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Parallax Volatility Advisers

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
Cap. Flow
-$21.8B
Cap. Flow %
-44.45%
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726

Top Buys

Rank Stock Value
1
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$110M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$97.1M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$83.8M
4
GLD icon
SPDR Gold Trust
GLD
+$79.7M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$73.8M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$517M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$490M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$159M
4
BKNG icon
Booking.com
BKNG
+$85.1M
5
UAL icon
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
KZR
1851
PUT
DELISTED
Kezar Life Sciences
KZR
$282K ﹤0.01%
+9,000
New +$521K
AGO icon
1852
PUT
Assured Guaranty
AGO
$3.34B
$282K ﹤0.01%
5,600
– –
XLC icon
1853
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$278K ﹤0.01%
+4,800
New +$261K
ANF icon
1854
Abercrombie & Fitch
ANF
$5.27B
$278K ﹤0.01%
+10,005
New +$278K
BUR icon
1855
CALL
Burford Capital
BUR
$940M
$278K ﹤0.01%
25,100
– –
SMAR
1856
CALL
DELISTED
Smartsheet Inc.
SMAR
$277K ﹤0.01%
+5,800
New +$252K
FICO icon
1857
Fair Isaac
FICO
$22.7B
$276K ﹤0.01%
393
-601
-60% -$400K
TSLX icon
1858
PUT
Sixth Street Specialty
TSLX
$1.79B
$275K ﹤0.01%
+15,000
New +$278K
CP icon
1859
Canadian Pacific Kansas City
CP
$79.6B
$274K ﹤0.01%
+3,558
New +$275K
AEL
1860
PUT
DELISTED
American Equity Investment Life Holding Company
AEL
$274K ﹤0.01%
7,500
-62,700
-89% -$2.67M
FUN icon
1861
Cedar Fair
FUN
$1.62B
$273K ﹤0.01%
+5,976
New +$263K
BNY
1862
CALL
Bank of New York Mellon
BNY
$108B
$273K ﹤0.01%
6,000
-29,700
-83% -$1.44M
NLY icon
1863
Annaly Capital Management
NLY
$17.3B
$272K ﹤0.01%
14,234
-3,084
-18% -$65.1K
LW icon
1864
CALL
Lamb Weston
LW
$7.12B
$272K ﹤0.01%
2,600
-1,400
-35% -$138K
FVRR icon
1865
PUT
Fiverr
FVRR
$327M
$269K ﹤0.01%
7,700
-16,900
-69% -$618K
MOG.A icon
1866
Moog Inc Class A
MOG.A
$13B
$268K ﹤0.01%
2,663
– –
CUE icon
1867
Cue Biopharma
CUE
$110M
$268K ﹤0.01%
2,500
– –
AON icon
1868
Aon
AON
$75.7B
$267K ﹤0.01%
848
-5,797
-87% -$1.79M
WIX icon
1869
PUT
WIX.com
WIX
$2.61B
$267K ﹤0.01%
271,400
-43,700
-14% -$3.84M
YUM icon
1870
PUT
Yum! Brands
YUM
$39.7B
$264K ﹤0.01%
2,000
-500
-20% -$64.3K
EQR icon
1871
PUT
Equity Residential
EQR
$24.7B
$264K ﹤0.01%
+4,400
New +$270K
CGC
1872
CALL
Canopy Growth
CGC
$402M
$264K ﹤0.01%
15,060
-3,770
-20% -$89.5K
UNFI icon
1873
PUT
United Natural Foods
UNFI
$2.8B
$264K ﹤0.01%
10,000
– –
PCT icon
1874
CALL
PureCycle Technologies
PCT
$1.46B
$263K ﹤0.01%
37,500
-16,000
-30% -$112K
STEM icon
1875
CALL
Stem
STEM
$50.9M
$261K ﹤0.01%
2,305
-7,970
-78% -$1.35M
73 74
75
76 77

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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
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HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.