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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 | |
|---|---|---|---|---|---|---|
|
CFLT
976
PUT
DELISTED
Confluent
CFLT
| $3.42M | 0.01% |
142,100
-76,000
| -35% | -$1.76M |
|
977
AutoZone
AZO
$51.1B
| $3.41M | 0.01% |
1,389
+418
| +43% | +$1.02M |
|
978
Hershey
HSY
$36.6B
| $3.41M | 0.01% |
13,406
-25,597
| -66% | -$6.01M |
|
979
PUT
Medtronic
MDT
$112B
| $3.41M | 0.01% |
42,300
+29,900
| +241% | +$2.44M |
|
980
CALL
Huron Consulting
HURN
$2.42B
| $3.4M | 0.01% |
+42,300
| New | +$3.07M |
|
981
CALL
RingCentral
RNG
$5.28B
| $3.4M | 0.01% |
110,700
+39,600
| +56% | +$1.42M |
|
982
CALL
Biogen
BIIB
$30.7B
| $3.39M | 0.01% |
12,200
-91,900
| -88% | -$25.4M |
|
983
PUT
Trip.com Group
TCOM
$29.1B
| $3.39M | 0.01% |
90,000
-170,200
| -65% | -$6.33M |
|
984
PUT
HubSpot
HUBS
$10.5B
| $3.39M | 0.01% |
7,900
-37,300
| -83% | -$13.6M |
|
985
CALL
Bunge Global
BG
$20.8B
| $3.38M | 0.01% |
+35,400
| New | +$3.44M |
|
986
CALL
Baxter International
BAX
$14.2B
| $3.37M | 0.01% |
+83,200
| New | +$3.53M |
|
987
PUT
Deckers Outdoor
DECK
$13.3B
| $3.37M | 0.01% |
45,000
-123,000
| -73% | -$8.6M |
|
988
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $3.36M | 0.01% |
99,400
-632,400
| -86% | -$21.4M |
|
989
New Oriental
EDU
$8.98B
| $3.35M | 0.01% |
86,638
-12,129
| -12% | -$490K |
|
990
CALL
Antero Resources
AR
$10.7B
| $3.34M | 0.01% |
144,800
-240,800
| -62% | -$6.34M |
|
991
PUT
OneMain Financial
OMF
$7.47B
| $3.34M | 0.01% |
90,000
+50,000
| +125% | +$2.01M |
|
|
GAP
992
CALL
The Gap Inc
GAP
$7.37B
| $3.32M | 0.01% |
331,000
-299,600
| -48% | -$3.65M |
|
993
CALL
Cadence Design Systems
CDNS
$93.4B
| $3.32M | 0.01% |
15,800
-36,700
| -70% | -$6.94M |
|
|
P
994
CALL
Everpure Inc
P
$29.9B
| $3.32M | 0.01% |
130,000
+128,000
| +6,400% | +$3.45M |
|
995
CALL
NetEase
NTES
$84.7B
| $3.3M | 0.01% |
37,300
-116,300
| -76% | -$10M |
|
996
CALL
Brunswick
BC
$5.28B
| $3.28M | 0.01% |
+40,000
| New | +$3.31M |
|
997
Zscaler
ZS
$27.3B
| $3.26M | 0.01% |
27,936
-68,437
| -71% | -$8.21M |
|
998
First Citizens BancShares
FCNCA
$25.3B
| $3.26M | 0.01% |
+3,346
| New | +$2.49M |
|
999
CALL
ArcelorMittal
MT
$55.3B
| $3.24M | 0.01% |
107,700
-342,200
| -76% | -$10.2M |
|
1000
CALL
Peabody Energy
BTU
$2.9B
| $3.23M | 0.01% |
126,100
-688,000
| -85% | -$18.3M |
|
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.