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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 | |
|---|---|---|---|---|---|---|
1251
PUT
Duke Energy
DUK
$95.2B
| $1.65M | ﹤0.01% |
17,100
-27,800
| -62% | -$2.75M |
|
|
ABST
1252
DELISTED
Absolute Software Corp
ABST
| $1.65M | ﹤0.01% |
210,620
-11,975
| -5% | -$117K |
|
1253
CALL
iShares Biotechnology ETF
IBB
$9.79B
| $1.64M | ﹤0.01% |
12,700
-565,200
| -98% | -$74M |
|
1254
Thor Industries
THO
$4.11B
| $1.64M | ﹤0.01% |
20,559
+9,972
| +94% | +$880K |
|
1255
CALL
Public Storage
PSA
$60.4B
| $1.63M | ﹤0.01% |
+5,400
| New | +$1.59M |
|
1256
CALL
On Holding
ONON
$12.7B
| $1.63M | ﹤0.01% |
52,400
+45,800
| +694% | +$1.04M |
|
1257
CALL
Triumph Financial Inc
TFIN
$1.81B
| $1.63M | ﹤0.01% |
+28,000
| New | +$1.61M |
|
1258
RingCentral
RNG
$5.37B
| $1.62M | ﹤0.01% |
52,922
+20,904
| +65% | +$748K |
|
1259
The Mosaic Company
MOS
$7.15B
| $1.62M | ﹤0.01% |
35,332
-181,343
| -84% | -$8.78M |
|
1260
PUT
Leidos
LDOS
$17.4B
| $1.62M | ﹤0.01% |
+17,600
| New | +$1.7M |
|
1261
PUT
Amphenol
APH
$209B
| $1.62M | ﹤0.01% |
+39,600
| New | +$1.56M |
|
1262
State Street SPDR S&P Retail ETF
XRT
$654M
| $1.62M | ﹤0.01% |
25,497
+25,495
| +1,274,750% | +$1.68M |
|
1263
PUT
ON Semiconductor
ON
$31.6B
| $1.61M | ﹤0.01% |
407,200
+39,100
| +11% | +$2.97M |
|
|
1264
CALL
Leidos
LDOS
$17.4B
| $1.61M | ﹤0.01% |
+17,500
| New | +$1.69M |
|
1265
PUT
Tanger
SKT
$4.45B
| $1.61M | ﹤0.01% |
81,900
+79,900
| +3,995% | +$1.48M |
|
|
TGH
1266
PUT
DELISTED
Textainer Group Holdings limited
TGH
| $1.61M | ﹤0.01% |
50,000
-70,000
| -58% | -$2.29M |
|
1267
PUT
First Horizon
FHN
$12.1B
| $1.6M | ﹤0.01% |
90,000
+26,400
| +42% | +$587K |
|
1268
PUT
Western Alliance Bancorporation
WAL
$8.77B
| $1.6M | ﹤0.01% |
+45,000
| New | +$2.76M |
|
1269
PUT
Best Buy
BBY
$17.3B
| $1.58M | ﹤0.01% |
20,200
-428,300
| -95% | -$35.3M |
|
1270
PUT
Innoviz Technologies
INVZ
$113M
| $1.57M | ﹤0.01% |
450,000
| – | – |
|
|
BRSL
1271
PUT
Brightstar Lottery PLC
BRSL
$2.04B
| $1.57M | ﹤0.01% |
58,700
-113,900
| -66% | -$2.92M |
|
1272
PUT
Bank of Hawaii
BOH
$3.11B
| $1.57M | ﹤0.01% |
+30,200
| New | +$2.12M |
|
|
AMK
1273
CALL
DELISTED
AssetMark Financial Holdings, Inc.
AMK
| $1.57M | ﹤0.01% |
+50,000
| New | +$1.4M |
|
1274
PUT
C.H. Robinson
CHRW
$17.6B
| $1.57M | ﹤0.01% |
15,800
-37,300
| -70% | -$3.67M |
|
|
CFLT
1275
DELISTED
Confluent
CFLT
| $1.57M | ﹤0.01% |
65,165
-15,555
| -19% | -$361K |
|
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.