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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 | |
|---|---|---|---|---|---|---|
1751
CALL
Avis
CAR
$4.9B
| $390K | ﹤0.01% |
+2,000
| New | +$402K |
|
1752
CALL
MP Materials
MP
$9.73B
| $389K | ﹤0.01% |
13,800
-190,100
| -93% | -$5.75M |
|
|
AZUL
1753
DELISTED
Azul
AZUL
| $389K | ﹤0.01% |
54,386
+24,454
| +82% | +$153K |
|
|
TCN
1754
CALL
DELISTED
Tricon Residential Inc.
TCN
| $388K | ﹤0.01% |
50,000
| – | – |
|
|
RC
1755
PUT
Ready Capital
RC
$333M
| $385K | ﹤0.01% |
+37,900
| New | +$443K |
|
|
COOP
1756
PUT
DELISTED
Mr. Cooper
COOP
| $385K | ﹤0.01% |
9,400
-88,500
| -90% | -$3.88M |
|
1757
CALL
Constellation Brands
STZ
$22.8B
| $384K | ﹤0.01% |
1,700
-43,200
| -96% | -$9.61M |
|
|
IMGN
1758
DELISTED
Immunogen Inc
IMGN
| $384K | ﹤0.01% |
100,000
+32,847
| +49% | +$140K |
|
1759
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
| $384K | ﹤0.01% |
+6,623
| New | +$360K |
|
1760
Shell
SHEL
$249B
| $384K | ﹤0.01% |
6,666
-27,758
| -81% | -$1.63M |
|
1761
FIVE9
FIVN
$2.58B
| $381K | ﹤0.01% |
+5,277
| New | +$377K |
|
|
HOLX
1762
PUT
DELISTED
Hologic
HOLX
| $379K | ﹤0.01% |
4,700
-31,500
| -87% | -$2.54M |
|
1763
CALL
Vertex Pharmaceuticals
VRTX
$133B
| $378K | ﹤0.01% |
1,200
-14,900
| -93% | -$4.47M |
|
1764
CALL
Kiniksa Pharmaceuticals
KNSA
$5.97B
| $378K | ﹤0.01% |
+35,100
| New | +$462K |
|
|
1765
PUT
Kiniksa Pharmaceuticals
KNSA
$5.97B
| $377K | ﹤0.01% |
+35,000
| New | +$461K |
|
|
ME
1766
DELISTED
23andMe Holding Co
ME
| $374K | ﹤0.01% |
+8,205
| New | +$396K |
|
1767
CALL
Primoris Services
PRIM
$4.35B
| $370K | ﹤0.01% |
+15,000
| New | +$379K |
|
|
DQ
1768
Daqo New Energy
DQ
$989M
| $369K | ﹤0.01% |
7,873
-55,147
| -88% | -$2.53M |
|
1769
American Airlines Group
AAL
$9.93B
| $369K | ﹤0.01% |
25,000
-50,000
| -67% | -$779K |
|
1770
CALL
Hims & Hers Health
HIMS
$7.35B
| $368K | ﹤0.01% |
+37,100
| New | +$325K |
|
1771
CALL
Elevance Health
ELV
$86.2B
| $368K | ﹤0.01% |
800
-200
| -20% | -$95.2K |
|
1772
CALL
Atkore
ATKR
$3.17B
| $365K | ﹤0.01% |
+2,600
| New | +$352K |
|
1773
PUT
Illinois Tool Works
ITW
$83.9B
| $365K | ﹤0.01% |
+1,500
| New | +$350K |
|
|
LAZR
1774
PUT
DELISTED
Luminar Technologies
LAZR
| $365K | ﹤0.01% |
3,747
+2,187
| +140% | +$230K |
|
1775
CALL
Tiptree Inc
TIPT
$673M
| $364K | ﹤0.01% |
+25,000
| New | +$380K |
|
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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.