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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 | |
|---|---|---|---|---|---|---|
876
PUT
Altria Group
MO
$114B
| $4.5M | 0.01% |
100,900
-353,400
| -78% | -$16.2M |
|
877
BP
BP
$107B
| $4.5M | 0.01% |
+118,498
| New | +$4.43M |
|
878
PUT
Agilon Health
AGL
$1.6B
| $4.49M | 0.01% |
7,556
+5,452
| +259% | +$3.05M |
|
879
Celsius Holdings
CELH
$7.03B
| $4.48M | 0.01% |
144,561
+42,060
| +41% | +$1.33M |
|
880
PUT
Johnson Controls International
JCI
$92.2B
| $4.46M | 0.01% |
74,100
+71,700
| +2,988% | +$4.59M |
|
881
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $4.46M | 0.01% |
159,494
-316,300
| -66% | -$9.27M |
|
882
CALL
Canadian Natural Resources
CNQ
$93.8B
| $4.43M | 0.01% |
160,200
-8,000
| -5% | -$227K |
|
883
PUT
Hertz
HTZ
$809M
| $4.43M | 0.01% |
+272,000
| New | +$4.74M |
|
884
CALL
S&P Global
SPGI
$120B
| $4.41M | 0.01% |
12,800
-53,400
| -81% | -$18.8M |
|
885
CALL
eBay
EBAY
$49.8B
| $4.4M | 0.01% |
99,100
+2,900
| +3% | +$133K |
|
886
PUT
TJX Companies
TJX
$178B
| $4.4M | 0.01% |
56,100
-325,600
| -85% | -$25.6M |
|
887
CALL
Quanta Services
PWR
$101B
| $4.38M | 0.01% |
26,300
-28,300
| -52% | -$4.35M |
|
888
CALL
Grab
GRAB
$14.9B
| $4.36M | 0.01% |
1,449,500
-52,800
| -4% | -$175K |
|
889
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $4.33M | 0.01% |
57,894
+57,892
| +2,894,600% | +$4.15M |
|
890
PUT
NIO
NIO
$11.9B
| $4.3M | 0.01% |
409,300
-173,500
| -30% | -$1.77M |
|
891
PUT
On Holding
ONON
$12.5B
| $4.29M | 0.01% |
138,300
+136,000
| +5,913% | +$3.08M |
|
892
CALL
e.l.f. Beauty
ELF
$5.81B
| $4.29M | 0.01% |
52,100
+2,100
| +4% | +$142K |
|
893
Coupang
CPNG
$29.2B
| $4.28M | 0.01% |
267,507
+14,864
| +6% | +$230K |
|
894
CALL
Universal Health Services
UHS
$10.5B
| $4.25M | 0.01% |
+33,400
| New | +$4.61M |
|
|
DADA
895
CALL
DELISTED
Dada Nexus
DADA
| $4.22M | 0.01% |
+498,200
| New | +$5.43M |
|
|
896
TJX Companies
TJX
$178B
| $4.21M | 0.01% |
53,785
+4,237
| +9% | +$333K |
|
897
CALL
Tencent Music
TME
$15.6B
| $4.18M | 0.01% |
504,800
-239,000
| -32% | -$1.96M |
|
898
PUT
Li Auto
LI
$12.7B
| $4.17M | 0.01% |
167,300
-312,800
| -65% | -$7.39M |
|
899
PUT
Ares Management
ARES
$30.9B
| $4.17M | 0.01% |
+50,000
| New | +$3.98M |
|
900
PUT
The Mosaic Company
MOS
$7.33B
| $4.17M | 0.01% |
90,900
-401,500
| -82% | -$19.4M |
|
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.