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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 | |
|---|---|---|---|---|---|---|
1551
Ameriprise Financial
AMP
$49.2B
| $780K | ﹤0.01% |
+2,544
| New | +$833K |
|
1552
CALL
Dover
DOV
$28.3B
| $775K | ﹤0.01% |
+5,100
| New | +$749K |
|
1553
CALL
Vodafone
VOD
$36.4B
| $774K | ﹤0.01% |
70,100
+3,200
| +5% | +$36.5K |
|
1554
PUT
Fair Isaac
FICO
$22.7B
| $773K | ﹤0.01% |
1,100
-3,800
| -78% | -$2.53M |
|
1555
CALL
Southern Company
SO
$105B
| $772K | ﹤0.01% |
11,100
+6,600
| +147% | +$444K |
|
1556
PPG Industries
PPG
$25.7B
| $770K | ﹤0.01% |
5,761
-3,293
| -36% | -$425K |
|
|
WRK
1557
PUT
DELISTED
WestRock Company
WRK
| $765K | ﹤0.01% |
25,100
-1,300
| -5% | -$42.9K |
|
|
CNH
1558
CALL
CNH Industrial
CNH
$16.9B
| $762K | ﹤0.01% |
49,900
+19,900
| +66% | +$322K |
|
1559
CALL
Blue Owl Capital
OWL
$18.2B
| $756K | ﹤0.01% |
+68,200
| New | +$817K |
|
|
HES
1560
PUT
DELISTED
Hess
HES
| $754K | ﹤0.01% |
5,700
-91,300
| -94% | -$12.7M |
|
1561
CALL
DigitalBridge
DBRG
$2.95B
| $753K | ﹤0.01% |
62,800
-1,848,900
| -97% | -$23.2M |
|
1562
Valley National Bancorp
VLY
$8.1B
| $752K | ﹤0.01% |
81,338
+49,607
| +156% | +$549K |
|
1563
PennyMac Financial
PFSI
$3.94B
| $751K | ﹤0.01% |
12,605
+12,510
| +13,168% | +$774K |
|
1564
Madrigal Pharmaceuticals
MDGL
$11.9B
| $747K | ﹤0.01% |
+3,084
| New | +$840K |
|
|
HTZWW
1565
Hertz Global Holdings Warrants
HTZWW
$89.4M
| $745K | ﹤0.01% |
83,850
| – | – |
|
|
BRSL
1566
CALL
Brightstar Lottery PLC
BRSL
$2.02B
| $740K | ﹤0.01% |
27,600
-148,900
| -84% | -$3.81M |
|
1567
PUT
MP Materials
MP
$9.73B
| $736K | ﹤0.01% |
26,100
-122,400
| -82% | -$3.7M |
|
1568
CALL
Dycom Industries
DY
$12B
| $730K | ﹤0.01% |
+7,800
| New | +$725K |
|
|
1569
PUT
Dycom Industries
DY
$12B
| $730K | ﹤0.01% |
+7,800
| New | +$725K |
|
1570
Monster Beverage
MNST
$89.6B
| $725K | ﹤0.01% |
13,426
+13,186
| +5,494% | +$676K |
|
1571
CALL
XPO
XPO
$23.5B
| $724K | ﹤0.01% |
22,700
-58,300
| -72% | -$2.1M |
|
1572
PUT
Exelon
EXC
$45.8B
| $721K | ﹤0.01% |
17,200
+14,000
| +438% | +$584K |
|
1573
PUT
Regal Rexnord
RRX
$11.5B
| $718K | ﹤0.01% |
5,100
-26,900
| -84% | -$3.89M |
|
1574
Canadian Natural Resources
CNQ
$97.4B
| $716K | ﹤0.01% |
25,888
+11,014
| +74% | +$312K |
|
1575
CALL
Sotera Health
SHC
$5.41B
| $716K | ﹤0.01% |
+40,000
| New | +$668K |
|
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.