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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 | |
|---|---|---|---|---|---|---|
326
PUT
AngloGold Ashanti
AU
$48.7B
| $24.9M | 0.05% |
1,031,400
+281,200
| +37% | +$5.69M |
|
327
CALL
Baidu
BIDU
$37.2B
| $24.9M | 0.05% |
165,100
-154,600
| -48% | -$21.9M |
|
328
CALL
Domino's
DPZ
$11.6B
| $24.8M | 0.05% |
75,200
-35,100
| -32% | -$11.7M |
|
329
PUT
Starbucks
SBUX
$120B
| $24.7M | 0.05% |
237,400
-202,400
| -46% | -$21.1M |
|
330
PUT
Expedia Group
EXPE
$37.3B
| $24.7M | 0.05% |
254,600
-180,900
| -42% | -$19M |
|
331
CALL
Deere & Co
DE
$168B
| $24.6M | 0.05% |
59,500
-98,100
| -62% | -$40.6M |
|
|
EA
332
PUT
DELISTED
Electronic Arts
EA
| $24.5M | 0.05% |
203,400
+19,600
| +11% | +$2.3M |
|
333
CALL
United Parcel Service
UPS
$88.9B
| $24.3M | 0.05% |
125,500
-120,700
| -49% | -$22.1M |
|
334
CALL
Simon Property Group
SPG
$72.3B
| $24.3M | 0.05% |
217,300
-257,600
| -54% | -$30.8M |
|
335
PUT
CVS Health
CVS
$122B
| $24.2M | 0.05% |
325,600
+5,600
| +2% | +$470K |
|
336
PUT
Thermo Fisher Scientific
TMO
$220B
| $24.1M | 0.05% |
41,900
-1,100
| -3% | -$620K |
|
337
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $24.1M | 0.05% |
651,200
+281,100
| +76% | +$12.6M |
|
338
PUT
Humana
HUM
$46.2B
| $23.6M | 0.05% |
48,700
-109,000
| -69% | -$53.9M |
|
339
CALL
Devon Energy
DVN
$47.3B
| $23.5M | 0.05% |
463,800
-284,300
| -38% | -$16.2M |
|
340
PUT
Live Nation Entertainment
LYV
$42.1B
| $23.2M | 0.05% |
331,600
-61,400
| -16% | -$4.5M |
|
341
PUT
Lockheed Martin
LMT
$136B
| $23.1M | 0.05% |
48,800
-101,900
| -68% | -$47.8M |
|
342
CALL
Datadog
DDOG
$84B
| $23M | 0.05% |
317,100
+79,900
| +34% | +$5.87M |
|
343
CALL
Shopify
SHOP
$195B
| $22.9M | 0.05% |
476,900
-1,162,400
| -71% | -$51.1M |
|
344
CALL
Hilton Worldwide
HLT
$71.5B
| $22.5M | 0.05% |
159,600
-112,300
| -41% | -$15.8M |
|
345
Intuit
INTU
$89B
| $22.5M | 0.05% |
50,359
+15,035
| +43% | +$6.17M |
|
346
CALL
Li Auto
LI
$12.7B
| $22.4M | 0.05% |
895,800
+272,700
| +44% | +$6.44M |
|
347
CALL
Roku
ROKU
$22.7B
| $22.3M | 0.05% |
338,700
-8,500
| -2% | -$498K |
|
348
iShares US Real Estate ETF
IYR
$4.65B
| $22.1M | 0.05% |
260,520
+71,173
| +38% | +$6.23M |
|
349
PUT
Snap
SNAP
$9.01B
| $22.1M | 0.05% |
1,971,200
-4,885,600
| -71% | -$51.3M |
|
350
PUT
Ulta Beauty
ULTA
$24.3B
| $22M | 0.05% |
40,400
-163,500
| -80% | -$83.9M |
|
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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.