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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 | |
|---|---|---|---|---|---|---|
1001
TAL Education Group
TAL
$6.87B
| $3.22M | 0.01% |
502,876
+276,381
| +122% | +$1.99M |
|
|
HZNP
1002
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $3.22M | 0.01% |
29,500
+400
| +1% | +$44.2K |
|
|
AZUL
1003
PUT
DELISTED
Azul
AZUL
| $3.21M | 0.01% |
449,200
+413,900
| +1,173% | +$2.59M |
|
1004
CALL
Dell
DELL
$293B
| $3.21M | 0.01% |
79,800
-635,600
| -89% | -$25.6M |
|
1005
Herbalife
HLF
$1.29B
| $3.2M | 0.01% |
198,842
-45,278
| -19% | -$801K |
|
1006
PUT
Sunrun
RUN
$2.46B
| $3.2M | 0.01% |
158,700
-870,000
| -85% | -$20.3M |
|
1007
BRC Group Holdings
RILY
$289M
| $3.19M | 0.01% |
112,307
+92,886
| +478% | +$3.52M |
|
1008
PUT
McKesson
MCK
$101B
| $3.17M | 0.01% |
8,900
-28,800
| -76% | -$10.4M |
|
|
TRTN
1009
CALL
DELISTED
Triton International Limited
TRTN
| $3.16M | 0.01% |
50,000
-25,800
| -34% | -$1.75M |
|
1010
CALL
SLB Ltd
SLB
$75B
| $3.15M | 0.01% |
64,200
-382,100
| -86% | -$20.3M |
|
1011
CALL
BWX Technologies
BWXT
$15.6B
| $3.15M | 0.01% |
50,000
| – | – |
|
|
OSH
1012
DELISTED
Oak Street Health, Inc.
OSH
| $3.15M | 0.01% |
+81,324
| New | +$2.62M |
|
1013
PUT
Tencent Music
TME
$15.6B
| $3.14M | 0.01% |
378,700
-136,300
| -26% | -$1.12M |
|
1014
PUT
Fortive
FTV
$18.6B
| $3.13M | 0.01% |
+60,909
| New | +$3.06M |
|
1015
CALL
Ferrari
RACE
$72.5B
| $3.12M | 0.01% |
11,500
-19,000
| -62% | -$4.85M |
|
1016
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $3.1M | 0.01% |
18,200
| – | – |
|
1017
iShares Core S&P 500 ETF
IVV
$904B
| $3.1M | 0.01% |
7,534
-14,534
| -66% | -$5.83M |
|
1018
Cleveland-Cliffs
CLF
$6.99B
| $3.09M | 0.01% |
168,605
-285,698
| -63% | -$5.66M |
|
1019
PUT
Kinross Gold
KGC
$32.8B
| $3.08M | 0.01% |
654,400
+253,900
| +63% | +$1.08M |
|
|
SIX
1020
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $3.07M | 0.01% |
115,000
| – | – |
|
1021
PUT
XPeng
XPEV
$11.6B
| $3.07M | 0.01% |
275,900
-666,900
| -71% | -$6.45M |
|
1022
Sempra
SRE
$54.8B
| $3.06M | 0.01% |
40,468
+39,698
| +5,156% | +$3.05M |
|
1023
PUT
Stryker
SYK
$130B
| $3.05M | 0.01% |
10,700
+7,100
| +197% | +$1.88M |
|
1024
CALL
HubSpot
HUBS
$10.5B
| $3.04M | 0.01% |
7,100
-35,000
| -83% | -$12.8M |
|
1025
Global X Uranium ETF
URA
$6.27B
| $3.04M | 0.01% |
+152,483
| New | +$3.22M |
|
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.