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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 | |
|---|---|---|---|---|---|---|
451
PUT
Tyson Foods
TSN
$20.4B
| $14.2M | 0.03% |
239,600
-103,100
| -30% | -$6.33M |
|
452
PUT
Aflac
AFL
$62.6B
| $14.2M | 0.03% |
219,800
+43,000
| +24% | +$2.94M |
|
453
ServiceNow
NOW
$129B
| $14.1M | 0.03% |
151,820
-50,145
| -25% | -$4.37M |
|
454
CALL
Norfolk Southern
NSC
$75.1B
| $14.1M | 0.03% |
66,400
-101,500
| -60% | -$23.5M |
|
455
CALL
D.R. Horton
DHI
$42.3B
| $14.1M | 0.03% |
143,900
-82,600
| -36% | -$7.88M |
|
456
PUT
General Dynamics
GD
$106B
| $14M | 0.03% |
61,500
+41,100
| +201% | +$9.5M |
|
457
CALL
Truist Financial
TFC
$64B
| $14M | 0.03% |
411,200
+34,400
| +9% | +$1.5M |
|
458
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $14M | 0.03% |
268,600
+168,500
| +168% | +$8.79M |
|
459
PUT
Analog Devices
ADI
$190B
| $13.9M | 0.03% |
70,500
-129,700
| -65% | -$23.3M |
|
460
CALL
Fidelity National Information Services
FIS
$22.1B
| $13.9M | 0.03% |
255,700
-350,700
| -58% | -$22.8M |
|
461
PUT
Abercrombie & Fitch
ANF
$5B
| $13.9M | 0.03% |
+500,000
| New | +$13.9M |
|
462
PUT
Zscaler
ZS
$27.3B
| $13.8M | 0.03% |
118,100
-422,800
| -78% | -$50.7M |
|
|
NATI
463
PUT
DELISTED
National Instruments Corp
NATI
| $13.8M | 0.03% |
+262,400
| New | +$13.2M |
|
464
Arista Networks
ANET
$238B
| $13.7M | 0.03% |
+326,512
| New | +$11.2M |
|
465
PUT
Lucid Motors
LCID
$2.77B
| $13.7M | 0.03% |
170,000
+47,230
| +38% | +$4.2M |
|
466
PUT
UBS Group
UBS
$176B
| $13.6M | 0.03% |
+638,400
| New | +$13.3M |
|
|
467
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $13.6M | 0.03% |
420,500
-112,600
| -21% | -$3.41M |
|
468
CALL
Dollar Tree
DLTR
$25.2B
| $13.6M | 0.03% |
94,700
+600
| +0.6% | +$87.1K |
|
|
DFS
469
PUT
DELISTED
Discover Financial Services
DFS
| $13.6M | 0.03% |
137,500
-117,400
| -46% | -$12.6M |
|
470
CALL
Emerson Electric
EMR
$88.3B
| $13.6M | 0.03% |
155,800
-171,100
| -52% | -$15M |
|
471
CALL
Okta
OKTA
$25.8B
| $13.5M | 0.03% |
156,000
-182,500
| -54% | -$13.9M |
|
472
PUT
RingCentral
RNG
$5.28B
| $13.4M | 0.03% |
437,800
-1,700
| -0.4% | -$60.8K |
|
473
CALL
Stryker
SYK
$130B
| $13.4M | 0.03% |
47,000
+3,900
| +9% | +$1.03M |
|
474
MGM Resorts International
MGM
$11.2B
| $13.4M | 0.03% |
300,880
-166,187
| -36% | -$6.91M |
|
475
CALL
Linde
LIN
$226B
| $13.2M | 0.03% |
37,200
-25,400
| -41% | -$8.51M |
|
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.