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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 | |
|---|---|---|---|---|---|---|
626
PUT
T. Rowe Price
TROW
$24.3B
| $8.39M | 0.02% |
74,300
+49,100
| +195% | +$5.61M |
|
627
PUT
Spectrum Brands
SPB
$2.07B
| $8.35M | 0.02% |
126,100
+95,600
| +313% | +$6.04M |
|
628
CALL
Albertsons Companies
ACI
$5.83B
| $8.31M | 0.02% |
400,000
+241,600
| +153% | +$4.99M |
|
629
First Solar
FSLR
$26.9B
| $8.31M | 0.02% |
38,196
-15,792
| -29% | -$2.88M |
|
630
PUT
Futu Holdings
FUTU
$15.3B
| $8.3M | 0.02% |
160,000
-57,500
| -26% | -$2.79M |
|
631
CALL
Allstate
ALL
$67.5B
| $8.29M | 0.02% |
74,800
+22,100
| +42% | +$2.79M |
|
|
NATI
632
CALL
DELISTED
National Instruments Corp
NATI
| $8.27M | 0.02% |
+157,800
| New | +$7.91M |
|
633
CALL
Aptiv
APTV
$10.3B
| $8.27M | 0.02% |
73,700
-38,000
| -34% | -$4.19M |
|
634
PUT
Cameco
CCJ
$42.4B
| $8.27M | 0.02% |
315,900
-644,900
| -67% | -$17M |
|
635
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
| $8.18M | 0.02% |
69,500
+10,094
| +17% | +$1.17M |
|
636
CALL
Blackrock
BLK
$176B
| $8.16M | 0.02% |
12,200
-52,200
| -81% | -$36.8M |
|
637
PUT
Estee Lauder
EL
$32B
| $8.16M | 0.02% |
33,100
+9,800
| +42% | +$2.49M |
|
638
CALL
Generac Holdings
GNRC
$12.5B
| $8.15M | 0.02% |
75,500
-100,000
| -57% | -$11.6M |
|
639
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $8.13M | 0.02% |
9,900
-13,100
| -57% | -$9.88M |
|
640
Intel
INTC
$513B
| $8.08M | 0.02% |
247,396
+246,474
| +26,733% | +$6.98M |
|
641
PUT
The GEO Group
GEO
$4.04B
| $8.06M | 0.02% |
1,022,100
-267,000
| -21% | -$2.62M |
|
|
SPLK
642
DELISTED
Splunk Inc
SPLK
| $8.06M | 0.02% |
84,086
+53,968
| +179% | +$5.17M |
|
643
CALL
Magnite
MGNI
$3.55B
| $7.98M | 0.02% |
862,000
+505,600
| +142% | +$5.39M |
|
644
PUT
Transocean
RIG
$5.82B
| $7.95M | 0.02% |
1,250,000
+50,000
| +4% | +$321K |
|
645
CALL
Helen of Troy
HELE
$693M
| $7.91M | 0.02% |
+83,100
| New | +$8.89M |
|
646
PUT
Skyworks Solutions
SWKS
$10.6B
| $7.87M | 0.02% |
66,700
-73,200
| -52% | -$8.11M |
|
647
CALL
RH
RH
$3.71B
| $7.87M | 0.02% |
32,300
-56,900
| -64% | -$16.5M |
|
|
GES
648
PUT
DELISTED
Guess Inc
GES
| $7.78M | 0.02% |
400,000
-252,500
| -39% | -$5.42M |
|
649
PUT
Digital Realty Trust
DLR
$71.7B
| $7.78M | 0.02% |
79,100
-169,200
| -68% | -$17.8M |
|
|
DFS
650
CALL
DELISTED
Discover Financial Services
DFS
| $7.76M | 0.02% |
78,500
-158,600
| -67% | -$17M |
|
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.