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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 | |
|---|---|---|---|---|---|---|
376
Citigroup
C
$226B
| $20.1M | 0.04% |
+429,502
| New | +$21.1M |
|
377
CALL
Snowflake
SNOW
$115B
| $20.1M | 0.04% |
130,100
-172,100
| -57% | -$25.2M |
|
378
CALL
Enphase Energy
ENPH
$5.53B
| $20.1M | 0.04% |
95,400
-202,400
| -68% | -$43.8M |
|
|
FITB
379
PUT
Fifth Third Bancorp
FITB
$51.8B
| $19.8M | 0.04% |
742,000
+712,000
| +2,373% | +$23.7M |
|
380
CALL
Union Pacific
UNP
$174B
| $19.7M | 0.04% |
97,900
-159,400
| -62% | -$32.3M |
|
|
SPR
381
PUT
DELISTED
Spirit AeroSystems
SPR
| $19.6M | 0.04% |
567,000
-461,800
| -45% | -$15.5M |
|
382
PUT
United Parcel Service
UPS
$88.9B
| $19.6M | 0.04% |
100,900
-531,300
| -84% | -$97.5M |
|
383
CALL
Las Vegas Sands
LVS
$29.6B
| $19.6M | 0.04% |
340,400
-1,787,300
| -84% | -$100M |
|
384
PUT
Honeywell
HON
$78B
| $19.4M | 0.04% |
107,798
-36,074
| -25% | -$6.78M |
|
|
DOCU
385
CALL
DocuSign
DOCU
$11.5B
| $19.3M | 0.04% |
331,300
-781,000
| -70% | -$46.6M |
|
386
PUT
Unity
U
$18.9B
| $19.3M | 0.04% |
595,000
-527,400
| -47% | -$17M |
|
387
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $19.3M | 0.04% |
190,700
-1,227,500
| -87% | -$123M |
|
388
PUT
iShares Core S&P 500 ETF
IVV
$902B
| $19.3M | 0.04% |
46,900
-69,500
| -60% | -$27.9M |
|
|
389
PUT
Enphase Energy
ENPH
$5.53B
| $19.2M | 0.04% |
91,400
-305,200
| -77% | -$66.1M |
|
390
CALL
Snap
SNAP
$9.01B
| $19.2M | 0.04% |
1,713,100
-4,667,700
| -73% | -$49M |
|
391
CALL
Atlassian
TEAM
$37.8B
| $19.1M | 0.04% |
111,800
-452,100
| -80% | -$72.1M |
|
392
PUT
Axos Financial
AX
$5.68B
| $19.1M | 0.04% |
+518,200
| New | +$22.4M |
|
393
PUT
US Bancorp
USB
$99.6B
| $18.9M | 0.04% |
522,900
+473,200
| +952% | +$21.1M |
|
394
PUT
Northrop Grumman
NOC
$81.2B
| $18.7M | 0.04% |
40,600
+34,800
| +600% | +$16.1M |
|
|
395
PUT
Union Pacific
UNP
$174B
| $18.7M | 0.04% |
93,000
+16,600
| +22% | +$3.36M |
|
396
CALL
US Global Jets ETF
JETS
$800M
| $18.5M | 0.04% |
994,900
-1,382,500
| -58% | -$26.7M |
|
397
PUT
Alcoa
AA
$13.2B
| $18.5M | 0.04% |
433,700
-916,300
| -68% | -$44.2M |
|
398
CALL
Henry Schein
HSIC
$9.82B
| $18.3M | 0.04% |
224,800
-68,100
| -23% | -$5.55M |
|
399
CALL
UnitedHealth
UNH
$370B
| $18.1M | 0.04% |
38,400
-150,600
| -80% | -$72.7M |
|
400
CALL
AngloGold Ashanti
AU
$48.7B
| $18M | 0.04% |
744,500
+464,000
| +165% | +$9.4M |
|
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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.