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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 | |
|---|---|---|---|---|---|---|
276
PUT
ASML
ASML
$669B
| $32M | 0.07% |
47,000
-24,800
| -35% | -$15.9M |
|
277
CALL
Lam Research
LRCX
$390B
| $31.9M | 0.07% |
601,000
-3,254,000
| -84% | -$160M |
|
278
CALL
Workday
WDAY
$44.4B
| $31.8M | 0.06% |
153,900
-299,600
| -66% | -$54.5M |
|
279
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $31.7M | 0.06% |
985,258
+863,589
| +710% | +$30M |
|
|
280
CALL
ASML
ASML
$669B
| $31.6M | 0.06% |
46,400
+26,900
| +138% | +$17.3M |
|
281
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $31.5M | 0.06% |
421,800
+376,800
| +837% | +$27M |
|
282
CALL
United Rentals
URI
$72.4B
| $31.4M | 0.06% |
79,300
-32,200
| -29% | -$13.5M |
|
283
PUT
General Motors
GM
$76.8B
| $31.3M | 0.06% |
853,900
-716,300
| -46% | -$27.1M |
|
284
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $31.2M | 0.06% |
244,400
+145,500
| +147% | +$19.3M |
|
285
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $31.1M | 0.06% |
366,200
+98,500
| +37% | +$8.62M |
|
286
PUT
Magnite
MGNI
$3.55B
| $31.1M | 0.06% |
3,353,900
-789,000
| -19% | -$8.41M |
|
287
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $30.7M | 0.06% |
983,100
-97,300
| -9% | -$3.11M |
|
288
CALL
Pfizer
PFE
$153B
| $30.6M | 0.06% |
749,400
-1,909,800
| -72% | -$82.5M |
|
289
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $30.4M | 0.06% |
1,029,200
-595,800
| -37% | -$17.9M |
|
290
PUT
Diamondback Energy
FANG
$52.7B
| $30.2M | 0.06% |
223,700
-442,100
| -66% | -$61.6M |
|
291
CALL
McDonald's
MCD
$195B
| $30.2M | 0.06% |
107,900
-105,300
| -49% | -$28.2M |
|
292
PUT
lululemon athletica
LULU
$14.6B
| $29.4M | 0.06% |
80,700
-139,900
| -63% | -$43.9M |
|
293
PUT
Texas Instruments
TXN
$261B
| $29.1M | 0.06% |
156,700
-88,300
| -36% | -$15.5M |
|
294
PUT
Shopify
SHOP
$195B
| $29.1M | 0.06% |
606,300
-2,028,600
| -77% | -$89.3M |
|
295
CALL
Blackstone
BX
$110B
| $29M | 0.06% |
330,600
-510,500
| -61% | -$45.1M |
|
296
PUT
First Solar
FSLR
$26.9B
| $28.8M | 0.06% |
132,400
-400,600
| -75% | -$73.1M |
|
297
CALL
Comcast
CMCSA
$90B
| $28.6M | 0.06% |
755,000
-440,600
| -37% | -$16.7M |
|
298
CALL
Abbott
ABT
$187B
| $28.5M | 0.06% |
281,300
-487,200
| -63% | -$51.4M |
|
299
PUT
Ares Capital
ARCC
$14.4B
| $28.5M | 0.06% |
+1,558,400
| New | +$29.5M |
|
300
T-Mobile US
TMUS
$190B
| $28.4M | 0.06% |
196,201
+190,545
| +3,369% | +$27.6M |
|
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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.