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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
26
CALL
Alphabet (Google) Class A
GOOGL
$4.62T
| $272M | 0.56% |
2,626,700
+585,700
| +29% | +$56.2M |
|
27
PUT
Alibaba
BABA
$309B
| $268M | 0.55% |
2,623,000
+373,800
| +17% | +$37.4M |
|
28
PUT
Advanced Micro Devices
AMD
$846B
| $248M | 0.51% |
2,534,900
-428,700
| -14% | -$34.9M |
|
29
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $248M | 0.51% |
7,709,600
+1,804,800
| +31% | +$62.7M |
|
30
PUT
Boeing
BA
$187B
| $241M | 0.49% |
1,134,700
+428,800
| +61% | +$89.1M |
|
|
31
PUT
Alphabet (Google) Class A
GOOGL
$4.62T
| $231M | 0.47% |
2,224,200
+951,600
| +75% | +$91.3M |
|
|
32
CALL
Alibaba
BABA
$309B
| $215M | 0.44% |
2,099,300
-1,949,300
| -48% | -$195M |
|
33
CALL
Pinduoduo
PDD
$130B
| $212M | 0.43% |
2,796,000
-1,061,300
| -28% | -$95.9M |
|
34
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $196M | 0.4% |
589,400
-496,800
| -46% | -$165M |
|
35
PUT
Netflix
NFLX
$306B
| $195M | 0.4% |
5,655,000
-664,000
| -11% | -$22M |
|
36
PUT
Meta Platforms (Facebook)
META
$1.5T
| $182M | 0.37% |
860,200
+671,300
| +355% | +$114M |
|
|
37
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.74B
| $182M | 0.37% |
4,149,100
+1,222,600
| +42% | +$69.4M |
|
|
38
CALL
Alphabet (Google) Class C
GOOG
$4.59T
| $179M | 0.37% |
1,723,800
+380,000
| +28% | +$36.7M |
|
39
CALL
iShares Silver Trust
SLV
$28.8B
| $174M | 0.36% |
7,859,700
-2,274,000
| -22% | -$47.1M |
|
40
PUT
JPMorgan Chase
JPM
$950B
| $174M | 0.36% |
1,334,100
-4,038,100
| -75% | -$553M |
|
41
PUT
Royal Caribbean
RCL
$86.7B
| $173M | 0.35% |
2,656,400
-1,208,600
| -31% | -$79.7M |
|
42
CALL
Intel
INTC
$509B
| $172M | 0.35% |
5,277,400
+120,000
| +2% | +$3.4M |
|
|
43
PUT
Pinduoduo
PDD
$130B
| $172M | 0.35% |
2,260,800
+1,007,900
| +80% | +$91.1M |
|
|
44
PUT
Alphabet (Google) Class C
GOOG
$4.59T
| $162M | 0.33% |
1,555,700
+1,083,800
| +230% | +$105M |
|
45
PUT
Airbnb
ABNB
$89B
| $161M | 0.33% |
1,294,800
-229,500
| -15% | -$26.2M |
|
46
CALL
Adobe
ADBE
$102B
| $160M | 0.33% |
415,200
-57,200
| -12% | -$20.3M |
|
|
XYZ
47
PUT
Block Inc
XYZ
$50.4B
| $159M | 0.33% |
2,320,500
+188,200
| +9% | +$14.1M |
|
|
ATVI
48
CALL
DELISTED
Activision Blizzard
ATVI
| $156M | 0.32% |
1,826,800
+1,455,100
| +391% | +$113M |
|
49
PUT
Apple
AAPL
$4.52T
| $152M | 0.31% |
922,800
-1,870,600
| -67% | -$276M |
|
50
PUT
Bank of America
BAC
$440B
| $150M | 0.31% |
5,257,600
+680,400
| +15% | +$22.5M |
|
Similar funds
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.