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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 | |
|---|---|---|---|---|---|---|
651
CALL
Shell
SHEL
$245B
| $7.66M | 0.02% |
133,100
+9,100
| +7% | +$535K |
|
652
CALL
Boston Scientific
BSX
$71.5B
| $7.65M | 0.02% |
153,000
-47,500
| -24% | -$2.24M |
|
653
CALL
Cameco
CCJ
$42.4B
| $7.65M | 0.02% |
292,200
-628,300
| -68% | -$16.6M |
|
654
PUT
Antero Resources
AR
$10.7B
| $7.63M | 0.02% |
330,300
-169,500
| -34% | -$4.47M |
|
655
CALL
Full Truck Alliance
YMM
$9.99B
| $7.61M | 0.02% |
1,000,000
| – | – |
|
656
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
| $7.6M | 0.02% |
106,200
-566,700
| -84% | -$39.6M |
|
657
PUT
Kraft Heinz
KHC
$30B
| $7.59M | 0.02% |
196,200
-594,100
| -75% | -$23.5M |
|
658
CALL
Trip.com Group
TCOM
$29.1B
| $7.57M | 0.02% |
200,900
-454,700
| -69% | -$16.9M |
|
659
CALL
Citizens Financial Group
CFG
$30.6B
| $7.53M | 0.02% |
247,800
+241,400
| +3,772% | +$9.45M |
|
660
CALL
Exelon
EXC
$47B
| $7.51M | 0.02% |
179,200
-128,400
| -42% | -$5.35M |
|
661
CALL
Honeywell
HON
$78B
| $7.45M | 0.02% |
41,379
-450,182
| -92% | -$84.6M |
|
|
RETA
662
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $7.44M | 0.02% |
+81,800
| New | +$4.8M |
|
663
PUT
Teck Resources
TECK
$32.6B
| $7.41M | 0.02% |
203,000
-684,300
| -77% | -$27.2M |
|
664
CALL
Microchip Technology
MCHP
$46B
| $7.4M | 0.02% |
88,300
-67,800
| -43% | -$5.41M |
|
665
CALL
LyondellBasell Industries
LYB
$19.2B
| $7.39M | 0.02% |
78,700
+71,400
| +978% | +$6.64M |
|
666
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $7.39M | 0.02% |
36,200
-5,000
| -12% | -$1M |
|
667
CALL
RLX Technology
RLX
$2.46B
| $7.37M | 0.02% |
2,540,100
-1,111,500
| -30% | -$2.69M |
|
668
ExxonMobil
XOM
$634B
| $7.36M | 0.02% |
+67,108
| New | +$7.42M |
|
669
PUT
TAL Education Group
TAL
$6.87B
| $7.35M | 0.02% |
1,146,600
+538,300
| +88% | +$3.88M |
|
670
PUT
Rio Tinto
RIO
$164B
| $7.32M | 0.02% |
106,700
-312,300
| -75% | -$22.7M |
|
|
EXE
671
PUT
Expand Energy Corp
EXE
$21.5B
| $7.32M | 0.01% |
96,200
+15,800
| +20% | +$1.3M |
|
672
CALL
H&R Block
HRB
$5.86B
| $7.31M | 0.01% |
+207,300
| New | +$7.67M |
|
673
PUT
KLA
KLAC
$259B
| $7.3M | 0.01% |
183,000
-1,171,000
| -86% | -$46.1M |
|
674
CALL
Medtronic
MDT
$112B
| $7.3M | 0.01% |
90,500
-775,800
| -90% | -$63.2M |
|
|
WBA
675
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $7.28M | 0.01% |
210,500
+98,900
| +89% | +$3.51M |
|
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.