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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 | |
|---|---|---|---|---|---|---|
351
PUT
Okta
OKTA
$25.8B
| $21.8M | 0.04% |
252,600
-79,400
| -24% | -$6.04M |
|
352
PUT
iShares MSCI Brazil ETF
EWZ
$8.95B
| $21.6M | 0.04% |
790,200
+278,600
| +54% | +$7.81M |
|
353
PUT
iQIYI
IQ
$1.28B
| $21.5M | 0.04% |
2,956,100
+2,925,500
| +9,560% | +$20.1M |
|
|
SPLK
354
CALL
DELISTED
Splunk Inc
SPLK
| $21.4M | 0.04% |
223,500
-68,000
| -23% | -$6.52M |
|
355
PUT
Capital One
COF
$134B
| $21.4M | 0.04% |
222,600
+70,500
| +46% | +$7.38M |
|
356
PUT
Las Vegas Sands
LVS
$29.6B
| $21.4M | 0.04% |
371,900
-2,201,500
| -86% | -$123M |
|
357
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $21.4M | 0.04% |
625,000
-1,335,000
| -68% | -$41.9M |
|
358
CALL
Caterpillar
CAT
$387B
| $21.3M | 0.04% |
92,900
-369,400
| -80% | -$89.3M |
|
359
PUT
Autodesk
ADSK
$52.6B
| $21.3M | 0.04% |
102,100
-39,800
| -28% | -$8.19M |
|
360
Sea Limited
SE
$69.5B
| $21.2M | 0.04% |
245,032
-128,716
| -34% | -$8.79M |
|
|
361
CALL
Chipotle Mexican Grill
CMG
$41.5B
| $21.2M | 0.04% |
620,000
-1,270,000
| -67% | -$39.9M |
|
362
CALL
Royal Caribbean
RCL
$85.6B
| $21.1M | 0.04% |
323,000
-244,400
| -43% | -$16.1M |
|
363
CALL
Annaly Capital Management
NLY
$17.4B
| $21M | 0.04% |
1,100,800
+346,300
| +46% | +$7.31M |
|
364
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $20.9M | 0.04% |
55,700
-65,700
| -54% | -$24.1M |
|
365
United Rentals
URI
$72.4B
| $20.9M | 0.04% |
52,818
-28,082
| -35% | -$11.8M |
|
366
PUT
MGM Resorts International
MGM
$11.2B
| $20.8M | 0.04% |
469,000
-765,500
| -62% | -$31.8M |
|
367
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $20.6M | 0.04% |
207,800
-193,500
| -48% | -$18.9M |
|
368
CALL
ConocoPhillips
COP
$141B
| $20.6M | 0.04% |
207,600
-697,400
| -77% | -$76.3M |
|
369
PUT
Seagate
STX
$184B
| $20.5M | 0.04% |
310,200
-145,000
| -32% | -$9.23M |
|
370
CALL
Eaton
ETN
$174B
| $20.5M | 0.04% |
119,600
-294,200
| -71% | -$49M |
|
371
CALL
DoorDash
DASH
$93.7B
| $20.5M | 0.04% |
322,000
-460,700
| -59% | -$26.4M |
|
372
CALL
Lowe's Companies
LOW
$125B
| $20.4M | 0.04% |
102,200
-542,800
| -84% | -$110M |
|
|
373
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
| $20.3M | 0.04% |
740,000
+579,800
| +362% | +$16.2M |
|
374
PUT
AT&T
T
$163B
| $20.2M | 0.04% |
1,049,700
-2,002,300
| -66% | -$38.3M |
|
|
375
CALL
Booking.com
BKNG
$161B
| $20.2M | 0.04% |
190,000
-1,115,000
| -85% | -$109M |
|
Similar funds
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.