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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 | |
|---|---|---|---|---|---|---|
226
CALL
Pinterest
PINS
$13.4B
| $41.7M | 0.09% |
1,529,400
-1,939,800
| -56% | -$50.3M |
|
227
PUT
Procter & Gamble
PG
$339B
| $41M | 0.08% |
275,700
-198,600
| -42% | -$28.4M |
|
228
PUT
TripAdvisor
TRIP
$1.26B
| $40.6M | 0.08% |
2,045,400
+329,900
| +19% | +$7.05M |
|
|
SPLK
229
PUT
DELISTED
Splunk Inc
SPLK
| $40.6M | 0.08% |
423,000
+61,700
| +17% | +$5.91M |
|
230
PUT
Baidu
BIDU
$37.2B
| $40.5M | 0.08% |
268,500
-51,000
| -16% | -$7.23M |
|
231
PUT
Norwegian Cruise Line
NCLH
$8.84B
| $40.5M | 0.08% |
3,011,100
-550,200
| -15% | -$8.23M |
|
232
CALL
Twilio
TWLO
$36.6B
| $40.4M | 0.08% |
605,900
-280,700
| -32% | -$17.3M |
|
233
CALL
CVS Health
CVS
$122B
| $40.4M | 0.08% |
543,000
-745,800
| -58% | -$62.5M |
|
234
PUT
Herbalife
HLF
$1.29B
| $40.3M | 0.08% |
2,502,700
| – | – |
|
235
CALL
Marvell Technology
MRVL
$196B
| $40.2M | 0.08% |
927,600
-143,400
| -13% | -$6.04M |
|
236
CALL
ExxonMobil
XOM
$634B
| $40.1M | 0.08% |
365,500
-862,900
| -70% | -$95.4M |
|
237
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $40M | 0.08% |
529,434
+529,432
| +26,471,600% | +$36.4M |
|
238
PUT
Workday
WDAY
$44.4B
| $39.9M | 0.08% |
193,000
-278,900
| -59% | -$50.7M |
|
239
PUT
American Express
AXP
$230B
| $39.8M | 0.08% |
241,400
-28,200
| -10% | -$4.68M |
|
240
CALL
BP
BP
$107B
| $39.8M | 0.08% |
1,049,400
-890,600
| -46% | -$33.3M |
|
|
241
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $39.8M | 0.08% |
960,430
-3,726,492
| -80% | -$159M |
|
242
PUT
Newmont
NEM
$119B
| $39.7M | 0.08% |
810,100
-144,400
| -15% | -$7M |
|
243
Cigna
CI
$74.6B
| $39.7M | 0.08% |
+155,245
| New | +$45.2M |
|
|
244
CALL
Procter & Gamble
PG
$339B
| $38.9M | 0.08% |
261,600
-271,700
| -51% | -$38.8M |
|
245
PUT
United Rentals
URI
$72.4B
| $38.8M | 0.08% |
98,000
-251,800
| -72% | -$106M |
|
246
CALL
lululemon athletica
LULU
$14.6B
| $38M | 0.08% |
104,300
-117,900
| -53% | -$37M |
|
247
CALL
Franco-Nevada
FNV
$46B
| $37.8M | 0.08% |
259,600
+31,200
| +14% | +$4.35M |
|
248
PUT
RTX Corp
RTX
$301B
| $37.5M | 0.08% |
382,800
-132,700
| -26% | -$13.1M |
|
|
249
PUT
Marvell Technology
MRVL
$196B
| $36.9M | 0.08% |
853,100
+223,900
| +36% | +$9.43M |
|
250
PUT
Walt Disney
DIS
$181B
| $36.5M | 0.07% |
364,200
-685,200
| -65% | -$69.1M |
|
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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.