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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 | |
|---|---|---|---|---|---|---|
601
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
| $9.08M | 0.02% |
126,900
-1,228,400
| -91% | -$85.9M |
|
602
CALL
Intercontinental Exchange
ICE
$84.4B
| $9.06M | 0.02% |
86,900
+45,300
| +109% | +$4.72M |
|
603
CALL
Weibo
WB
$1.95B
| $9.04M | 0.02% |
+450,600
| New | +$9.22M |
|
604
Deere & Co
DE
$168B
| $9.03M | 0.02% |
+21,862
| New | +$9.05M |
|
605
PUT
NextEra Energy
NEE
$177B
| $9.02M | 0.02% |
117,000
-135,400
| -54% | -$10.4M |
|
606
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $8.98M | 0.02% |
200,000
+180,000
| +900% | +$7.74M |
|
607
PUT
BILL Holdings
BILL
$4.78B
| $8.92M | 0.02% |
109,900
-220,800
| -67% | -$20.5M |
|
608
CALL
Teck Resources
TECK
$32.6B
| $8.92M | 0.02% |
244,300
-563,300
| -70% | -$22.4M |
|
609
CALL
Waste Management
WM
$91B
| $8.89M | 0.02% |
54,500
+25,800
| +90% | +$3.95M |
|
610
PUT
Ambarella
AMBA
$3.81B
| $8.83M | 0.02% |
114,000
-97,700
| -46% | -$8.36M |
|
611
CALL
Northrop Grumman
NOC
$81.2B
| $8.77M | 0.02% |
19,000
+12,200
| +179% | +$5.66M |
|
612
CALL
Academy Sports + Outdoors
ASO
$2.98B
| $8.73M | 0.02% |
133,800
-281,200
| -68% | -$16.6M |
|
|
PXD
613
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $8.72M | 0.02% |
42,700
-86,300
| -67% | -$18.5M |
|
614
PUT
D.R. Horton
DHI
$42.3B
| $8.7M | 0.02% |
89,100
-170,800
| -66% | -$16.3M |
|
615
PUT
Kroger
KR
$34.8B
| $8.69M | 0.02% |
176,100
-74,900
| -30% | -$3.42M |
|
616
PUT
SoFi Technologies
SOFI
$23.7B
| $8.68M | 0.02% |
1,430,000
+1,329,000
| +1,316% | +$8.06M |
|
617
CALL
Sociedad Química y Minera de Chile
SQM
$20.6B
| $8.63M | 0.02% |
106,500
+89,900
| +542% | +$7.74M |
|
618
PUT
Dollar Tree
DLTR
$25.2B
| $8.63M | 0.02% |
60,100
-103,200
| -63% | -$15M |
|
619
CALL
Spectrum Brands
SPB
$2.07B
| $8.57M | 0.02% |
129,400
-34,500
| -21% | -$2.18M |
|
620
PUT
Simon Property Group
SPG
$72.3B
| $8.54M | 0.02% |
76,300
-133,200
| -64% | -$15.9M |
|
621
Unity
U
$18.9B
| $8.52M | 0.02% |
262,567
-68,443
| -21% | -$2.2M |
|
622
PUT
Celsius Holdings
CELH
$7.03B
| $8.49M | 0.02% |
274,200
-655,200
| -70% | -$20.7M |
|
623
CALL
Cboe Global Markets
CBOE
$29.9B
| $8.48M | 0.02% |
63,200
-20,000
| -24% | -$2.51M |
|
624
PUT
Accenture
ACN
$108B
| $8.43M | 0.02% |
29,500
-70,300
| -70% | -$19.2M |
|
625
PUT
Eaton
ETN
$174B
| $8.43M | 0.02% |
49,200
-41,800
| -46% | -$6.96M |
|
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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.