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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 | |
|---|---|---|---|---|---|---|
1051
CALL
ZTO Express
ZTO
$17.9B
| $2.87M | 0.01% |
100,000
-90,000
| -47% | -$2.46M |
|
1052
Union Pacific
UNP
$174B
| $2.87M | 0.01% |
+14,236
| New | +$2.89M |
|
1053
CenterPoint Energy
CNP
$26.8B
| $2.86M | 0.01% |
97,118
+9,490
| +11% | +$277K |
|
1054
Vale
VALE
$62.6B
| $2.86M | 0.01% |
181,078
+52,933
| +41% | +$897K |
|
|
CFLT
1055
CALL
DELISTED
Confluent
CFLT
| $2.86M | 0.01% |
118,700
-145,900
| -55% | -$3.38M |
|
1056
PUT
Ameriprise Financial
AMP
$48.8B
| $2.85M | 0.01% |
+9,300
| New | +$3.05M |
|
1057
CALL
Kinross Gold
KGC
$32.8B
| $2.85M | 0.01% |
604,900
-1,869,300
| -76% | -$7.92M |
|
1058
CALL
United States Natural Gas Fund
UNG
$478M
| $2.84M | 0.01% |
102,450
-27,400
| -21% | -$995K |
|
1059
CALL
Sunrun
RUN
$2.46B
| $2.84M | 0.01% |
141,100
-1,012,400
| -88% | -$23.6M |
|
|
LSXMK
1060
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $2.84M | 0.01% |
131,024
-35,218
| -21% | -$928K |
|
1061
PUT
Microchip Technology
MCHP
$46B
| $2.82M | 0.01% |
33,600
-51,400
| -60% | -$4.1M |
|
1062
CALL
Bloom Energy
BE
$64.6B
| $2.81M | 0.01% |
140,900
-271,000
| -66% | -$5.93M |
|
1063
UBS Group
UBS
$176B
| $2.81M | 0.01% |
+131,530
| New | +$2.74M |
|
1064
CALL
Toast
TOST
$19.9B
| $2.81M | 0.01% |
158,100
-278,900
| -64% | -$5.5M |
|
1065
CALL
Elanco Animal Health
ELAN
$11.1B
| $2.8M | 0.01% |
297,500
-224,400
| -43% | -$2.65M |
|
1066
PUT
Everest Group
EG
$14.4B
| $2.79M | 0.01% |
7,800
| – | – |
|
1067
CALL
Deckers Outdoor
DECK
$13.3B
| $2.79M | 0.01% |
37,200
-94,800
| -72% | -$6.63M |
|
1068
CALL
Tapestry
TPR
$32.8B
| $2.78M | 0.01% |
64,600
-151,700
| -70% | -$6.51M |
|
1069
PUT
GameStop
GME
$8.6B
| $2.78M | 0.01% |
120,900
+80,200
| +197% | +$1.6M |
|
1070
CALL
Regions Financial
RF
$26.8B
| $2.78M | 0.01% |
149,600
-8,000
| -5% | -$174K |
|
1071
PUT
Canadian Natural Resources
CNQ
$93.8B
| $2.77M | 0.01% |
100,000
-5,800
| -5% | -$164K |
|
1072
PUT
Sysco
SYY
$40.3B
| $2.76M | 0.01% |
35,800
-163,300
| -82% | -$12.5M |
|
1073
PUT
Payoneer
PAYO
$2.41B
| $2.76M | 0.01% |
+440,000
| New | +$2.62M |
|
1074
CALL
First Majestic Silver
AG
$9.07B
| $2.76M | 0.01% |
383,000
-482,600
| -56% | -$3.55M |
|
1075
Halliburton
HAL
$26.6B
| $2.76M | 0.01% |
87,180
-3,308
| -4% | -$123K |
|
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.