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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 | |
|---|---|---|---|---|---|---|
526
PUT
DuPont de Nemours
DD
$19.2B
| $11.4M | 0.02% |
126,989
-40,709
| -24% | -$3.71M |
|
527
PUT
S&P Global
SPGI
$120B
| $11.4M | 0.02% |
33,000
-34,300
| -51% | -$12.1M |
|
528
CALL
Western Alliance Bancorporation
WAL
$8.87B
| $11.4M | 0.02% |
+320,100
| New | +$19.6M |
|
529
PUT
American International
AIG
$41.3B
| $11.3M | 0.02% |
224,100
-124,600
| -36% | -$7.28M |
|
530
Kohl's
KSS
$2.19B
| $11.2M | 0.02% |
474,566
+54,676
| +13% | +$1.54M |
|
531
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $11.1M | 0.02% |
1,096,800
-207,600
| -16% | -$2.15M |
|
532
CALL
Rio Tinto
RIO
$164B
| $11.1M | 0.02% |
161,900
-385,800
| -70% | -$28M |
|
533
PUT
Verizon
VZ
$196B
| $11.1M | 0.02% |
285,100
+91,900
| +48% | +$3.62M |
|
534
CALL
EOG Resources
EOG
$70.7B
| $11.1M | 0.02% |
96,700
-91,000
| -48% | -$11M |
|
535
PUT
Abbott
ABT
$187B
| $11.1M | 0.02% |
109,300
-65,300
| -37% | -$6.89M |
|
536
PUT
DexCom
DXCM
$32B
| $11M | 0.02% |
94,700
-112,600
| -54% | -$12.6M |
|
537
CALL
Royal Gold
RGLD
$19.5B
| $11M | 0.02% |
84,800
-18,600
| -18% | -$2.29M |
|
538
General Dynamics
GD
$106B
| $10.9M | 0.02% |
47,883
+32,543
| +212% | +$7.52M |
|
539
Magnite
MGNI
$3.55B
| $10.9M | 0.02% |
1,176,186
-363,474
| -24% | -$3.87M |
|
540
CALL
Diamondback Energy
FANG
$52.7B
| $10.9M | 0.02% |
80,300
-712,700
| -90% | -$99.3M |
|
541
Cisco
CSCO
$479B
| $10.9M | 0.02% |
207,588
+79,162
| +62% | +$3.87M |
|
542
Alphabet (Google) Class C
GOOG
$4.32T
| $10.8M | 0.02% |
103,524
+102,704
| +12,525% | +$9.92M |
|
543
CALL
GE HealthCare
GEHC
$32.4B
| $10.8M | 0.02% |
+131,200
| New | +$9.37M |
|
544
Delta Air Lines
DAL
$60.1B
| $10.7M | 0.02% |
307,806
-517,364
| -63% | -$19.2M |
|
545
PUT
PRA Group
PRAA
$755M
| $10.7M | 0.02% |
+275,000
| New | +$10.8M |
|
546
CALL
Etsy
ETSY
$7.85B
| $10.6M | 0.02% |
95,300
-202,200
| -68% | -$25.1M |
|
547
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $10.6M | 0.02% |
338,280
-342,769
| -50% | -$11M |
|
548
CALL
Genuine Parts
GPC
$18.7B
| $10.5M | 0.02% |
63,000
| – | – |
|
|
MPT
549
PUT
Medical Properties Trust
MPT
$2.81B
| $10.5M | 0.02% |
1,276,300
-29,100
| -2% | -$321K |
|
550
CALL
Aflac
AFL
$62.6B
| $10.5M | 0.02% |
162,300
+76,500
| +89% | +$5.24M |
|
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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.