1838
ChargePoint
CHPT
$240M
| $293K | ﹤0.01% |
1,397
-2,168
| -61% | -$472K |
|
1839
CALL
FirstEnergy
FE
$26.8B
| $292K | ﹤0.01% |
7,300
-4,700
| -39% | -$190K |
|
1840
Autodesk
ADSK
$44.2B
| $290K | ﹤0.01% |
1,394
-27,877
| -95% | -$5.74M |
|
1841
CALL
Design Therapeutics
DSGN
$926M
| $289K | ﹤0.01% |
50,000
| – | – |
|
1842
PUT
Carrier Global
CARR
$46.7B
| $288K | ﹤0.01% |
+6,300
| New | +$282K |
|
1843
CALL
SIGA Technologies
SIGA
$217M
| $288K | ﹤0.01% |
50,000
| – | – |
|
1844
CALL
United Natural Foods
UNFI
$2.66B
| $287K | ﹤0.01% |
10,900
-29,100
| -73% | -$1.06M |
|
1845
PUT
Popular Inc
BPOP
$10.5B
| $287K | ﹤0.01% |
+5,000
| New | +$326K |
|
1846
Amphenol
APH
$198B
| $283K | ﹤0.01% |
+13,840
| New | +$273K |
|
1847
Doximity
DOCS
$4.4B
| $282K | ﹤0.01% |
+8,712
| New | +$289K |
|
1848
CRA International
CRAI
$1.03B
| $282K | ﹤0.01% |
+2,616
| New | +$308K |
|
1849
CALL
Hertz
HTZ
$731M
| $282K | ﹤0.01% |
17,300
-214,700
| -93% | -$3.74M |
|
|
KZR
1850
CALL
DELISTED
Kezar Life Sciences
KZR
| $282K | ﹤0.01% |
+9,000
| New | +$521K |
|
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.